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Help with ugarchspec function
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 [[alternative HTML version deleted]]