Dear All,
Sorry to bother. I'd like to estimate GARCH-M( GARCH IN THE MEAN) model. And
find that a package called rgarch could help. But I always can't instal
rgarch package successfully. I posted my problems and got some suggestions
but still failed. Does any one knows other method that could do
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
On Mon, Jun 21, 2010 at 3:48 PM, Aaron Plavnick/MSINVESTORS
aaron.plavn...@msinvestors.com wrote:
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
Perhaps rgarch [1]? Also, you might get better
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