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sarima
rgarch1p1
rgarch1p1 function
Simulate GARCH(1,1) models
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sarima package
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Maintainer: Georgi N. Boshnakov
License: GPL (>= 2)
Last published: 2025-03-18
Useful links
https://github.com/GeoBosh/sarima/issues
https://geobosh.github.io/sarima/