[R] require help
josh.m.ulrich at gmail.com
Fri Sep 22 15:47:50 CEST 2017
On Fri, Sep 22, 2017 at 7:28 AM, yadav neog <yadavneog at gmail.com> wrote:
> thankx to everyone for your valuable suggestions. one query regarding the
> GARCH model.
> I have applied the GARCH model for the same data that I send you all . and
> my results coming like
> Error in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
> ugarchfit-->error: function requires at least 100 data
> points to run
> can you suggest something on it.
The error is protecting you from the unreliable results that you would
get by running the model on too few observations. You either need
more data, or a different algorithm (not GARCH).
> Yadawananda Neog
> Research Scholar
> Department of Economics
> Banaras Hindu University
> Mob. 9838545073
> [[alternative HTML version deleted]]
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com
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