Re: [R] Garch Warning

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 15 Jun 2006 - 12:38:01 EST

          Your example is not reproducible. Have you tried walking through the code line by line after "debug(garch)"? After you've tried that, if you'd still like help from this listserve, please submit a simple, self-contained / reproducible example, as suggested the posting guide! "www.R-project.org/posting-guide.html".

	  hope this helps.
	  spencer graves

Arun Kumar Saha wrote:
> Dear all R-users,
>
> I wanted to fit a Garch(1,1) model to a dataset by:
>

>> garch1 = garch(na.omit(dat))

>
> But I got a warning message while executing, which is:
>
>> Warning message:
>> NaNs produced in: sqrt(pred$e)

>
> The garch parameters that I got are:
>
>
>> garch1

>
> Call:
> garch(x = na.omit(dat))
>
> Coefficient(s):
> a0 a1 b1
> 1.212e-04 1.001e+00 1.111e-14
>
> Can any one please tell me that why got this message? What is the remedy?
>
> Thanks and Regards
>
> [[alternative HTML version deleted]]
>
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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 Thu Jun 15 12:44:56 2006

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