[R] AR-ARCH specification and forecast

francoisromain@free.fr francoisromain at free.fr
Mon Mar 14 12:44:55 CET 2005


Hello list,

I use the packages tseries and fSeries to perform a time series analysis.
I have a model with an AR specification for the mean and an ARCH(1)
specification for the variance.

I just wonder if there is something to compute a forecast with that
specification and also if there is possible to get the AIC for such
AR-ARCH model.

Thanks to all.

Romain.




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