Hi experts,

I need some help with function armaFit of package(fGarch). I want to know
if is possible to specify an arma(3,0) but setting one of the first lag to
0.( ' cause i checked it isn't significant). Few days ago i posted a
similar question to other function but i cant apply the same answer. Any
idea????

Other issue about the same function (armaFit) is : could be possible  fit a
model with using different probability distribution functions for
residuals.???

Best
Jaimie

	[[alternative HTML version deleted]]

