Message-ID: <9D4E27B0394D874FB2D2AB36981CF29F01B83C59@ptabrmsg02.sars.gov.za>
Date: 2009-11-06T11:07:22Z
From: Mangalani Peter Makananisa
Subject: GARCH Models in R
Dear all,
I'm using garchFit from fSeries package and I am not getting the desired
results (error message : could not find function "garchFit" ).
Would you please advise as to how I can build an ARIMA(p, d, q) -
GARCH(p,q) model using R
see the attached data and R-output.
Thanking you in advance
Kind regards
Mangalani Peter Makananisa
Statistical Analyst
South African Revenue Service (SARS)
Segmentation and Research : Data Modelling
Tel: +2712 422 7357
Cell: +2782 456 4669
Fax:+2712 422 6579
Please Note: This email and its contents are subject to our email legal notice which can be viewed at http://www.sars.gov.za/Email_Disclaimer.pdf