Displaying 1 result from an estimated 1 matches for "fitr3".
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fit3
2011 May 04
1
fGarch
...))
### The following R scripts work:
(summary(no.day.fitr <- garchFit(dq ~ arma(0,3) + garch(1,1), data = cov.ts.day)))
(summary(no.day.fitr2 <- garchFit(dq ~ arma(0,3) + garch(1,1), data = cov.ts.day,
include.mean=FALSE)))
### ERROR: I add in the regressor "day".
(summary(no.day.fitr3 <- garchFit(dq ~ day + arma(0,3) + garch(1,1), data = cov.ts.day,
include.mean=FALSE)))
### Error in .garchArgsParser(formula = formula, data = data, trace = FALSE) :
### object 'formula.mean' not found
### ERROR:
day.fitr4 <- garchFit(formula.mean = dq ~ day + arma(0,3),formula....