Dear R experts,
I am trying to estimate an ARMA 2,2 model with garch errors.
I used the following code on R 2.9.
#library
library(fGarch)
#data
data1<-ts(read.table("C:/Users/falcon/Desktop/Time
Series/exports/goods1.csv"), start=c(1992,1), frequency=12)
head(data1)
#garch
garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), data=data1)
but get this error:
> garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), data=data1)
Error in garchFit(formula.mean = ~arma(2, 2), formula.var = ~garch(1, :
element 1 is empty;
the part of the args list of 'length' being evaluated was:
(formula)
what am I doing wrong? any help would be greatly appreciated
joe
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