[R] garchFit in R
weird_fritz at yahoo.com
Sat Jan 6 18:16:50 CET 2007
I have problem here :
I'm using garchFit from fSeries package, here is part of the script :
> data <- read.table("d:/data.txt")
> a <- garchFit(~garch(1,1),ts(data))
I also attached the file here. In my experience, I got my R not responding.
I also tried with
> a <- garchFit(~garch(1,1),ts(data*10))
and it's worked.
I wonder if something wrong with the first
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