Displaying 1 result from an estimated 1 matches for "tp4103915p4104792".
2011 Nov 24
2
object 'gs' not found
Hello,
What is wrong in the below code? What do Ihave to do to make it work? Gs
file is my working directory but for some reason it cannot be found..
da <- read.table(file.choose(),header=T,sep="\t")
head(da)
source("garchoxfit_R.txt")
m1=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=gs,include.var=F)
Error in garchOxFit(formula.mean = ~arma(0, 0),