fGarch: possible bug in .plot.garch.13

[Yohan Chalabi]

>>>> "MM" == michal miklovic <mmiklovic at yahoo.com>
>>>> on Thu, 1 May 2008 05:01:31 -0700 (PDT)


   MM> I was wondering why qq plots for my models with cond.dist =
   MM> std suggest that standardised residuals have thinner tails
   MM> than the student distribution with the estimated shape
   MM> parameter. Then, I found a possible bug in .plot.garch.13,
   MM> where I would suggest to delete the current definitions of
   MM> 'skew' and 'shape' and include them into the if statements
   MM> in the following way:

Hi Michal,


Thanks to point this out!

the change I commited is different from your suggestion in order to be
consistent if "skew" and "shape" have been fitted.

regards,
Yohan 

-- 
PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch
www.rmetrics.org

NOTE:
Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
June 29th - July 3rd Meielisalp, Lake Thune, Switzerland