Full_Name: Ian Gregory Version: 2.1 OS: Windows x64 Submission from: (NULL) (220.236.8.114)
fSeries version: 221.10065, Feb 21, 2006. Trying to fit a GARCH(0,1) model with garchFit. Use syntax: formula.mean <- ~arma(0,0); formula.var <- ~garch(0,1) fitaltmodelresults = garchFit( formula.mean, formula.var, series = yseries) yseries can be any length array of data. ie. Equation is: y=z_t*sqrt(omega) The error received is: Error in sum(alpha) : object "alpha" not found ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
