[R-SIG-Finance] ugarchforecast

[alexios ghalanos]

Since you've not said what the class of share1 is ('class(share1)'), 
your best bet is to pass the "share1" as an unnamed numeric vector to 
the fit routine.
-Alexios

On 27/05/2012 15:21, Johanna Slomp wrote:
> Hi R users
> I have some problems getting the t+1 variance using rugarch package
> the simplest model is:
>
> spec1<-
> ugarchspec(variance.model=list(model="sGARCH",garchOrder=c(1,1),submodel=NULL),
> mean.model=list(armaOrder=c(0,0)), distribution.model="norm")
> fit1<- ugarchfit(data=share1,spec=spec1)
> sgarch.pred2 = ugarchforecast(fit1, n.ahead = 1)
>
>   the forecast gives me the error:
>
> *Errore in format.default(*
>
> *Dates[n], "%m/%d/%y") :
>    argomento 'trim' non valido*
>
>
>
> The file share1 have just the daily log return of a share.
>
> How can i fix it?
>
> Regards
>
> Jo
>
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>
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