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- library(rugarch)
- Data <- rnorm(1000)
- Spec <- ugarchspec(
- variance.model = list(model = "sGARCH", garchOrder = c(22, 0)),
- mean.model = list(armaOrder = c(0, 1), include.mean = TRUE)
- )
- Fit <- ugarchfit(spec = Spec, data = Data)
- Fit
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