On 07/06/07, alison weir <alison.weir@utoronto.ca>
wrote:>
>
> Hello
>
> I am trying to fit a GARCH model, but continue to get error messages.
>
> Here is what I am trying and the error message I get
>
> > garchmodel<-garchFit(~arma(0,1), ~garch(0,1),series=junk)
> Error in as.data.frame.default(data) : cannot coerce class
"formula" into
> a data.frame
>
> junk is a time series.
>
I am usinf R version 2.5.0
> Any suggestions?
> Thanks in advance
> alison
>
> --
> Alison Weir, PhD
> Statistics Faculty Advisor
> University of Toronto Mississauga
> (905) 828 -3946
>
--
Alison Weir, PhD
Statistics Faculty Advisor
University of Toronto Mississauga
(905) 828 -3946
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