Search Best ARIMA, GARCH, and MS-GARCH Model R package SBAGM version 0.1.0 Get the most appropriate autoregressive integrated moving average, generalized auto-regressive conditional heteroscedasticity and Markov switching GARCH model. For method details see Haas M, Mittnik S, Paolella MS (2004). <doi:10.1093/jjfinec/nbh020>, Bollerslev T (1986). <doi:10.1016/0304-4076(86)90063-1>. Software Depends: R (>= 2.10) Imports: MSGARCH, forecast, rugarch Rajeev Ranjan Kumar <rrk.uasd@gmail.com> Comprehensive R Archive Network (CRAN) Rajeev Ranjan Kumar [aut, cre], Girish Kumar Jha [aut, ths, ctb], Dwijesh C. Mishra [ctb], Neeraj Budhlakoti [ctb] GPL-3 2020-10-28 application/tgz https://CRAN.R-project.org/package=SBAGM doi:10.32614/CRAN.package.SBAGM