Hi,

I am looking for a function that allows me to do garch (p,q) modelling with
selective lags only for

p and q ( e.g. p1, p6 , m3, m6 etc.). But, since I couldn’t find such a
function, I am trying to alter the code

for the above said functions to fit my need and hence, need the algorithm
used in the above said

functions.

How could I access the algorithms on which these functions were modelled?
Could someone please

help me with that? Thanks. Any help would be greatly appreciated. Thanks.

-- 

Aparna Roy

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