[R] Problems with garch() function tseries package R 2.6.0

José Augusto Morais de Andrade J José Augusto Morais de Andrade J
Sun Nov 4 14:45:20 CET 2007


Hi all,
 
I recently updated my to R 2.6.0 and tseries package ‘tseries’ version: 0.10-11.
 
When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries' version: 0.10-7, the code 
> garch(dflnRCLC1)
 ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** 
 
Call:
garch(x = dflnRCLC1)
Coefficient(s):
       a0         a1         b1  
4.985e+00  1.880e-01  6.210e-14  
> 
worked very quick and well.
 
Now, with the newer version of R and tseries, this code hangs and doesnt give any result
 
> garch(dflnRCLC1)
 ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** 
its hangs forever...
 
 
What happens?
 
Regards,
 
José Augusto Jr.
University of São Paulo



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