[R] require help

Joshua Ulrich 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
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