fGarch: how to use garchFit() in loop?

[Yohan Chalabi]

On Aug 16, 2010, at 11:21 AM, Marius Hofert wrote:

> Hallo fGarch expeRts,
> 
> Ich wuerde gerne Garch Modelle verschiedener Ordnung in einer Schleife fitten. Was ist bei folgendem Code falsch?
> 
> library(fGarch)
> spec <- garchSpec(model = list(alpha = 0.1, beta = c(0.4, 0.4)))
> Xt <- garchSim(spec, n = 100)
> x <- list()
> for(q in 1:3){
> 	print(q)
> 	x[q] <- list(garchFit(~garch(1,q), data = Xt, trace = FALSE))
> }


library(fGarch)
spec <- garchSpec(model = list(alpha = 0.1, beta = c(0.4, 0.4)))
Xt <- garchSim(spec, n = 100)
x <- list()
for(q in 1:3){
	print(q)
	x[q] <- list(garchFit(substitute(~garch(1,beta), list(beta =q)) , data = Xt, trace = FALSE))
}

should do the trick

HTH,
Yohan

> 
> Herzliche Gruesse
> 
> Marius Hofert
> 
> Ps: s. auch http://r.789695.n4.nabble.com/fGarch-how-to-use-garchFit-in-loop-td2326209.html
> 
> 
> 
> ETH Zurich
> Dr. Marius Hofert
> Department of Mathematics
> HG G 37.2
> Rämistrasse 101
> 8092 Zurich
> Switzerland
> 
> marius.hofert at math.ethz.ch
> +41 44 632 24 23 phone
> http://www.math.ethz.ch/~hofertj/
> 
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> 

--
PhD candidate
Swiss Federal Institute of Technology
Zurich

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