Re: [R] GARCH model query

Hello, I am trying to find an easy way to estimate the following: y = Function(x) + lag(x,1) + garch_error_component E.g. estimate the mean component first and then use garch from tseries on the residuals from step 1. Best Adrian Any clues? Best regards, Costas ---

[R] GARCH model query

Hello, I am trying to find an easy way to estimate the following: y = Function(x) + lag(x,1) + garch_error_component Any clues? Best regards, Costas --- __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the