[R-SIG-Finance] Problems in fSeries 240.10068

[Mukhopadyay.C]

Thanks for the input. Yes, the previous version fSeries 201.10060
works fine. However in this version one cannot simultaneously fit
an ARMA-GARCH model. One has to first fit ARMA and then fit GARCH
to its residuals separately which is not same as ARMA-GARCH. Thus
any help in this regard (with say fSeries 201.10060 or the tseries
package) will be highly appreciated.


On Tue, 10 Apr 2007, manos par wrote:

> Well, I have the same problem on my 2.4.1 R installation and I can't figure
> out what I'm doing wrong (To be honest I hope Wurtz did something wrong when
> programming...)
>
> I rolled back to my previous fSeries package and everything is OK
>
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