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Hi everyone! I have a question about the volatility equation for family GARCH model in rugarch package(Equation (26) in document: http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf). Why we use sigma...
Hello, How do you print a variable name in a for loop? I'm trying to construct a csv file that looks like this: Hello, variable1, value_of_variable1, World, Hello, variable2, value_of_variable2, World, Hello, variable3, value_of...
Hello! Does anybody know if there is a possibility for extracting the results of ARCH LM tests (especially I need the p-value column) from show() function in the rugarch package? Like for example there is signbias() for extracting the...
Thank you for answering so quickly! I'm kind a newbie in the area of GARCH models so I just wasn't really sure if I'm thinking correctly :) Best regards, Suzie Dnia 11 listopada 2013 0:13 alexios ghalanos...
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