# How to fit AR(1)-GARCH(1,1) model in R? [closed]

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.

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

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.