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: [email protected] [[email protected]] ; meghatalmazó: Charles Thuo [[email protected]] Küldve: 2014. február 25. 8:36 To: [email protected] 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. [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
