Hello.  I am using fGarch to estimate the following model:


Call:
 garchFit(formula = fmla, data = X[, i], trace = F)
Mean and Variance Equation:
 data ~ arma(1, 1) + garch(1, 1)

Conditional Distribution:
 norm
Coefficient(s):
      mu       ar1       ma1     omega    alpha1     beta1
-0.94934   1.00000  -0.23211  54.06402   0.45709   0.61738
Std. Errors:
 based on Hessian
Error Analysis:
        Estimate  Std. Error  t value Pr(>|t|)
mu     -0.949336   11.600072   -0.082  0.93477
ar1     1.000000    0.005947  168.139  < 2e-16 ***
ma1    -0.232111    0.068638   -3.382  0.00072 ***
omega  54.064022   16.578735    3.261  0.00111 **
alpha1  0.457087    0.093125    4.908 9.19e-07 ***
beta1   0.617378    0.044561   13.855  < 2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1


when I use predict I am getting the following error:

Error en optim(init[mask], armafn, method = optim.method, hessian = TRUE,  :
  non-finite finite-difference value [1]


does anybody know what might be going on?

Thank you

Felipe Parra

	[[alternative HTML version deleted]]

