Hi Eko, Please don't cross-post to both R-Help and R-SIG-Finance.
Michael On Sun, Oct 7, 2012 at 6:49 PM, Eko andryanto Prakasa <eko.prak...@yahoo.com> wrote: > Dear All, > i want to use garch model in return of stock. and the data should presence > volatility cluster (Heteroscedasticity). > Do you know how to test volatility cluster (the presence of > heteroscedasticity) in series data of stock return in R? > Is it using Langrange Multiplier (LM) ARCH test? what package i should use? > I really need the help. Thanks for the attention. > Eko A P > > ______________________________________________ > 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. ______________________________________________ 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.
