Upgrade to the GARCH implementation

JuliaStats / TimeModels.jl

Modeling time series in Julia

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Upgrade to the GARCH implementation #53

Open Teo-ShaoWei opened 8 years ago

Teo-ShaoWei commented 8 years ago

Hi,

I refer to https://github.com/AndreyKolev/GARCH.jl/issues/4. I am using GARCH in my program, and performed some upgrade to it. Would it be alright if I perform a pull request here?

This is my first attempt to contribute to open source, so any advice is very much appreciated too.

milktrader commented 8 years ago

Yes, your PR is welcome!

GordStephen commented 8 years ago

:+1: Also, if you have any tests (or would be willing to write some) that would be very welcome as well, as we currently don't have any for the GARCH model.

Teo-ShaoWei commented 8 years ago

Thanks alot for the welcome =) I will attempt to upgrade it step by step. Meanwhile I will open a pull request first so we can see the changes as it come in. If there is any changes that is not good, feel free to inform me early so we can deliberate on them.