R help - Jun 2005 - GARCH (1 , 1), Hill estimator of alpha, Pareto estimator

Dear R users,

Could you please help me out. I am in trouble as I am unable to model graphs 
to explain the GARCH (1 , 1) model, the Hill estimator (of alpha), and the 
Pareto estimator.

I just got introduce to R. I am working on a paper which must be worked from 
R.


You look at the difficulty I had from the text below.


[1] "DAX"       "DAX_CAC"   "DAX_CAC40"
"Nikkei"    "NSCP"      "T"

[7] "Time"      "x"         "X"        
"Y1"        "Y2"        "Y3"

[13] "Y4"
>save.image("R:/My documents/.RData")
>library(stats)
>data(DAX_CAC)
Warning message:

Data set 'DAX_CAC' not found in: data(DAX_CAC)
>data("DAX_CAC")
Warning message:

Data set 'DAX_CAC' not found in: data("DAX_CAC")
>dax<- diff(log(DAX_CAC$DAX[1:1865]))
>m1<- garch(dax)
Error: couldn't find function "garch"
>m1<- garch(dax[1:1865])
Error: couldn't find function "garch"
>m1<- garch(dax[1:1865])

Thank you in advance,

Ukech U. kidi

Dear R users,

Could you please help me out. I am unable to formulate a model in R to 
graphs a GARCH (1 , 1) model, the Hill estimator (of alpha), and the Pareto 
estimator.

I have a financial time series data from the DAX and CAC40.  I just got 
introduce to R. I am working on a paper which must be worked from R.

I successfully imported the data into R. I also succeeded to produce te 
qq-plots  and histograms from the data.

My difficulty at the moment lies where I could not go further to plot the 
GARCH plots, the Hill estimator of alpha and the Pareto estimator.

Reading from the FAQs of this list, I attempted the following and wasn't 
succeesful. Could anyone show me the steps that I might have omited.

Check my errors from the following.

library(stats)

data(DAX_CAC)

Warning message:

Data set 'DAX_CAC' not found in: data(DAX_CAC)

data("DAX_CAC")


Warning message:

Data set 'DAX_CAC' not found in: data("DAX_CAC")

    dax<- diff(log(DAX_CAC$DAX[1:1865]))


    m1<- garch(dax)


Error: couldn't find function "garch"

    m1<- garch(dax[1:1865])


Error: couldn't find function "garch"

    m1<- garch(dax[1:1865])



Thank you in advance,

Ukech U. kidi