Question

[Yohan]

Hi,

I cannot reproduce it.

Please provide code to show your problem.

Regards,
Yohan

Le 28 mars 11 à 07:56, 宋杰 a écrit :

> Dear Rmetrics Core Team:
>
> I have encountered a problem when using the garchFit model in the  
> fGarch
> Package, and I hope you can help me .
>
> The problem is  describled as the following
>
> The length of the financial return series to be fitted by garchFit is
> 2599,but the length of the vector of the fitted values(@fitted)  
> returned
> by the garchFit model is 1974.
>
> And what's more when I change  the return series to a length of  
> 1000, the
> length of the fitted vector returned by the garchFit model is also  
> 1974.
> I'm totally at
>
> a loss,because I think the length of the return series and of the  
> fitted
> values should be the same ,why the garchFit model returns a fitted  
> values
> vector with a different
> length with that of the financial return serires being fitted.
>
>
> Please give me a help .I'm looking forward for your reply.
>
> Thank you very much.
>
> Yours sincerely,
> Sophia Song
> Tel：:(8610)-63635803
> Email：songjie at clpc.e-chinalife.com
>
>
>
> 	[[alternative HTML version deleted]]
>
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PhD candidate
Swiss Federal Institute of Technology
Zurich

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