I am wondering how to run 'garch' function of 'tseries' package in R2.6.1.
I installed R2.3.1 and R2.6.1 in my PC (Windows XP Home) and run a
following simple GARCH function in both versions:
>garch(dSP[1:300], order = c(1,1))
where 'dSP' is daily return series of a stock index.
R2.6.1 can not finish calculation and also I can not stop the calculation
with the 'stop' button, while R2.3.1 can finish it within a few seconds.
Thank you,
Kazuhiko Shinki
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