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
GARCH Models in R
2 messages · Mangalani Peter Makananisa, Liviu Andronic
Hello
On 11/6/09, Mangalani Peter Makananisa <pmakananisa at sars.gov.za> wrote:
I'm using garchFit from fSeries package and I am not getting the desired results (error message : could not find function "garchFit" ).
It seems that garchFit() is part of fGarch. Try require(fGarch) Liviu