Re: [R] Garch Warning

From: Arun Kumar Saha <arun.kumar.saha_at_gmail.com>
Date: Thu 15 Jun 2006 - 13:28:22 EST

Dear Spencer,

Can you be more clear on your suggestion?

On 6/15/06, Spencer Graves <spencer.graves@pdf.com> wrote:
>
> 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]]
> >
> > ______________________________________________
> > 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
>
>

        [[alternative HTML version deleted]]



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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 14:46:06 2006

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