[Rd] APARCH

[Veikko Leinonen]

Hi, 

Could somebody say if it is possible to compute APARCH-models with garchFit
commands. 

I have earlier used aaa (garchOxFit) and now I try to use bbb (look below) 

aaa <-
garchOxFit(formula.mean=~arma(1,0),formula.var=~aparch(1,1),series=nyk,cond.dist=c('gaussian'))


bbb <- garchFit(formula=~arma(1,0)+aparch(1,1),data=nyk) 

aaa works well, but I need other characteristics of garchFit and, therefore it
would be important to know what's wrong with my bbb command (the value of delta
is fixed to 2 and I get totally different coefficients than with aaa). 

How should I write bbb to get similar answer than with aaa? 

Thanks a lot,

Veikko