Your example is not reproducible. Have you tried walking
through the code line by line after "debug(garch)"? After you've tried
that, if you'd still like help from this listserve, please submit a
simple, self-contained / reproducible example, as suggested the posting
guide! "www.R-project.org/posting-guide.html".
hope this helps.
spencer graves
Arun Kumar Saha wrote:
> Dear all R-users,
>
> I wanted to fit a Garch(1,1) model to a dataset by:
>
>> garch1 = garch(na.omit(dat))
>
> But I got a warning message while executing, which is:
>
>> Warning message:
>> NaNs produced in: sqrt(pred$e)
>
> The garch parameters that I got are:
>
>
>> garch1
>
> Call:
> garch(x = na.omit(dat))
>
> Coefficient(s):
> a0 a1 b1
> 1.212e-04 1.001e+00 1.111e-14
>
> Can any one please tell me that why got this message? What is the remedy?
>
> Thanks and Regards
>
> [[alternative HTML version deleted]]
>
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