Question on the fGarch pkh

[Yohan Chalabi]

>>>> "KE" == kh1 at rice.edu
>>>> on Tue, 05 May 2009 11:41:49 -0500

   KE> What values do you use to for the initial values of the
   KE> condition mean
   KE> and the conditional variance?


Hi Kam

    #   init.rec - names type of initialization of recurrence
    #       mci = mu-current-iteration, or
    #       uev = unconditional-expected-variances


More info in source file garchFit.R

Regards,
Yohan

-- 
PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch