Dear all
I've got the following problem, I want to extract the residuals from
regression loops. The problem here is that some columns include NA's at the
beginning and end (i.e. each time series of stocks starts at different
points in time and ends at different points in time).
Hi everyone
I'm running a T-GARCH model (i.e. a GJR-GARCH model) using the package fGARCH.
A sample code for my model looks like this:
Modell1=garchFit(formula=~1+aparch(1,1), data="T-Bill", delta=2,
include.delta=F)
summary(m1)
Here's the issue. I need to indicate the adjusted R-squared value
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