Displaying 2 results from an estimated 2 matches for "dax_cac".
2005 Jun 03
1
GARCH (1 , 1), Hill estimator of alpha, Pareto estimator
...e as I am unable to model graphs
to explain the GARCH (1 , 1) model, the Hill estimator (of alpha), and the
Pareto estimator.
I just got introduce to R. I am working on a paper which must be worked from
R.
You look at the difficulty I had from the text below.
[1] "DAX" "DAX_CAC" "DAX_CAC40" "Nikkei" "NSCP" "T"
[7] "Time" "x" "X" "Y1" "Y2" "Y3"
[13] "Y4"
>save.image("R:/My documents/.RData")
>lib...
2005 Jun 03
0
RE: GARCH (1 , 1), Hill estimator of alpha, Pareto estimator]
Ukech U. Kidi wrote:
> dax<- diff(log(DAX_CAC$DAX[1:1865]))
> m1<- garch(dax)
> Error: couldn't find function "garch"
> m1<- garch(dax[1:1865])
> Error: couldn't find function "garch"
> m1<- garch(dax[1:1865])
I am sorry, but I forgot to change the addres to r-help in the reply.
Wel...