[R] fGarch: how to use garchFit() in loop?

[David Winsemius]

On Aug 15, 2010, at 4:26 PM, Marius Hofert wrote:

> Dear expeRts,
>
> How can I specify the order p,q of a GARCH(p,q) model within a loop?  
> Here's a minimal example showing that an "Formula and data units do  
> not match"-error appears:
>
> library(fGarch)
> spec <- garchSpec(model = list(alpha = 0.1, beta = c(0.4, 0.4)))
> data <- garchSim(spec, n = 100)
> x <- list()
> for(q in 1:3){
> 	print(q)
> 	x[q] <- list(garchFit(~garch(1,q),data=data,trace=FALSE))
> }
>

Have you tried building a:

  form<-formula( paste( , q, sep=""  ) ) # solution?

See:
?formula

-- 
David Winsemius, MD
West Hartford, CT