No. This is not a statistical consulting service.
-- Bert On Oct 13, 2017 10:56 AM, "Sabrina Abdelghani" <abdelghani.sabr...@gmail.com> wrote: Hello, Can you help me about the R function to estimate Vector Autoregressive (VAR) model allowing fot the GARCH effet : VAR-DCC-GARCH model please. <http://www.avg.com/email-signature?utm_medium=email&; utm_source=link&utm_campaign=sig-email&utm_content=webmail> Garanti sans virus. www.avg.com <http://www.avg.com/email-signature?utm_medium=email&; utm_source=link&utm_campaign=sig-email&utm_content=webmail> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2> [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
