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통계상담Q&A그룹 : 한남대학교 권세혁교수
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GARCH모형이라고 되어있는데....
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imso...@gmail.com
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Dec 1, 2017, 10:22:27 AM
12/1/17
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실수로 게시 눌러져서 다시보냅니다...GARCH 모형을 R로 분석하려면 어떻게해야하는것인가요?
통계상담_한남대권세혁교수
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Dec 3, 2017, 4:00:03 AM
12/3/17
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이분산 시계열 분석 방법인 GARCH 참고 사이트입니다.
패키지입니다.
Package 'fGarch' - CRAN.R-project.org
참고(예제) 사이트입니다.
A practical introduction to garch modeling | R-bloggers
.
강의 자료 :
11.1: ARCH/GARCH Models | STAT 510
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