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gts
2011 Mar 19
1
I want to create an object to use for the plot command
...d to
up and stop. The code is as follows, after loading the package:
"
gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003, -0.016),rnd =
rnorm, n = 400, ntrans=500)
gs1 <- garch.sim(alpha=c(1.9,0.1), beta=c(0.7, -0.08, -0.016),rnd = rnorm, n
= 400, ntrans=500)
gts=ts(gs)
gts1=ts(gs1)
dgts=gts1-gts
test <- garch(dgts, order=c(0,0))
plot(test)
"
However, I get the following error:
"
Error in plot(test) : object 'test' not found
"
What's extra annoying is that I had been using this type of code before and
it was working fine, I honestly...