R help - Oct 2012 - Egarch (1,1) with Student t distribution in RExcel

Hi
I want to implement Egarch (1,1) with t distribution model using RExcel and VBA.
May I know the syntax.
Following is the code that I 'm using.

rinterface.RRun
"spec=ugarchspec(variance.model=list(model=(eGARCH),garchOrder=c(1,1)),
mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model=(std))"
rinterface.RRun "fit = ugarchfit(Data = b, spec = spec)"
rinterface.RRun "output=sigma(fit)"

Please let me know the error and it's solution.

Thanks
Dheeraj


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How Can I  run all these codes in VBA using RExcel
library(rugarch)

spec=ugarchspec(variance.model=list(model="sGARCH",garchOrder=c(1,1)),
mean.model=list(armaOrder=c(1,1), arfima=FALSE),
distribution.model="std")

fit=ugarchfit(data=d, spec=spec)

z=sigma(fit)


Dheeraj

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On Oct 25, 2012, at 8:00 AM, Dheeraj Pandey wrote:
> How Can I  run all these codes in VBA using RExcel
> library(rugarch)
I predict there are a very small number (possibly zero) of persons reading this
list that are both Excel coders and users of that package. You might consider
posting it on the mailing list where RExcel is supported and so more
cross-functional eyes and brains would be seeing it.


(And when you do post again, please avoid double posting.)
-- 
David.
>
spec=ugarchspec(variance.model=list(model="sGARCH",garchOrder=c(1,1)),
mean.model=list(armaOrder=c(1,1), arfima=FALSE),
distribution.model="std")
> 
> fit=ugarchfit(data=d, spec=spec)
> 
> z=sigma(fit)
> 
> 
> Dheeraj
> 
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> 
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David Winsemius, MD
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