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SBAGM  

Search Best ARIMA, GARCH, and MS-GARCH Model
View on CRAN: Click here


Download and install SBAGM package within the R console
Install from CRAN:
install.packages("SBAGM")

Install from Github:
library("remotes")
install_github("cran/SBAGM")

Install by package version:
library("remotes")
install_version("SBAGM", "0.1.0")



Attach the package and use:
library("SBAGM")
Maintained by
Rajeev Ranjan Kumar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-10-28
Latest Update: 2020-10-28
Description:
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). .
How to cite:
Rajeev Ranjan Kumar (2020). SBAGM: Search Best ARIMA, GARCH, and MS-GARCH Model. R package version 0.1.0, https://cran.r-project.org/web/packages/SBAGM. Accessed 11 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited SBAGM R package
View SBAGM citation profile
Other R packages that SBAGM depends, imports, suggests or enhances
Complete documentation for SBAGM
Functions, R codes and Examples using the SBAGM R package
Some associated functions: ARIMAAIC . ReturnSeries . appgarch . appmsgarch . 
Some associated R codes: ARIMAAIC.R . appgarch.R . appmsgarch.R .  Full SBAGM package functions and examples
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