,
Allan Pe
Researcher
> Date: Wed, 12 Dec 2007 18:07:34 +0200
> From: [EMAIL PROTECTED]
> To: r-devel@r-project.org
> Subject: [Rd] APARCH
>
>
> Hi,
>
> Could somebody say if it is possible to compute APARCH-models with garchFit
> commands.
>
> I have ear
Hi,
Could somebody say if it is possible to compute APARCH-models with garchFit
commands.
I have earlier used aaa (garchOxFit) and now I try to use bbb (look below)
aaa <-
garchOxFit(formula.mean=~arma(1,0),formula.var=~aparch(1,1),series=nyk,cond.dist=c('gaussian'))
bbb <- garchFit(formul
