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I am currently working on the AR(1)+GARCH(1,1) model using R. I am looking out for example which explains step by step explanation for fitting this model in R.

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library(fGarch)

fit = garchFit(~ arma(1,0)+garch(1,1), data = y,include.mean=FALSE)
summary(fit)

please see here (page 11) for more details

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https://medium.com/auquan/time-series-analysis-for-finance-arch-garch-models-822f87f1d755

This would get you started. I would suggest reading some time series books (ex. Ruey S Tsay) for a better grasp of subject.

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