How Can I run all these codes in VBA using RExcel library(rugarch) spec=ugarchspec(variance.model=list(model="sGARCH",garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model="std")
fit=ugarchfit(data=d, spec=spec) z=sigma(fit) Dheeraj [[alternative HTML version deleted]] ______________________________________________ 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.