[Rd] fSeries - garchFit (PR#9153)
r at iangregory.com
r at iangregory.com
Wed Aug 16 12:42:37 CEST 2006
Full_Name: Ian Gregory
Version: 2.1
OS: Windows x64
Submission from: (NULL) (220.236.8.114)
fSeries version: 221.10065, Feb 21, 2006.
Trying to fit a GARCH(0,1) model with garchFit.
Use syntax: formula.mean <- ~arma(0,0); formula.var <- ~garch(0,1)
fitaltmodelresults = garchFit( formula.mean, formula.var, series = yseries)
yseries can be any length array of data.
ie. Equation is: y=z_t*sqrt(omega)
The error received is: Error in sum(alpha) : object "alpha" not found
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