[R-SIG-Finance] (no subject)

Jule M collonil at gmx.de
Tue Aug 19 10:25:26 CEST 2008


somebody from nabble send me here. May be you can help me:

i want to fit a GARCH model with a extern regressor (without arma
components), so i found the following function in package fGarch. I tryed
out a lot of things but usually I get this Error.

> garchFit(formula=y~x, formula.var=~garch(1,1),data=w)
Error in .garchFit(formula.mean, formula.var, series = x, init.rec, delta,
  Algorithm only supported for mci Recursion

I think i use the function the wrong way, but cannot find my mistake. Can
somebody help me?

Thanks a lot, Collonil
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