Good day everyone,
I fitted a GARCH model to a time series and R estimated the model and provide
me with the estimates. However, when I tried to extract the fitted values from
the estimated model I got the following error message:
"Error in .local(object, ...) : object "fit" not found"
I used the following to extract the fitted values
fitted_TASI <- fitted(garchFit(~ garch(1,1), residuals_TASI, trace = TRUE,
include.mean = FALSE))
Can someone please advice me with the reason that I am getting this error
message.
Best regards,
Mohammad
[[alternative HTML version deleted]]
______________________________________________
[email protected] 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.