On Tue, Jul 11, 2006 at 07:41:58AM +0100, Sumanta Basak wrote: > Can you please tell me whether "R" can handle other type GARCH models > like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these > kind of models?
Yes R (no need to quote it) can: if you provide a (log-)likelihood function, R can use its optimisers to find those parameter that maximise this likelihood. In case you really wanted to ask if these are pre-programmed for you, then the answer is no. Hth, Dirk -- Hell, there are no rules here - we're trying to accomplish something. -- Thomas A. Edison ______________________________________________ R-help@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