Ank,
Welcome to R.
I suspect that what you are missing is:
require(betategarch)
If you don't know it, you may be interested in
the blog post:
http://www.portfolioprobe.com/2012/07/06/a-practical-introduction-to-garch-modeling/
Also questions about garch are generally best
sent to R-sig-finance (you have to subscribe
before you can post). Though if I'm correct
in my diagnosis, this was the right list for
this question.
Pat
On 05/09/2012 07:34, Ankit Mital wrote:
Hi,
I have limited experience on R and recently started using REXcel. Although I have been able to
run both simple functions (like mean etc) and some complex ones (like Principal Component
analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I
have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although
the package has been installed properly, whenever I run function, I get an error saying -
"could not find function "tegarch.est".
I'd appreciate any help on the above.
Regards
Ank
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--
Patrick Burns
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twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')
______________________________________________
[email protected] 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.