[R] Egarch (1,1) with Student t distribution in RExcel

[David Winsemius]

On Oct 25, 2012, at 8:00 AM, Dheeraj Pandey wrote:

> How Can I  run all these codes in VBA using RExcel
> library(rugarch)

I predict there are a very small number (possibly zero) of persons reading this list that are both Excel coders and users of that package. You might consider posting it on the mailing list where RExcel is supported and so more cross-functional eyes and brains would be seeing it.


(And when you do post again, please avoid double posting.)
-- 
David.
> spec=ugarchspec(variance.model=list(model="sGARCH",garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model="std")
> 
> fit=ugarchfit(data=d, spec=spec)
> 
> z=sigma(fit)
> 
> 
> Dheeraj
> 
> 	[[alternative HTML version deleted]]
> 
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David Winsemius, MD
Alameda, CA, USA