José Augusto Morais de Andrade J
2007-Nov-04 02:02 UTC
[R] Garch() function of tseries package doesnt work anymore
Hi all, I recently updated my to R 2.6.0 and tseries package ‘tseries’ version: 0.10-11. When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries' version: 0.10-7, the code> garch(dflnRCLC1)***** ESTIMATION WITH ANALYTICAL GRADIENT ***** Call: garch(x = dflnRCLC1) Coefficient(s): a0 a1 b1 4.985e+00 1.880e-01 6.210e-14>worked very quick and well. Now, with the newer version of R and tseries, this code hungs and doesnt give any result> garch(dflnRCLC1)***** ESTIMATION WITH ANALYTICAL GRADIENT ***** its hungs forever... What happens? Regards, José Augusto Jr. University of São Paulo [[alternative HTML version deleted]]