Have you tried the following:
> RSiteSearch("garch simulation")
A search query has been submitted to http://search.r-project.org
The results page should open in your browser shortly
> RSiteSearch("garch", "functions")
These provide over 20 hits each, some of which seem relevant to your
question. One respondent noted that this kind of thing is not hard to
simulate in a for loop.
hope this helps.
Spencer Graves
SUMANTA BASAK wrote:
> 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.
>
> Thanks,
> Sumanta Basak.
>
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