Dear R gurus,

Could somebody enlighten me on how to estimate the parameters of ARCH
process?
I tried both garchFit and garch functions, but no one works for me.

 R version 2.6.1, Windows

library(fGarch)
set.seed(5)
# simulate ARCH(3)
rr=garchSim(model = list(alpha = c(0.1,0.2,0.6)),n=400)
rrm=rr-mean(rr)
fit = garchFit(~garch(3, 0), data = rrm)
# ends in Error in solve.default(fit$hessian) :
# Lapack routine dgesv: system is exactly singular
library(tseries)
summary(garch(rrm, order = c(0,3)))
# never ends

In fact, the example given in the garch function Examples section does not
work too.

Many thanks,
Remi

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