[R] problems with predict in fGarch

2011-07-27 Thread Luis Felipe Parra
Hello I am trying to use predict from an arma-Garch model (arma(2, 2) + garch(1, 1)) and I am getting the following error: Error en arima(x = object@data, order = c(max(u, 1), 0, max(v, 1)), init = c(ar, : non-stationary AR part from CSS Does anybody know what can be the reason of this error?

Re: [R] Problems with predict in fGarch

2011-03-24 Thread Prof. John C Nash
AM, r-help-requ...@r-project.org wrote: > Message: 85 > Date: Thu, 24 Mar 2011 17:03:41 +0800 > From: Luis Felipe Parra > To: r-help > Subject: [R] Problems with predict in fGarch > Message-ID: > > Content-Type: text/plain > > Hello. I am using fGarch to estim

[R] Problems with predict in fGarch

2011-03-24 Thread Luis Felipe Parra
Hello. I am using fGarch to estimate the following model: Call: garchFit(formula = fmla, data = X[, i], trace = F) Mean and Variance Equation: data ~ arma(1, 1) + garch(1, 1) Conditional Distribution: norm Coefficient(s): mu ar1 ma1 omegaalpha1 beta1 -0.94934