[R] R + GARCH ???

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Oct 7 12:10:39 CEST 1999


On Thu, 7 Oct 1999, M. Fischer wrote:

> Dear R-Users,
> 
> are there any ARIMA/GARCH-packages/functions for R?

ARIMA in library(ts)
GARCH: not yet AFAIK, but planned for library ts.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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