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distributionbounds
2010 Sep 13
0
Help with ugarchspec function
...g:
> spec = ugarchspec(variance.model = list(model="eGARCH",
garchOrder=c(1,1)), mean.model = list(armaOrder=c(1,1)))
On doing this, I get the following error:
Error in ugarchspec(variance.model = list(model = "eGARCH", garchOrder =
c(1, :
could not find function ".DistributionBounds"
Any help on why this is happening? any way to solve this?
Thanks
Priyesh
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