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Re: Question about ARMA in new C# version of Suanshu

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#2232
gawrrell
Member

Hello Mr. Li,

I took some time to think about what you wrote,
I think that the main issue is how to use GARCH in order to modify
the ARMA/ARIMA forecasting and get a better result then when only
using ARMA/ARIMA alone.

Could you please forward me (if you can) to any articles or documents that
might shed some light on this issue.

Thank you,
Itay