What package are you using? If you're using tseries, NA's are not allowed in the time series, so you have to trim out your first missing with a command like: x1 <- na.remove(x) made available by tseries itself. But I'm note sure is the first NA your problem... You should provide reproducible example, if you can.
Antonio, Fabio Di Narzo. 2006/4/24, stat stat <[EMAIL PROTECTED]>: > > Dear r users, > > Few days ago I posted the same topic but unable to receive any > suggestion. So I am asking this same question. > > I was trying to fit a garch(1,1) model to my dataset. But while > executing I got a warning message "NaNs produced in: sqrt(pred$e)". And got > the estimated sd's along with five "NA", but as per my best knowledge I > should get only one "NA" i.e. corresponding to the first observation only. > If anyone tell me why I got this message it will be a great advantage for > me. > > With regards, > > > > thanks in advance > > --------------------------------- > > > [[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 > [[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
