Bert Gunter gunter.berton at gene.com
Sun Apr 28 23:17:26 CEST 2013


1. If this is homework, this list has a no homework policy.

2. If it is not, please read the posting guide (link at bottom) and
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-- Bert

On Sun, Apr 28, 2013 at 11:36 AM,  <ampemdo at stud.ntnu.no> wrote:
> I am a student of NTNU-Norway.
> I have some issues in fitting an AR-GARCH with seasonal components.
> My AR model contains the terms AR(1), AR(5), AR(20) and AR(60) and a simple
> GARCH(1,1) model.
> I received lot of errors when trying to do this.
> Can you please provide me the source code of fitting such model to my data?
> Best Regards
> Ampem.
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Bert Gunter
Genentech Nonclinical Biostatistics

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