code a family of garch
Since I have not seen a reply to this post, I will attempt a brief
comment:
1. I got nothing from 'RSiteSearch("garcht-t")'.
2. I got 33 hits from 'RSiteSearch("egarch")'. Have you looked at
these? If not, you might find something useful there.
3. 'RSiteSearch("gjr")' produced 13 hits, many to earlier posts from
you. Have you seen the following two:
http://finzi.psych.upenn.edu/R/library/fSeries/html/A2-GarchModelling.html
http://finzi.psych.upenn.edu/R/library/fSeries/html/A3-GarchOxModelling.html
4. Have you looked at the posting guide!
"http://www.R-project.org/posting-guide.html"? It is my impression that
questions following the posting guide process generally get quicker and
more useful answers than other questions. The reason is simple: It is
generally easier for people to understand the question, test ideas, as
reply usefully and succinctly in a few brief minutes.
spencer graves
Nongluck Klibbua wrote:
Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating garcht-t, egarch and gjr models. I try to use Fseries but I don't know how to code these models. Thanks a million in advance, Sincerely, Nongluck
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA spencer.graves at pdf.com www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915