Displaying 3 results from an estimated 3 matches for "dflnrclc1".
2007 Nov 04
4
Problems with garch() function tseries package R 2.6.0
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 hangs and doesnt give any result
> gar...
2007 Nov 04
0
[Spam] Re: Problems with garch() function tseries package R 2.6.0
...AJ wrote:
>
> > 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.
> >
> > No...
2007 Nov 06
0
Importing Data
...e R 2.6.0
To: r-help@r-project.org
Message-ID:
Content-Type: text/plain; charset=iso-8859-1
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 hangs and doesnt give any result
> garch(dflnRCLC1)
***** ESTIMATION...