Please, it seems the rugarch package is under construction now. Do anyone  have the zip file to share .
kind regards



________________________________
Da: 4dscape.com <alexios@4dscape.com>

Cc: "r-sig-finance@r-project.org" <r-sig-finance@r-project.org>
Inviato: Venerdė 9 Settembre 2011 13:10
Oggetto: Re: [R-SIG-Finance] EGARCH

Please use the 'new' rugarch package which is now on CRAN (for univariate GARCH models). Also note some changes to the new ugarchspec method documented in the help files.

Regards,

Alexios



> Dear all,
> Please, I have a problem with the function ugarchspec (R says function not found) and cannot execute the command
> below. Any assistance.
> ar9<-arima(next.rtdm, order=c(5,0,0))
> b=acf(ar9$residuals)
> specm1 <- ugarchspec(variance.model=list(model="eGARCH", garchOrder=c(2,4), submodel = NULL),
> mean.model=list(armaOrder=c(5,0), include.mean=TRUE, garchInMean = TRUE))
> 
> Kind regards
> Papa
> 
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