ArmaToGarch: ArmaToGarch
In grieman/grieman:

Description Usage Arguments Value Examples

This function takes an arima model, checks for arch effect, and fits a garch model if arch effects are present

1	ArmaToGarch(arimamodel, max_arch_terms = 15)

`arimamodel`	The arima model to check for arch effects
`max_arch_terms`	Maximum number of ARCH terms. A higher value will allow for more accuracy, but slower operation

A garch model fitted on the residuals of the input arima model

series1 <- c(1, 3, 2, 3, 4, 3, 4, 5, 6, 4, 5, 6, 5, 4, 7, 5, 4, 7, 8, 5, 7, 8, 9, 7, 9)
arimamodel <- forecast::auto.arima(series1)
ArmaToGarch(arimamodel)

series2 <- c(1, 3, 4, 1, 4, 1, 2, 5, 1, 4, 5, 8, 1, 4, 7, 5, 1, 7, 8, 5, 1, 8, 9, 7, 1)
arimamodel <- forecast::auto.arima(series2)
ArmaToGarch(arimamodel)