Dear all,

I'm using R 2.8.1 on Windows XP.

I want to loop over several garch-models to evaluate the best model-fit.
After loading the package
	 fGarch
I execute the following loop:

For(i in 1:5){
  for(j in 1:5){
    garchFit(~ arma(0,0) + garch(i,j), stetige_renditen[,7], cond.dist="sged", trace=F)    
  }
}

Where "stetige_renditen[,7]" are the continously compounded returns of the FX €/$ 2007 - 2008.

Unfortunately I get the following error:

[1] "data" "i"    "j"   
[1] "data"
Fehler in .garchArgsParser(formula = formula, data = data, trace = FALSE) : 
  Formula and data units do not match.

On top the time series is not stationary. So any advice to choose another model? I think IGARCH is not so good...

Any help about the code and the non-statioarity-thing would be very appreciated.

Kind regards,
Thomas

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