Hello all, I hope when you receive this mail, you are right. I was tried to fit an Arch-garch model whit I have additional three dummy variables to put in the model, this dummy are shocks (impulse) But I'm new in R, and I don't know how to fit the model. My model is dlog(x)(2,1,0)(0,4,0) arch(1) Garch(1) in eviews is: dlog(x,1,4) c dummy1 dummy2 dummy3 ar(1) ar(2) arch(1) Garch(1) I don't understand how to fit this model in R Please, you could help me? I'm very grateful whit you. Thanks in advance.
Arch - garch model plus dummies in R
1 message · Juan Miranda