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egarch
2012 Sep 05
1
run EGARCH package on REXCEl
...imited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has been installed properly, whenever I run function, I get an error saying - "could not find function "tegarch.est".
I'd appreciate any help on the above.
Regards
Ank
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