Dear all,
I have problem here :
I'm using garchFit from fSeries package, here is part of the script :
> data <- read.table("d:/data.txt")
> a <- garchFit(~garch(1,1),ts(data))
I also attached the file here. In my experience, I got my R not responding.
I also tried with
> a <- garchFit(~garch(1,1),ts(data*10))
and it's worked.
I wonder if something wrong with the first
Thanks
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See ?garchFit . The data argument is supposed to be of class "timeSeries" or a data frame, not of class "ts". Furthermore even if it did accept a variable of class "ts" the ts function does not take a data frame as its argument. See ?ts Follow the examples of using garchFit here: svn.r-project.org/Rmetrics/trunk/fSeries/test/runit4C.R and also review all your code doing a ? on each function that you use, performing a class(x) on each argument, x, ensuring that each function is called with the variables of the appropriate class. On 1/6/07, Melina Chen <weird_fritz at yahoo.com> wrote:> Dear all, > > I have problem here : > I'm using garchFit from fSeries package, here is part of the script : > > data <- read.table("d:/data.txt") > > a <- garchFit(~garch(1,1),ts(data)) > > I also attached the file here. In my experience, I got my R not responding. > I also tried with > > a <- garchFit(~garch(1,1),ts(data*10)) > and it's worked. > > I wonder if something wrong with the first > > Thanks > > __________________________________________________ > > > > > 0.0026668996 > -0.0019157865 > -0.0001120967 > 0.0005845345 > 0.0003697987 > -0.0010323306 > -0.0023072483 > -0.0005885481 > 0.0012301371 > 0.0003082133 > -0.0002494891 > -0.0002006737 > -0.0004800350 > -0.0002843525 > 0.0027182299 > -0.0004827581 > 0.0007702074 > -0.0018742761 > -0.0012589320 > -0.0001864557 > 0.0019782314 > 0.0000000000 > -0.0016593427 > 0.0014883173 > -0.0019642834 > -0.0001129345 > 0.0003289013 > 0.0047631296 > -0.0003933189 > -0.0000777348 > -0.0001992589 > -0.0019439182 > -0.0017467015 > -0.0001716240 > -0.0003041862 > 0.0028812028 > -0.0006391600 > -0.0004934305 > 0.0002638840 > 0.0004931309 > 0.0002341631 > -0.0007321793 > -0.0021696036 > 0.0011669581 > -0.0003526987 > 0.0011745500 > -0.0001808695 > -0.0006997451 > 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-0.0001928139 > -0.0014323212 > 0.0014934666 > -0.0000376269 > 0.0003855214 > -0.0028288293 > -0.0001939776 > -0.0000378594 > -0.0023347181 > 0.0009410914 > 0.0011948108 > -0.0003884270 > -0.0009250961 > 0.0002326455 > -0.0025564310 > 0.0018200849 > -0.0003091623 > -0.0001237266 > -0.0016881012 > 0.0007256384 > 0.0001192324 > -0.0006155908 > 0.0000000000 > 0.0005774400 > 0.0005766733 > -0.0001238487 > 0.0032984850 > -0.0029556059 > 0.0020895108 > 0.0005302742 > 0.0000378520 > -0.0023150283 > 0.0001902214 > 0.0007410684 > -0.0006127160 > 0.0027858619 > -0.0016371350 > -0.0013912022 > 0.0011398812 > 0.0003413818 > -0.0014051777 > -0.0014860716 > 0.0004530284 > 0.0007571708 > -0.0009860103 > -0.0006776904 > -0.0001098663 > -0.0025442383 > 0.0036321222 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide R-project.org/posting-guide.html > and provide commented, minimal, 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