[R] another GARCH problem

collonil manitz.juliane at web.de
Mon Aug 18 16:35:09 CEST 2008


Hallo,
i want to fit a GARCH model with a extern regressor (without arma
components), so i found the following function in package fGarch. I tryed
out a lot of things but usually I get this Error.

> garchFit(formula=y~x, formula.var=~garch(1,1),data=w)
Error in .garchFit(formula.mean, formula.var, series = x, init.rec, delta, 
: 
  Algorithm only supported for mci Recursion

I think i use the function the wrong way, but cannot find my mistake. Can
somebody help me?

Thanks a lot, Collonil
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