You should try installing fGarch package. Then you can simulate various garch
models using garchsim command. Hope it help. 
jurica



SUMANTA BASAK-4 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.
> 
> ______________________________________________
> r-h...@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
> 
> 

-- 
View this message in context: 
http://www.nabble.com/GARCH-SIMULATION-tp4277917p22482421.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Reply via email to