Re: [R] garch function in tseries package

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat, 15 Dec 2007 15:37:16 +0000 (GMT)

On Sat, 15 Dec 2007, Prof Brian Ripley wrote:

> This has been reported several times. I posted a workaround earlier this
> week:
>
> https://stat.ethz.ch/pipermail/r-help/2007-December/148290.html

The promised update, tseries_0.10-13.tar.gz, is on the CRAN master in source form. Expect a binary Windows build to propagate through CRAN in the next few days (it seems to have missed today's updates). AFAIK this fixes the problems under Rgui.

> 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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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>

-- 
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 - 15:40:31 GMT

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