Dear R help.
Hello.
I want to fit the model of "FIGARCH" on TimeSeries data.
So I need to use the code of "garchOxFit".
I don't know how to estimate FIGARCH model.
Please let me know which package I need and
what is procedure of estimating FIGARCH by R.
I think I need this code!
> garchOxFit(formula.mean = arma(0, 0), formula.var = garch(1,1), series
= x, cond.dist = c("gaussian", "t", "ged", "skewed-t"), include.mean =
TRUE, truncation = 100, trace = TRUE, title = NULL, description = NULL,
arch.in.mean=0, include.var=TRUE)
Thank you for reading email.
I am waiting for your kind reply.
Best,
Soyoung Park.
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