Hello, On 7/1/09, Ron Burns <rrbu...@cox.net> wrote: > In trying to fit garch models in above environment. I am getting > "reasonable" fitted coefficients, but the fitobj...@fitted are all the > same. This is true even for the help page example: > There is a better chance of getting good answers if asking finance related questions on r-sig-finance. Concerning your question, have you tried fitting the same examples with tseries::garch() or rgarch::ugarchfit() [1]? Liviu
[1] http://rgarch.r-forge.r-project.org/index.html ______________________________________________ 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.
