[R] Garch question

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


Hello

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

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

	[[alternative HTML version deleted]]

______________________________________________
R-help_at_stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Thu 07 Jun 2007 - 17:08:04 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 07 Jun 2007 - 17:31:47 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.