Hello, 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 not seem to be implemented in either fGarch, fSeries, or tSeries. Perhaps there is an option that allows this functionality. Otherwise, if it's possible to modify an existing function I would appreciate any guidance on how to go about doing that.
Thanks, Aaron Plavnick ----------------------------------- Aaron Plavnick, Intern Madison Square Investors T: 212.938.6574 [[alternative HTML version deleted]] ______________________________________________ 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.