Hi,
I am using the stdFit function (fGarch package) to get estimates for a
fitted location, scale, and degrees of freedom of a dataset. I have no
errors with the code however the estimates are not identical to the
estimates I am getting when using SAS and MatLab (both give me the same
estimates). Can someone comment on it?
Here is the simple two lines I am using
t_fit <- stdFit(independent)
est <- t_fit$est
where independent is my data to be fitted.
Thanks!
Alex
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