Hi, I`m about to switch from STATA to R and have serious troubles to find proper documentations on the internet. Right now I try to find a proper documentation of the eGARCH model being part of the rugarch package.
Neither here http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf nor here http://cran.r-project.org/web/packages/rugarch/rugarch.pdf could i find some information that was helping. In this post http://r.789695.n4.nabble.com/RUGARCH-eGARCH-and-variance-targeting-td4634896.html someone proposes to read the "vignette on how the unconditional variance is calculated for the eGARCH model" I don`t know what is meant by vignette. The R-built-in help function tells me about eGARCH: "assymetry term: gamma1" Thanks a lot R-help. This is relly a lot of information. I`d like to find out about the eGARCH model notation used in R, the settings and estimation techniques that are used and/or can be configured in this case, ... When searching the internet I`ve also not been very successful. When working with STATA I`ve so far never had troubles to find the right information. So i think I`m not in general too stupid to do some search on the internet. Please can anyone tell me what this "vignette" is supposed to be and where to find it? Thanks a lot, Samson -- View this message in context: http://r.789695.n4.nabble.com/r-documentation-rugarch-egarch-tp4680580.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
