Hello all, I would like how to modelized a time serie with AR-ARCH process. It can be used arma and garch functions in tseries package for build ar process or a garch process, but how can it be modelized a ar-garch model ? Thanks [[alternative HTML version deleted]]
For example, follow "A.A.Weiss: ARMA models with ARCH errors. Journal of Time Series Analysis, No. 2, Vol. 5, 1984." best Adrian
Dr. Adrian Trapletti Trapletti Statistical Computing Wildsbergstrasse 31, 8610 Uster Switzerland Phone & Fax : +41 (0) 1 994 5631 Mobile : +41 (0) 76 370 5631 Email : mailto:a.trapletti at bluewin.ch WWW : http://trapletti.homelinux.com