R help - Mar 2011 - I want to create an object to use for the plot command

I'm using the TSA package (along with all prerequisites) to do some GARCH
work and for some reason, something which used to work for me has decided to
up and stop. The code is as follows, after loading the package:

"
gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003, -0.016),rnd
rnorm, n = 400, ntrans=500)

gs1 <- garch.sim(alpha=c(1.9,0.1), beta=c(0.7, -0.08, -0.016),rnd = rnorm, n
= 400, ntrans=500) 

gts=ts(gs)

gts1=ts(gs1)

dgts=gts1-gts

test <- garch(dgts, order=c(0,0))

plot(test)
"

However, I get the following error:

"
Error in plot(test) : object 'test' not found
"

What's extra annoying is that I had been using this type of code before and
it was working fine, I honestly don't know what the problem is, I've
used R
reasonable extensively before but never with these packages so I'm not sure
what I might have done wrong.

If anyone could take the time to help me out, I'd really appreciate it.

Yours etc,
Aodh?n



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On Mar 19, 2011, at 7:02 PM, AOLeary wrote:
> I'm using the TSA package (along with all prerequisites) to do some  
> GARCH
> work and for some reason, something which used to work for me has  
> decided to
> up and stop. The code is as follows, after loading the package:
>
> "
> gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003,  
> -0.016),rnd > rnorm, n = 400, ntrans=500)
>
> gs1 <- garch.sim(alpha=c(1.9,0.1), beta=c(0.7, -0.08, -0.016),rnd =  
> rnorm, n
> = 400, ntrans=500)
>
> gts=ts(gs)
>
> gts1=ts(gs1)
>
> dgts=gts1-gts
>
> test <- garch(dgts, order=c(0,0))
>
> plot(test)
> "
>
> However, I get the following error:
Actually you failed to note that you got an earlier error from the  
garch() function:

Error in sigt[1:max(order[1], order[2])] <- rep.int(NA, max(order[1],  :
   replacement has length zero

Which raises the question... what does it mean to specify a GARCH  
model of order c(0,0)?

-- 
David.

>
> "
> Error in plot(test) : object 'test' not found
> "
>
> What's extra annoying is that I had been using this type of code  
> before and
> it was working fine, I honestly don't know what the problem is,
I've
> used R
> reasonable extensively before but never with these packages so I'm  
> not sure
> what I might have done wrong.
>
> If anyone could take the time to help me out, I'd really appreciate  
> it.
>
> Yours etc,
> Aodh?n
>
>
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/I-want-to-create-an-object-to-use-for-the-plot-command-tp3390383p3390383.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
West Hartford, CT