Dear expeRts,
How can I specify the order p,q of a GARCH(p,q) model within a loop? Here's a
minimal example showing that an "Formula and data units do not match"-error
appears:
library(fGarch)
spec <- garchSpec(model = list(alpha = 0.1, beta = c(0.4, 0.4)))
data <- garchSim(spec, n = 100)
x <- list()
for(q in 1:3){
print(q)
x[q] <- list(garchFit(~garch(1,q),data=data,trace=FALSE))
}
Cheers,
Marius
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