On Aug 15, 2010, at 4:26 PM, Marius Hofert wrote:
Dear expeRts,
How can I specify the order p,q of a GARCH(p,q) model within a loop?
Here's a minimal example showing that an "Formula and data units do
not match"-error appears:
library(fGarch)
spec <- garchSpec(model = list(alpha = 0.1, beta = c(0.4, 0.4)))
data <- garchSim(spec, n = 100)
x <- list()
for(q in 1:3){
print(q)
x[q] <- list(garchFit(~garch(1,q),data=data,trace=FALSE))
}
Have you tried building a:
form<-formula( paste( , q, sep="" ) ) # solution?
See:
?formula
--
David Winsemius, MD
West Hartford, CT
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