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Jun 25th, 2019
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  1. library(rugarch)
  2.  
  3. Data <- rnorm(1000)
  4.  
  5. Spec <- ugarchspec(
  6. variance.model = list(model = "sGARCH", garchOrder = c(22, 0)),
  7. mean.model = list(armaOrder = c(0, 1), include.mean = TRUE)
  8. )
  9.  
  10. Fit <- ugarchfit(spec = Spec, data = Data)
  11.  
  12. Fit
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