Hello,
I would be very grateful if somebody (or everybody:)) answers my question. I
am making ARMA-GARCH model with garchFit function and want in arma part make
lag list (like with arma models:
model=arma(data, lag=list(ar=c(2,6),ma=NULL), include.intercept=FALSE)
but I don't know how to do it
Hello,
I would be very grateful if someone answers my question. I am using garchFit
function to model my data, and by summary of the model are given
characteristics of standartized residuals. But to get I can only simple
residuals (with model@residuals). How to get the standartized residuals or
ho
2 matches
Mail list logo