Hello,
I have problems with garchFit. When trying to fit a time series, I got the
following error :
> garchFit(~garch(1,1),data=x,trace=F)
Error in solve.default(fit$hessian) :
Lapack routine dgesv: system is exactly singular
The method works fine on series generating by garchSim. What could be the
problem with the time series I use ?
Thanks,
Sylvain
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