Java Mailing List Archive

http://www.r-help.com/

Home » Home (12/2007) » R Help for Statistical Computing »

[R] GARCH model using fSeries

Viljoen L

2005-07-13


I am trying to fit a GARCH model in fSeries but up to now without
success. I downloaded the the OxConsole Software together with the
G@(protected)
correctly in the files C:\\Ox\\bin\\oxl.exe and
C:\\Ox\\lib\\GarchOxModelling.ox.



My argument for R is the following with mintel the time series data


garchOxFit(formula.mean=~arma(0,0),formula.var=~garch(1,1),series=mintel
,cond.dist=c("gaussian"),include.mean=TRUE)



I receive the following error message and need help please.

Error in cat(list(...), file, sep, fill, labels, append) :

    argument 1 not yet handled by cat



Thanks

Helena






 [[alternative HTML version deleted]]

______________________________________________
R-help@(protected)
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
©2008 r-help.com - Jax Systems, LLC, U.S.A.