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2011 May 04
1
fGarch
...)) ### The following R scripts work: (summary(no.day.fitr <- garchFit(dq ~ arma(0,3) + garch(1,1), data = cov.ts.day))) (summary(no.day.fitr2 <- garchFit(dq ~ arma(0,3) + garch(1,1), data = cov.ts.day, include.mean=FALSE))) ### ERROR: I add in the regressor "day". (summary(no.day.fitr3 <- garchFit(dq ~ day + arma(0,3) + garch(1,1), data = cov.ts.day, include.mean=FALSE))) ### Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) : ### object 'formula.mean' not found ### ERROR: day.fitr4 <- garchFit(formula.mean = dq ~ day + arma(0,3),formula....