[R] GARCH Models in R

Liviu Andronic landronimirc at gmail.com
Fri Nov 6 16:45:18 CET 2009


Hello

On 11/6/09, Mangalani Peter Makananisa <pmakananisa at sars.gov.za> wrote:
>  I'm using garchFit from fSeries package and I am not getting the desired
>  results (error message : could not find function "garchFit" ).
>
It seems that garchFit() is part of fGarch. Try
require(fGarch)

Liviu




More information about the R-help mailing list