Displaying 1 result from an estimated 1 matches for "residuals_tasi".
2009 Apr 06
1
Problem with Extracting Fitted Values from fGarch package
...stimates. However, when I tried to extract the fitted values from the estimated model I got the following error message:
"Error in .local(object, ...) : object "fit" not found"
I used the following to extract the fitted values
fitted_TASI <- fitted(garchFit(~ garch(1,1), residuals_TASI, trace = TRUE, include.mean = FALSE))
Can someone please advice me with the reason that I am getting this error message.
Best regards,
Mohammad
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