[R] Garch Simulation

SUMANTA BASAK r_econometrics at yahoo.co.in
Tue May 9 06:21:47 CEST 2006


Hi All,

I'm trying to do a GARCH simulation in R 2.3.0 release
in Windows XP. I've seen ?garchsim function but that
is
for garch (1,1) and ?garch gives an example for ARCH
simulation. Can anyone help me how can i extend the
help shown in ?garch to GARCH simulation? Please help
me in this regard. I posted this yesterday, but didn't
received any help. Please look into this.

Thanks,
Sumanta Basak.




More information about the R-help mailing list