Hey everybody,
i am using the rugarch-package and its great!
I have a pretty easy problem, but i just dont get it, so thanks if you can
help me.
Normally i use:
/
data(DATANAME)
spec = ugarchspec()
fit = ugarchfit(data = x[,1], spec = spec)
fit
slotNames(fit)
names(fit@fit)
coef(fit)
infocriteria(fit)
likelihood(fit)
nyblom(fit)
signbias(fit)
head(as.data.frame(fit))
head(sigma(fit))
head(residuals(fit))
head(fitted(fit))
gof(fit,c(20,30,40,50))
uncmean(fit)
uncvariance(fit)
plot(fit,which="all")/
I want to use my data now.
I figured out how to load excel sheets.
setwd("C:/Users/UserofComputer/Desktop")
data <- read.csv2("Dataname.csv",header=T)
attach(data)
x <- CGE[200:1]
dx <- diff(log(x))
How is my "Dataname" now safed?
I cant use it as data(dataname) unfortunately.
Where is my mistake?
Thank you
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