On 24.11.2011 14:34, Arto wrote:> Hello,
>
> What is wrong in the below code? What do Ihave to do to make it work? Gs
> file is my working directory but for some reason it cannot be found..
>
> da<- read.table(file.choose(),header=T,sep="\t")
> head(da)
> source("garchoxfit_R.txt")
>
>
m1=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=gs,include.var=F)
What is "garchoxfit_R.txt"? WHat is garchOxFit()? What is F? What is
gs?
You mean a character vector containg the path of your working directory
as you got from getwd()? I cannot believe that.
Uwe Ligges
> Error in garchOxFit(formula.mean = ~arma(0, 0), formula.var = ~igarch(1, :
> object 'gs' not found
>
>
>
>
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