search for: igarch

Displaying 2 results from an estimated 2 matches for "igarch".

Did you mean: i_arch
2011 Nov 24
2
object 'gs' not found
...is wrong in the below code? What do Ihave to do to make it work? Gs file is my working directory but for some reason it cannot be found.. da <- read.table(file.choose(),header=T,sep="\t") head(da) source("garchoxfit_R.txt") m1=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=gs,include.var=F) Error in garchOxFit(formula.mean = ~arma(0, 0), formula.var = ~igarch(1, : object 'gs' not found -- View this message in context: http://r.789695.n4.nabble.com/object-gs-not-found-tp4103915p4103915.html Sent from the R help mailing list archive at Nabble...
2011 Mar 27
2
Garchoxfit package
Dear List, I'm now using Ubuntu 10.10 and I want to use the garchoxfit function.It seems that I need to download the package. While after installing the package,I still can't use the garchoxfit function.What's the reason and how to fix that? Thanks for your time! Best, Ning