[R] Problem with garchFit [C1]

From: <sylvain.archenault_at_sgcib.com>
Date: Mon, 07 Apr 2008 14:43:48 +0200


Hello,

I have problems with garchFit. When trying to fit a time series, I got the following error :

> garchFit(~garch(1,1),data=x,trace=F)

Error in solve.default(fit$hessian) :
  Lapack routine dgesv: system is exactly singular

The method works fine on series generating by garchSim. What could be the problem with the time series I use ?

Thanks,
Sylvain



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