I have results estimating of ARIMA - GARCH (residual probability is std).
I check out A Short, Comprehensive, Practical Guide to Copulas by Atillio Meucci. The paper provides further references in case.
But how to transform this data (with informations from estimated ARIMA - GARCH model) to marginal uniform distribution N~(0,1)? I don't know how to code in R, can anyone help me this code?