[R] fit model

John C Frain frainj at gmail.com
Tue Oct 14 15:31:07 CEST 2008

You might try the fgarch package

Best Regards

John frain

2008/10/14 Vasileios Ismyrlis <vasismir at gmail.com>:
> I want to fit a model of Ar(1) mean equation and Arch(1) variance
> equation(the equations are to the attached file) to 1000 observations.
> How can I do that?
> Vasileios Ismyrlis
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John C Frain
Trinity College Dublin
Dublin 2
mailto:frainj at tcd.ie
mailto:frainj at gmail.com

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