[R] GARCH model using fSeries

From: Viljoen L <lienki_at_sun.ac.za>
Date: Wed 13 Jul 2005 - 19:44:19 EST


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@rch 4.0 package and saved the oxl.exe and GarchOxModelling.ox files 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@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 Received on Wed Jul 13 19:55:44 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:33:37 EST