[R] Egarch (1,1) with Student t distribution in RExcel

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 HT

[R] Egarch (1,1) with Student t distribution in RExcel

Hi I want to implement Egarch (1,1) with t distribution model using RExcel and VBA. May I know the syntax. Following is the code that I 'm using. rinterface.RRun "spec=ugarchspec(variance.model=list(model=(eGARCH),garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.

[R] Egarch (1,1) with Student t distribution using rugarch

Hi I was trying to implement Egarch (1,1) with Student t distribution using rugarch. But I was not getting any value. Following were the commands that I was using: library(rugarch) spec=ugarchspec(variance.model=list(model="eGARCH", garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FA

[R] Egarch (1,1) with Student t distribution in R

Hi I 'm new to R and wants to implement Egarch (1,1) with Student t distribution where I need to plot Std. dev series. Can you please help/provide me with the syntax/commands or any useful content? Dheeraj [[alternative HTML version deleted]] ___