Dear all, I need to estimate the coefficients of an APARCH that fits some dataset. I have found to functions : * garchFit(formula=~aparch(1,1),...) from the fGarch package * GSgarch.FitAIC(mMAX = 0, nMAX = 0, pMAX = 1, qMAX = 1, ...) from the GEVStableGarch package
The problem is that they gave me different coefficients for the same dataset. Does anyone know the difference between the two and which one should I use ? Thanks in advance for your answer Sophie O. -- View this message in context: http://r.789695.n4.nabble.com/APARCH-models-tp4710819.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
