Learn about the generalized autoregressive conditional heteroskedasticity (GARCH) model in R with data from the DJIA 30 stock time series (2018) / Feng Shi
This dataset is designed for teaching the generalized autoregressive conditional heteroskedasticity (GARCH) model for a univariate time series. The dataset is a subset of data derived from the 2018 DJIA 30 Stock Time Series dataset, and the example examines the time series of daily closing price of the stock MMM from 2006 to 2017. The dataset file is accompanied by a Teaching Guide, a Student Guide, and a How-to Guide for R
