Full_Name: Ian Gregory
Version: latest
OS: Widnows XP
Submission from: (NULL) (58.110.163.199)
fSeries is a great package keep it up.
Need to update the help page.
Type: help(garchOxFit)
The line:
garchOxFit(formula.mean = ~arma(0,0), formula.var = ~garch(1,1))
Should be changed to:
garchOxFit(~garch(1,1),x)
------------------------------------------
eg.
The example in the help page reads:
Examples
## SOURCE("fSeries1.4D-GarchOxModelling")
## Not run:
## garchOxFit -
# Load Benchmark Data Set:
data(dem2gbp)
x = dem2gbp[, 1]
# Fit GARCH(1,1):
garchOxFit(formula.mean = ~arma(0,0), formula.var = ~garch(1,1))
## End(Not run)