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Message-ID: <3EC9EB13.9070805@iaew.rwth-aachen.de>
Date: 2003-05-20T08:45:07Z
From: Marc Schroeder
Subject: modell time series with AR-Garch modell

Hi R-community!

Is there a possibility in R to model a time series with a so called AR-GARCH
process? AR-GARCH is a composite modell consisting of an autoregressive
process with an GARCH error term.

Thanks in advance
Marc