I am trying to fit a GARCH model in fSeries but up to now without
success. I downloaded the the OxConsole Software together with the
G@rch 4.0 package and saved the oxl.exe and GarchOxModelling.ox files
correctly in the files C:\\Ox\\bin\\oxl.exe and
C:\\Ox\\lib\\GarchOxModelling.ox.
My argument for R is the following with mintel the time series data
garchOxFit(formula.mean=~arma(0,0),formula.var=~garch(1,1),series=mintel
,cond.dist=c("gaussian"),include.mean=TRUE)
I receive the following error message and need help please.
Error in cat(list(...), file, sep, fill, labels, append) :
argument 1 not yet handled by cat
Thanks
Helena
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