
Hello, 

 

 

 

For an example, i have a time series and i fitted an

AR(2), with

Fi1=.44119
Fi2=-.072952

 

Now i would like to fit a GARCH to this model, but i don't know how to fix the arma parameters.

 

I am trying to do it with garchfit

 

garchFit(~arima(2,0,0)+garch(1, 1), data =x).

 

but i really don't know how to fix some parameters here.

 

 

thanks

 

 

Daniel

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