Hi,

I am a new to R, but I used S+ before. Now I am trying to estimate
t-copula based BEKK GARCH model.

I am using window version. I have downloaded R-2.4.0 and added some
libraries.

I visited the site 

http://www.vsthost.com/vstDocs/mgarchBEKK/release/ and downloaded
mgarchBEKK_0.07-6.zip
<http://www.vsthost.com/vstDocs/mgarchBEKK/release/mgarchBEKK_0.07-6.zip
>    23-Oct-2006 12:53   67K to the library. 

Now I couldn't run "mvBEKK.est(mat)" for BEKK(1,1) estimates.

Also I checked the files in the folder "R-ex" of the mgarchBEKK library,
but I couldn't see any R-code in it.

Did I add the correct library which I downloaded in a correct place ??

 

Thanks 

Ainkaran

 

_________________________________________________________

Ponnuthurai Ainkaran | Research Assistant

Econometrics & Business Statistics

School of Economics & Political Science

 

FACULTY OF ECONOMICS AND BUSINESS

Room 489 | Merewether Building (H04)

The University of Sydney | NSW | 2006

 

p 61 2 903 69119 | f 61 2 903 69121

e p.ainkaran@econ.usyd.edu.au <mailto:p.ainkaran@econ.usyd.edu.au> 

 


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