Hm, thank you David, that is a good point. I'm trying to model it as a white noise model, essentially. Now that I think of it there's probably an easier way to do this that I haven't thought of yet.
I was trying it this way based on something I'd remembered reading from Engle's original paper on ARCH models where an ARCH(0,0) model would correspond to a white noise process. It may be that the GARCH implementation in R has a different specification. In any case, thank you for pointing that out. A simple error I hadn't noticed at all. Yours etc, Aodhán -- View this message in context: http://r.789695.n4.nabble.com/I-want-to-create-an-object-to-use-for-the-plot-command-tp3390383p3390444.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.