Hi everyone,

I'm a great fan of the rugarch package as I use It almost every day. Up to
now, I was using an old version (rugarch_1.0-11) but when updated to
rugarch_1.2-6 from google code I found that some things changed. I wonder
how could I customize functions. I mean, with the former version, when I
was using ugarchfit function, the function provided me the ljung-box
autocorrelation test up to 15 lags, but this time, with this new version I
can only get ljung-box for lags (p+q)+1 and (p+q)+5 of the specified model.

Would It be possible to customize this issue and set the lags what I want?.
If so, which file should I look for?

Regards.

Jaimie.

-- 
*Jaimie.*

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