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Reply To: Question about ARMAX model

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#5369
Ryu
Member

Hi,

SuanShu does not ARIMAX-GARCH fitting out of box. We currently have implemented:
1. ARMA fit
2. GARCH fit
3. ARMA-GARCH fit.

There are a number of options you have:
1.
You can contract us to implement it for you as a consulting project.

2.
You can try to implement it yourself using our classes as building blocks.

3.
2.
You can try to implement it yourself using our classes as building blocks and then contribute your code to SuanShu. Then you will get a license for free.