Hello,
What is wrong in the below code? What do Ihave to do to make it work? Gs
file is my working directory but for some reason it cannot be found..
da <- read.table(file.choose(),header=T,sep="\t")
head(da)
source("garchoxfit_R.txt")
m1=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=gs,include.var=F)
Error in garchOxFit(formula.mean = ~arma(0, 0), formula.var = ~igarch(1, :
object 'gs' not found
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