[R] run EGARCH package on REXCEl

[Patrick Burns]

Ank,

Welcome to R.

I suspect that what you are missing is:

require(betategarch)

If you don't know it, you may be interested in
the blog post:

http://www.portfolioprobe.com/2012/07/06/a-practical-introduction-to-garch-modeling/

Also questions about garch are generally best
sent to R-sig-finance (you have to subscribe
before you can post).  Though if I'm correct
in my diagnosis, this was the right list for
this question.

Pat


On 05/09/2012 07:34, Ankit Mital wrote:
> Hi,
>
> I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has been installed properly, whenever I run function, I get an error saying - "could not find function "tegarch.est".
>
> I'd appreciate any help on the above.
> Regards
> Ank
>
>
>
>
> 	[[alternative HTML version deleted]]
>
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-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')