Hi,

I invoked the predict function in the fGarch package and got the following error:

Forecast APARCH Variance:
Error in f(x, ...) : object "fun" not found

I am using the latest version of the fGarch package from the dev branch of Rmetrics. I got the same error when I estimated the DGE model for log returns of the S&P500 index. Here is the code:

library(fGarch)
data(sp500dge)
SP500ret <- 100*sp500dge[,1]
arma01aparch11n <- garchFit(~arma(0,1) + aparch(1,1), SP500ret, cond.dist="norm", algorithm="mnfb", hessian="cda")
summary(arma01aparch11n)

Then I used:

predict(arma01aparch11n, trace=TRUE)

and got the above error.

Could you please help me out? Thanks.

Best regards

Michal Miklovic




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