On Mar 19, 2011, at 7:02 PM, AOLeary wrote:
I'm using the TSA package (along with all prerequisites) to do some
GARCH
work and for some reason, something which used to work for me has
decided to
up and stop. The code is as follows, after loading the package:
"
gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003,
-0.016),rnd =
rnorm, n = 400, ntrans=500)
gs1 <- garch.sim(alpha=c(1.9,0.1), beta=c(0.7, -0.08, -0.016),rnd =
rnorm, n
= 400, ntrans=500)
gts=ts(gs)
gts1=ts(gs1)
dgts=gts1-gts
test <- garch(dgts, order=c(0,0))
plot(test)
"
However, I get the following error:
Actually you failed to note that you got an earlier error from the
garch() function:
Error in sigt[1:max(order[1], order[2])] <- rep.int(NA, max(order[1], :
replacement has length zero
Which raises the question... what does it mean to specify a GARCH
model of order c(0,0)?
--
David.
"
Error in plot(test) : object 'test' not found
"
What's extra annoying is that I had been using this type of code
before and
it was working fine, I honestly don't know what the problem is, I've
used R
reasonable extensively before but never with these packages so I'm
not sure
what I might have done wrong.
If anyone could take the time to help me out, I'd really appreciate
it.
Yours etc,
Aodhán
--
View this message in context:
http://r.789695.n4.nabble.com/I-want-to-create-an-object-to-use-for-the-plot-command-tp3390383p3390383.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
R-help@r-project.org 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.
David Winsemius, MD
West Hartford, CT
______________________________________________
R-help@r-project.org 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.
