I want to fit an AR-GARCH model with garchFit. On the arma specification I need only the AR(8). But the code fit <- garchFit(~arma(8,0), ~garch(1,1), cond.dist="dstd") give all the AR's terms until the AR(8). Any help with is issue. Thanks a lot fernando -- View this message in context: http://r.789695.n4.nabble.com/using-garchFit-function-tp4660858.html Sent from the Rmetrics mailing list archive at Nabble.com.
using garchFit function
1 message · fernando