You should try installing fGarch package. Then you can simulate various garch models using garchsim command. Hope it help. jurica
SUMANTA BASAK-4 wrote: > > Hi All, > > I,m trying to do a GARCH simulation in R 2.3.0 release > in Windows XP. I've seen garchsim function but that is > for garch (1,1) and ?garch gives an example for ARCH > simulation. Can anyone help me how can i extend the > help shown in ?garch to GARCH simulation? Please help > me in this regard. > > Thanks, > Sumanta Basak. > > ______________________________________________ > r-h...@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > -- View this message in context: http://www.nabble.com/GARCH-SIMULATION-tp4277917p22482421.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
