I am sorry to ask this group but the maintainer of this package did not
leave an email address.
Has anyone used or is using the 'rugarch' package with time-series data
(ts)? I try to fit a GARCH model to my data using the following:
> gf <- ugarchfit(data=l[["MEN"]]$series, spec=spec)
and I get:
Error in .extractdata(data) :
rgarch-->error: class of data object not recognized
> class(l[["MEN"]]$series)
[1] "ts"
The documentation states that :
data
A univariate data object. Can be a numeric vector, matrix, data.frame, zoo,
xts, timeSeries, ts or irts object.
I am not sure what I am doing wrong.
Thank you.
Kevin
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