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garchfit
2017 Sep 22
0
require help
thankx to everyone for your valuable suggestions. one query regarding the
GARCH model.
I have applied the GARCH model for the same data that I send you all . and
my results coming like
Error in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
ugarchfit-->error: function requires at least 100 data
points to run
can you suggest something on it.
On Fri, Sep 22, 2017 at 6:02 AM, Gabor Grothendieck <ggrothendieck at gmail.com
> wrote:
> Assuming the input data.frame, DF,...
2017 Sep 22
2
require help
Assuming the input data.frame, DF, is of the form shown reproducibly
in the Note below, to convert the series to zoo or ts:
library(zoo)
# convert to zoo
z <- read.zoo(DF)
# convert to ts
as.ts(z) #
Note:
DF <- structure(list(year = c(1980, 1981, 1982, 1983, 1984), cnsm = c(174,
175, 175, 172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3),
with = c(60.3, 60.5, 60.2, 60.1, 60.7)),