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.
You are probably using Windows: you didn't say. If so, this is a known
bug in the tseries package: it uses Fortran I/O and that fails in Rgui.
The fix (until the package is updated) is to use Rterm instead.
On Sun, 9 Dec 2007, caffeine wrote:
I'm having no luck getting GARCH parameter
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