[R] How to use "Update" for an object of clss GOGARCH

massa1234 shabegIIT at live.in
Wed Jul 6 08:24:22 CEST 2011


I am using gogarch from the package "gogarch". i have 13 series. the
univariate model for the one of the series has a statistically insignificant
constant term (garch(1,1)).
so I want to re fit the model assuming the constant term top be zero....can
i use "update" method to do so....if not please help me out.


View this message in context: http://r.789695.n4.nabble.com/How-to-use-Update-for-an-object-of-clss-GOGARCH-tp3647817p3647817.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list