>>>> "JM" == Joseph Magagnoli <jcm...@gmail.com> >>>> on Wed, 29 Apr 2009 14:54:26 -0500
JM> > garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), JM> data=data1) JM> Error in garchFit(formula.mean = ~arma(2, 2), formula.var = JM> ~garch(1, : JM> element 1 is empty; JM> the part of the args list of 'length' being evaluated was: JM> (formula) JM> JM> what am I doing wrong? any help would be greatly appreciated JM> joe Hi joe, If you are using a recent version of 'fGarch', you should use garchFit(~arma(2,2)+garch(1,1), data = data1) More info in manual pages. regards, Yohan -- PhD student Swiss Federal Institute of Technology Zurich www.ethz.ch ______________________________________________ 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.
