Hello
I hope somebody have time to answer me on a question related to the ruGarch
package. I have fitted a model , but one of the estimates is insignificant and
I want to estimate the same model once more without including this estimate.
What should I type to make this happened? I have consulted the package pdf and
googled it but without luck.
The code I used:
modelspec <- ugarchspec (variance.model = list(model = "gjrGARCH", garchOrder =
c(1,1), submodel=0 ), mean.model = list(armaOrder = c(0, 1), include.mean = T),
distribution.model = "norm" , fixed.pars=list()) modelspec@model$parsmodelfit
<- ugarchfit(spec=modelspec, data=rn)show(model fit)
Greetings
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