[Rd] fSeries - garchFit (PR#9153)

[r at iangregory.com]

Full_Name: Ian Gregory
Version: 2.1
OS: Windows x64
Submission from: (NULL) (220.236.8.114)


fSeries version:  221.10065, Feb 21, 2006.

Trying to fit a GARCH(0,1) model with garchFit.

Use syntax:  formula.mean <- ~arma(0,0); formula.var <- ~garch(0,1)
fitaltmodelresults = garchFit( formula.mean, formula.var, series = yseries)

yseries can be any length array of data.

ie.  Equation is:  y=z_t*sqrt(omega)

The error received is: Error in sum(alpha) : object "alpha" not found