On 24.11.2011 14:34, Arto wrote:
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)
What is "garchoxfit_R.txt"? WHat is garchOxFit()? What is F? What is gs?
You mean a character vector containg the path of your working directory
as you got from getwd()? I cannot believe that.
Uwe Ligges
Error in garchOxFit(formula.mean = ~arma(0, 0), formula.var = ~igarch(1, :
object 'gs' not found
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