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2008 Mar 24
0
ARCH(1,0) with t-residuals
...84 Error in sum(beta) : invalid 'type' (closure) of argument Do fGarch function allow to estimate GARCH(p,q) with p and q >0 only? Are there any other functions in order to estimate ARCH(1,0) with t-residuals? Thank you. Regards, Elena Advertisement: Lietuviams reikia saugios pasto dezutes. Dideles ir saugios. INBOX.LT - 10 GB nemokamas pastas! [[alternative HTML version deleted]]