Re: [R] arma model with garch errors

JM == Joseph Magagnoli jcm...@gmail.com on Wed, 29 Apr 2009 14:54:26 -0500 JM garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), JM data=data1) JM Error in garchFit(formula.mean = ~arma(2, 2), formula.var = JM ~garch(1, : JM element 1 is empty; JM the part of the args

[R] arma model with garch errors

Dear R experts, I am trying to estimate an ARMA 2,2 model with garch errors. I used the following code on R 2.9. #library library(fGarch) #data data1-ts(read.table(C:/Users/falcon/Desktop/Time Series/exports/goods1.csv), start=c(1992,1), frequency=12) head(data1) #garch garchFit(formula.mean=