Hello all,
I would like how to modelized a time serie with AR-ARCH process. It can be used arma and garch functions in tseries package for build ar process or a garch process, but how can it be modelized a ar-garch model ?
Thanks [[alternative HTML version deleted]]
For example, follow "A.A.Weiss: ARMA models with ARCH errors. Journal of Time Series Analysis, No. 2, Vol. 5, 1984."
best Adrian
-- Dr. Adrian Trapletti Trapletti Statistical Computing Wildsbergstrasse 31, 8610 Uster Switzerland Phone & Fax : +41 (0) 1 994 5631 Mobile : +41 (0) 76 370 5631 Email : mailto:[EMAIL PROTECTED] WWW : http://trapletti.homelinux.com
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