I'm using garchFit() on a volatile time series. I'd like to set a limit such
that the SUM(alpha, beta) < 1. Is there a way to configure that by passing a
parameter into garchFit()? Or is there another way to do it? Thanks.
[[alternative HTML version deleted]]
______________________________________________
[email protected] 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.