Re: [R] garch function in tseries package

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat, 15 Dec 2007 14:24:02 +0000 (GMT)

This has been reported several times. I posted a workaround earlier this week:

https://stat.ethz.ch/pipermail/r-help/2007-December/148290.html

so your searching of the archives was not very thorough!

Another workaround is to use rterm instead of Rgui.

On Sat, 15 Dec 2007, Kazuhiko SHINKI wrote:

>
> I am wondering how to run 'garch' function of 'tseries' package in R2.6.1.
> I installed R2.3.1 and R2.6.1 in my PC (Windows XP Home) and run a
> following simple GARCH function in both versions:
>
> >garch(dSP[1:300], order = c(1,1))
>
> where 'dSP' is daily return series of a stock index.
> R2.6.1 can not finish calculation and also I can not stop the calculation
> with the 'stop' button, while R2.3.1 can finish it within a few seconds.
>
> Thank you,
>
> Kazuhiko Shinki
>
>
> [[alternative HTML version deleted]]
>
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>

-- 
Brian D. Ripley,                  ripley_at_stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Sat 15 Dec 2007 - 14:33:34 GMT

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