Search Best ARIMA, GARCH, and MS-GARCH Model

Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). , Bollerslev T (1986). .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.0 by Rajeev Ranjan Kumar, a year ago

Browse source code at

Authors: Rajeev Ranjan Kumar [aut, cre] , Girish Kumar Jha [aut, ths, ctb] , Dwijesh C. Mishra [ctb] , Neeraj Budhlakoti [ctb]

Documentation:   PDF Manual  

GPL-3 license

Imports MSGARCH, forecast, rugarch

See at CRAN