On Mar 2, 2009, at 9:57 AM, Brajkovic J. wrote:
spec=garchSpec(model=list(ar= 0.440270860,
omega=0.000374365,alpha=0.475446583 , mu=0, beta=0))
sim<-garchSim(spec, length(dp)-1,extended=T)
I get:
> spec=garchSpec(model=list(ar= 0.440270860,
omega=0.000374365,alpha=0.475446583 , mu=0, beta=0))
> sim<-garchSim(spec, length(dp)-1,extended=T)
Error in garchSim(spec, length(dp) - 1, extended = T) :
object "dp" not found
You also posted a message with a "no subject" which I suspect gets
ignored by quite a few persons on this list. I sometimes take a stab
at solving such problems even if I am not conversant in statistical
finance, but here I don't have a clue what dp should be.
--
David Winsemius
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