garchFit()
Majid Djennad
a-djennad at hotmail.co.uk
Thu Apr 19 17:58:01 CEST 2012
Dear sir,
How can I change the starting value of beta in garchFit() function please,
i can see that the starting value you have for beta is 0.8,
I want to produce the same results of Brooks model page 35 in the attached file, which he has beta =0.7, Brooks used RATS software and I am using R software and your package fGarch
Many thanks
Majid
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