Hi, I would like to know if there are R packages in order to fit ARIMA models with ARCH-M and EGARCH variance specifications. I know packages tseries, stats, nlme where I found functions : arima.sim, arima, garch. But it's not enough for me. I need to study ARCH-m and EGARCH. Thank you very much for your help.
Best regards, Jerome. ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
