[R] Having trouble getting GARCH parameters (basic/newbie)

I'm having no luck getting GARCH parameter estimations. It seems simple enough, but I don't know what I'm doing. I'm a newbie both at R and GARCH models, so whatever is going wrong, it's probably very basic. Here's what I do: 1. I first load the tseries package with: library("tseries") 2.

[R] Newbie help: Data in an arma fit

I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank interest rates) that looks like: ... 30JUN2006, 5.05 03JUL2006, 5.25 04JUL2006, N < here! 05JUL2006, 5.25 ... One problem is that holidays have that "N" for their data. As a test, I tried fitting ARMA(1