[R] ARIMA & GARCH

[Kenneth Cabrera]

>
> Does anybody know a way of fitting an AR(p) model without the first 
> p-1 parameters? 


>
> The same doubt for MA(q)...
> And I would like to do it not only for the ARIMA bult-in function for 
> R / S-Plus, but for the GARCH module (S-Plus) when modelling the mean 
> too.
> Finally, is there any package for R that fit GARCH models? 

Check "tseries" in the "arma" functions with the "lag" option you can 
estimate some p parameters of a AR model.
And check also the garch function

Best regards!

Kenneth


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