Hi 
In the rgarch package I could not find the codes for simultaneous fitting of 
Autoregressive fractionally integrated Moving average model with GARCH errors 
i.e ARFIMA(p,d,q)-GARCH(r,s) model.in fGarch package the codes for fitting 
arma(p,q)-GARCH(r,s) is available but not for ARFIMA(p,d,q)-GARCH(r,s) . Please 
help in this regrad
 
 
Regards 

Amjad Ali 




________________________________
From: soren wilkening <me@censix.com>
To: r-sig-finance@r-project.org
Sent: Mon, July 18, 2011 11:52:18 PM
Subject: Re: [R-SIG-Finance] (no subject)

You could use the 'rgarch' package. Does everything you want and more. (of
course there are alternatives as well)
Soren

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