Displaying 1 result from an estimated 1 matches for "garchargsparser".
2011 May 04
1
fGarch
...v.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.var = ~garch(1,0), data = cov.ts.day,include.mean = FALSE)
### Error in garchFit(formula.mean = dq ~ day + arma(0, 3), for...