fGarch errors

[rkevinburton at charter.net]

I am garchFiit as : 

r.fit[[.index]] <- garchFit(formula=~garch(1, 1), data = ts(c(0, diff(r[[.index]]$TimeSeries)), frequency=f), trace=FALSE, title=names(r[.index]))

For some series I get:

<simpleError in filter(edelta, filter = Filter, sides = 1): missing values in 'filter'>


How do I "fill-in" the missing values?

If I change the formula (and that is all I change) from garch(1,1) to garch(0,1) I get a ton of errors like:

<simpleError in .garchInitParameters(formula.mean = formula.mean, formula.var = formula.var,     delta = delta, skew = skew, shape = shape, cond.dist = cond.dist[1],     include.mean = include.mean, include.delta = include.delta,     include.skew = include.skew, include.shape = include.shape,     leverage = leverage, algorithm = algorithm[1], control = con,     trace = trace): object "alpha" not found>


It is not coming from my input. You will probably require more details about the data that I am using but because of the volume I am not sure how best to get it to you. It might be better for you to give me suggestions on diagnostics that I can try. If that gets too unweldy then I can send you the data.

Thank you.

Kevin