garchM | R Documentation |
Estimation of a Gaussian GARCH-in-Mean with GARCH(1,1) model.
garchM(rtn, type = 1)
rtn |
Time series variable. |
type |
1 for Variance-in-mean, 2 for volatility-in-mean, and 3 for log(variance)-in-mean. |
GARCH-M results.
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