[R] alpha_1 + beta_1 1 in GARCH(1,1)

for me? Can i trust in the coefficients in this case? mfg user84 -- View this message in context: http://r.789695.n4.nabble.com/alpha-1-beta-1-1-in-GARCH-1-1-tp4088342p4088342.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r

[R] Install the rugarch-package

Hi, i am unable to install the rugarch package. More than that i do not even find this package in my list of possible packages. Its possible than the name has changed, or the package is not longer availiable? Is there a similar package avaliable for garch modelling except the fGarch what i am

[R] How to fit a non-normal-dist.-GARCH() time series?

Hi, i think the right to fit a GARCH-model is to use garchFit of the fGARCH package. My problem is that the time-series is definitly not normal distributed. So i can not use the QMLE method. How can i do it right? thanks Roland -- View this message in context:

[R] predict() of garchFit

Hi, could anyone tell me how predict() predicts the meanError or standardDerivation of a garchFit(1,1)-model, knowing the coefficients mu, omega, alpha1, beta1 and of course all datapoints? Thanks and sorry for my poor english. -- View this message in context:

[R] garchFit

Hi, i am a student of tecnical mathematics in austria, and my english is not sooo good, German would be easier, but an answer in english is perfect too. I would need any help to understand the exact output of the function garchFit. Maybe it would help me just to know what the coefficients are

[R] garch() false convergence

Hi, i did in the last month a research about timeseries with the function ARIMA(). Where i had to know how to predict and forecast new datapoints in the future. Not only the things the functions predict() and forecast() can do. All was ok, as the arima function was in the major parts convergent

[R] predict a MA timeseries

Hi, could anyone tell me how predict() predicts the new value(s), of a MA(1) arima-modell. its really easy to make it with an AR(1), knowing the last term, but how can i or R know the last error? It would also help if somebody could tell me how to find the open source of the function predict().

[R] r-squared for object timeseries

Hi, i am new in this forum. I hope someone can help me or correct me, if this is the false subforum to write this. I have to choose the best arima model from different possibilities of a timeseries. I know the AIC; BIC and similar. But now i would like to check the value called r-squared or