Displaying 1 result from an estimated 1 matches for "goods1".
Did you mean:
goods
2009 Apr 29
1
arma model with garch errors
Dear R experts,
I am trying to estimate an ARMA 2,2 model with garch errors.
I used the following code on R 2.9.
#library
library(fGarch)
#data
data1<-ts(read.table("C:/Users/falcon/Desktop/Time
Series/exports/goods1.csv"), start=c(1992,1), frequency=12)
head(data1)
#garch
garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), data=data1)
but get this error:
> garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), data=data1)
Error in garchFit(formula.mean = ~arma(2, 2), formula.var = ~garch(1...