On 31 Mar 2004 at 20:07, [EMAIL PROTECTED] wrote:
> i'm looking for an R library dealing with ARCH and GARCH models
>
help.search("ARCH")
on my system gives among others:
garch-methods(tseries)
Methods for Fitted GARCH Models
garch(tseries) Fit GARCH Models to Time Series
summary.garch(tseries)
Summarizing GARCH Model Fits
so you should look into the tseries
package.
Kjetil Halvorsen
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