Hi all,
I recently updated my to R 2.6.0 and tseries package tseries version: 0.10-11.
When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries' version:
0.10-7, the code
> garch(dflnRCLC1)
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
Call:
garch(x = dflnRCLC1)
Coefficient(s):
a0 a1 b1
4.985e+00 1.880e-01 6.210e-14
>
worked very quick and well.
Now, with the newer version of R and tseries, this code hangs and doesnt give
any result
> garch(dflnRCLC1)
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
its hangs forever...
What happens?
Regards,
José Augusto Jr.
University of São Paulo
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