Hi,
I am a new to R, but I used S+ before. Now I am trying to estimate
t-copula based BEKK GARCH model.
I am using window version. I have downloaded R-2.4.0 and added some
libraries.
I visited the site
http://www.vsthost.com/vstDocs/mgarchBEKK/release/ and downloaded
mgarchBEKK_0.07-6.zip
<http://www.vsthost.com/vstDocs/mgarchBEKK/release/mgarchBEKK_0.07-6.zip> 23-Oct-2006 12:53 67K to the library.
Now I couldn't run "mvBEKK.est(mat)" for BEKK(1,1) estimates.
Also I checked the files in the folder "R-ex" of the mgarchBEKK
library,
but I couldn't see any R-code in it.
Did I add the correct library which I downloaded in a correct place ??
Thanks
Ainkaran
_________________________________________________________
Ponnuthurai Ainkaran | Research Assistant
Econometrics & Business Statistics
School of Economics & Political Science
FACULTY OF ECONOMICS AND BUSINESS
Room 489 | Merewether Building (H04)
The University of Sydney | NSW | 2006
p 61 2 903 69119 | f 61 2 903 69121
e p.ainkaran@econ.usyd.edu.au <mailto:p.ainkaran@econ.usyd.edu.au>
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