[R-SIG-Finance] Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working

[Woo-Young Kang]

Dear R-Sig-Finance Committee,


Hi, my name is Woo-Young Kang and I would like to ask a question regarding the "rugarch" package in R program if you don't mind.


The title is "Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 $B!b(B 1) on GARCH model in R not working"

which has been raised on the "Stack Exchange - Cross Validated" online questioning community which also deals with R programming issues.


However, even the well-known site administrators were not able to solve this issue.

In the end, they suggested me to ask you which I suppose to be my last resort.


The question is quite long that I am sending the link that leads you to my R programming question as below:

https://stats.stackexchange.com/questions/333256/restriction-test-h0-alpha1beta1-1-h1alpha1-beta1-%e2%89%a0-1-on-garch-model-in


I would greatly appreciate if I can have your precious help on resolving this issue.


Thank you so much in advance.


Sincerely

Woo-Young Kang



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