[R] fitting a time series into a GARCH model using fGarch

[Kehl Dániel]

Dear Charles,

see the help file and the examples at
http://cran.r-project.org/web/packages/fGarch/fGarch.pdf
or use ?garchFit

in the examples you will see for example:

garchFit(~ garch(1,1), data = x.vec, trace = FALSE)

Try something like that. Make sure you provide the package of the function next time!

HTH
daniel
________________________________________
Feladó: r-help-bounces at r-project.org [r-help-bounces at r-project.org] ; meghatalmazó: Charles Thuo [tcmuigai at gmail.com]
Küldve: 2014. február 25. 8:36
To: r-help at r-project.org
Tárgy: [R] fitting a time series into a GARCH model using fGarch

I have been trying to fit a time series object using the garchFit()
function. However am getting the results below

> class(v.ts)
[1] "ts"

fit=garchFit(v.ts)
Error in if (allVarsTest != 1) { : missing value where TRUE/FALSE needed

I do not understand the error. Which missing value  is required. Kindly
assist.


Charles.

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