Dear Alexios,
I have tested "rmgarch.test4.R" in the rmgarch package, and when I run the
rmgarch.test4b commands:
> data(dji30retw)
> Dat = dji30retw[, 1:15, drop = FALSE]
> spec2 = gogarchspec(mean.model = list(model = "AR", lag = 2),
+ variance.model = list(model = "gjrGARCH", garchOrder =
Vis,
1. You've switched from a topic related to racd to one relating to rmgarch.
Please start a new thread with an appropriate title (i.e. rmgarch in title).
2. I know that this list may have shrunk over time, but I am not the
only person on it.
Please address the question to the group, not me
