[R-SIG-Finance] rugarch: Mean model used for armaOrder(0,0)

Simon Rhodes @|@g@rhode@ @end|ng |rom gm@||@com
Tue May 2 20:25:17 CEST 2023


I had a question about what model is used for the mean when armaOrder is
set to (0,0). Am I correct in assuming it is simply the mean of the data?
If not, is there a way to specify that the mean of the sample should be
used as the mean for the model?


Thanks,
Simon

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