Hi All, I'm trying to do a GARCH simulation in R 2.3.0 release in Windows XP. I've seen ?garchsim function but that is for garch (1,1) and ?garch gives an example for ARCH simulation. Can anyone help me how can i extend the help shown in ?garch to GARCH simulation? Please help me in this regard. I posted this yesterday, but didn't received any help. Please look into this.
Thanks, Sumanta Basak. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
