Dear all,
Please, I have a problem with the function ugarchspec (R says function not found) and cannot execute the command
below. Any assistance.
ar9<-arima(next.rtdm, order=c(5,0,0))
b=acf(ar9$residuals)
specm1 <- ugarchspec(variance.model=list(model="eGARCH", garchOrder=c(2,4), submodel = NULL),
mean.model=list(armaOrder=c(5,0), include.mean=TRUE, garchInMean = TRUE))

Kind regards
Papa

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