[R-SIG-Finance] simple GARCH model

[Mark Knecht]

On Mon, Apr 21, 2014 at 7:15 AM, Mark Knecht <markknecht at gmail.com> wrote:
> <SNIP>
>>   n <- length(y)
> <SNIP>
>
>
> Tried running your code here. y is undefined. Fix that for a start.
>
> HTH,
> Mark

Additionally, it looks like when you call nl, at the bottom:

fit2 <- nlm(GarchLogL, # function call
            p = c(0.1,0.1,0.1,0.8),
            hessian = TRUE,
            data <- data ,
            iterlim = 500)

that the call to GarchLogL function isn't given any inputs.  For
clarity about my comment (not your code) I'd expect to see something
more like the following with X1 & Y1 supplied?

temp1 = GarchLogL(X1,Y1)

fit2 <- nlm(temp1, # function call
            p = c(0.1,0.1,0.1,0.8),
            hessian = TRUE,
            data <- data ,
            iterlim = 500)