[R] modell time series with AR-Garch modell

Marc Schroeder marc.schroeder at iaew.rwth-aachen.de
Tue May 20 10:45:07 CEST 2003

 Hi R-community!

Is there a possibility in R to model a time series with a so called AR-GARCH
process? AR-GARCH is a composite modell consisting of an autoregressive
process with an GARCH error term.

Thanks in advance

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