I'm searching for a function to fit a conditional mean structure (ARIMA) and a conditional variance structure (GARCH) to a data set for one model. Particularly, I'm trying to fit an IMA(1,1)+GARCH(1,1) model to a data set. However, I can't seem to find a function that will let me specify both the ARIMA and GARCH components. Any help would be appreciated! -- View this message in context: http://www.nabble.com/Time-Series---Function-to-fit-ARIMA-and-GARCH-components-tf4638251.html#a13247129 Sent from the R help mailing list archive at Nabble.com.
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