subject:"\[R\] run EGARCH package on REXCEl"

Re: [R] run EGARCH package on REXCEl

2012-09-05 Thread Patrick Burns

Ank, Welcome to R. I suspect that what you are missing is: require(betategarch) If you don't know it, you may be interested in the blog post: http://www.portfolioprobe.com/2012/07/06/a-practical-introduction-to-garch-modeling/ Also questions about garch are generally best sent to R-sig-finan

[R] run EGARCH package on REXCEl

2012-09-04 Thread Ankit Mital

Hi, I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloa