[R] Garch question

From: alison weir <alison.weir_at_utoronto.ca>
Date: Thu, 07 Jun 2007 12:53:30 -0400


I am trying to fit a GARCH model, but continue to get error messages.

Here is what I am trying and the error message I get

> garchmodel<-garchFit(~arma(0,1), ~garch(0,1),series=junk)
Error in as.data.frame.default(data) : cannot coerce class "formula" into a data.frame

junk is a time series.

Any suggestions?
Thanks in advance

Alison Weir, PhD
Statistics Faculty Advisor
University of Toronto Mississauga
(905) 828 -3946

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Received on Thu 07 Jun 2007 - 17:08:04 GMT

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