[R-SIG-Finance] How to customize rugarch.

[alexios ghalanos]

Just pass the standardized residuals to the Box.test function (in 
stats)...after having read the documentation and paying particular 
attention to the additional arguments it takes.

Regards,

Alexios


On 05/07/2013 05:31, jaimie villanueva wrote:
> Hi everyone,
>
> I'm a great fan of the rugarch package as I use It almost every day. Up to
> now, I was using an old version (rugarch_1.0-11) but when updated to
> rugarch_1.2-6 from google code I found that some things changed. I wonder
> how could I customize functions. I mean, with the former version, when I
> was using ugarchfit function, the function provided me the ljung-box
> autocorrelation test up to 15 lags, but this time, with this new version I
> can only get ljung-box for lags (p+q)+1 and (p+q)+5 of the specified model.
>
> Would It be possible to customize this issue and set the lags what I want?.
> If so, which file should I look for?
>
> Regards.
>
> Jaimie.
>