Hi all,
Since am new to the forums I'd like to say hello to everyone.
My questions revolves around optimizing a simple GARCH process.
Lets assume we have a function names garchlik and takes as inputs
(parameters, data, p,q); where p and q are the ARCH and GARCH effects.
Have tried the simple
Hi Tony,
Did you try the `auglag' algorithm in alabma package?
Ravi
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
2 matches
Mail list logo