Hi, I am a new to R, but I used S+ before. Now I am trying to estimate t-copula based BEKK GARCH model.
I am using window version. I have downloaded R-2.4.0 and added some libraries. I visited the site http://www.vsthost.com/vstDocs/mgarchBEKK/release/ and downloaded mgarchBEKK_0.07-6.zip <http://www.vsthost.com/vstDocs/mgarchBEKK/release/mgarchBEKK_0.07-6.zip > 23-Oct-2006 12:53 67K to the library. Now I couldn't run "mvBEKK.est(mat)" for BEKK(1,1) estimates. Also I checked the files in the folder "R-ex" of the mgarchBEKK library, but I couldn't see any R-code in it. Did I add the correct library which I downloaded in a correct place ?? Thanks Ainkaran _________________________________________________________ Ponnuthurai Ainkaran | Research Assistant Econometrics & Business Statistics School of Economics & Political Science FACULTY OF ECONOMICS AND BUSINESS Room 489 | Merewether Building (H04) The University of Sydney | NSW | 2006 p 61 2 903 69119 | f 61 2 903 69121 e [EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]> [[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.
