On Mon, Jun 21, 2010 at 3:48 PM, Aaron Plavnick/MSINVESTORS <aaron.plavn...@msinvestors.com> wrote: > I was wondering if anyone knew how to fit a series using a Garch-M (Garch > in the mean) model. From what I gathered from the documentation, it does > Perhaps rgarch [1]? Also, you might get better help if you were posting to r-sig-finance. Liviu
[1] http://rgarch.r-forge.r-project.org/ ______________________________________________ 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.
