To cite package ‘SBAGM’ in publications use:

Kumar R, Jha G (2020). SBAGM: Search Best ARIMA, GARCH, and MS-GARCH Model. R package version 0.1.0, https://CRAN.R-project.org/package=SBAGM.

Corresponding BibTeX entry:

  @Manual{,
    title = {SBAGM: Search Best ARIMA, GARCH, and MS-GARCH Model},
    author = {Rajeev Ranjan Kumar and Girish Kumar Jha},
    year = {2020},
    note = {R package version 0.1.0},
    url = {https://CRAN.R-project.org/package=SBAGM},
  }