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racd installation
Vis Chen
·
Sep 22, 2016
·
r-sig-finance
Dear Alexios, I have tested "rmgarch.test4.R" in the rmgarch package, and when I run the rmgarch.test4b commands: > data(dji30retw) > Dat = dji30retw[, 1:15, drop = FALSE] > spec2 = gogarchspec(mean.model = list(model = "AR", lag = 2), + variance.model = list...
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