>>>> "SYC" == [EMAIL PROTECTED] >>>> on Mon, 4 Feb 2008 23:35:07 +0100 (CET)
SYC> The garchFit function in the Rmetrics libray cannot estimate SYC> ARCH models, SYC> meaning that the number of beta terms in the model must be SYC> greater than zero. SYC> For this function neither p nor q can be set to zero without SYC> an error. The SYC> problem lies in both the specification of the objective function SYC> and in the SYC> function that determines the initial parameter estimates. SYC> A simple if statement SYC> setting alpha=0 if p=0 and beta=0 if q=0 (I don't remember SYC> which is p or q I SYC> might have these reversed) in both of these functions solves SYC> the problem. Hi Scott, Thank you for this information. I will care about it. But please use the Rmetrics core team list ([EMAIL PROTECTED]) to send bugs related to Rmetrics. Regards, Yohan ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
