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s1ca
2004 May 30
1
What's wrong with this simple code???
...************************
modfit<-function(yir,yew, ft) {
n<-length(yew)
yew<-yew[1:(n-1)]
yy<-yir-ft
xx<-yew-ft
n<-length(xx)
xx0<-xx[2:n]
yy0 <-yy [2:n]
xx1<-xx[1:(n-1)]
fit <- garch(yy0~xx0 + xx1+var.in.mean, ~garch(1,1),cond.dist='ged')
summary(fit)
}
fs1hca<-modfit(s1hca.r, s1hca.ew, zfr)
**************error message is ***************
Problem in garch(yy0 ~ xx0 + xx1 + var.in.mean, ~ ..: Object "xx0" not
found Use traceback() to see the call stack
It is really weird, I tried step by step, the code works,
but what's the problem w...