[R-SIG-Finance] garchFit() with dummies

[Rich Ghazarian]

I am trying to add monthly dummies and a threshold parameter to the garchFit() function, and I have seen the following post by Diethelm Wuertz
   
   myGarch = function(data, p, q)
    {
        form = as.formula(paste("~garch(", p, ",", q, ")"))
        garchFit(formula.var = form, series = data)
    }
   
    myGarch(data = garchSim(n = 1000, rseed = 4711), p = 1, q = 1)


how can O introduce the following binary dummies to be estimated 
Dummies=wi,sp,su,fa,th




Thank you




       
____________________________________________________________________________________

Comedy with an Edge to see what's on, when.