[R] object 'gs' not found

Arto artovaar at paju.oulu.fi
Thu Nov 24 14:34:58 CET 2011


Hello,

What is wrong in the below code? What do Ihave to do to make it work? Gs
file is my working directory but for some reason it cannot be found..

da <- read.table(file.choose(),header=T,sep="\t")
head(da)
source("garchoxfit_R.txt")

m1=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=gs,include.var=F) 

Error in garchOxFit(formula.mean = ~arma(0, 0), formula.var = ~igarch(1,  :
object 'gs' not found




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