[R] garchFit in R

Mon Jan 8 14:54:04 CET 2007

See ?garchFit .  The data argument is supposed to be of class "timeSeries" or
a data frame, not of class "ts".   Furthermore even if it did accept a variable
of class "ts" the ts function does not take a data frame as its
argument.  See ?ts
Follow the examples of using garchFit here:

https://svn.r-project.org/Rmetrics/trunk/fSeries/test/runit4C.R

and also review all your code doing a ? on each function that you use,
performing a class(x) on each argument, x, ensuring that each function
is called with the variables of the appropriate class.

On 1/6/07, Melina Chen <weird_fritz at yahoo.com> wrote:
> Dear all,
>
>  I have problem here :
>  I'm using garchFit from fSeries package, here is part of the script :
>  > data <- read.table("d:/data.txt")
>  > a <- garchFit(~garch(1,1),ts(data))
>
>  I also attached the file here. In my experience, I got my R not responding.
>  I also tried with
>  > a <- garchFit(~garch(1,1),ts(data*10))
>  and it's worked.
>
>  I wonder if something wrong with the first
>
>  Thanks
>
>  __________________________________________________
>
>
>
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> ______________________________________________
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