Hi
I am using the ugarchspec function from the rgarch package to fit a mean
variance model jointly. Following is the code I'm using:
> spec = ugarchspec(variance.model = list(model="eGARCH",
garchOrder=c(1,1)), mean.model = list(armaOrder=c(1,1)))
On doing this, I get the following error:
Error in ugarchspec(variance.model = list(model = "eGARCH", garchOrder =
c(1, :
could not find function ".DistributionBounds"
Any help on why this is happening? any way to solve this?
Thanks
Priyesh
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