Re: [R] GARCH Optimization Problems

Hi Tony, Did you try the `auglag' algorithm in "alabma" package? Ravi [[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.or

[R] GARCH Optimization Problems

Hi all, Since am new to the forums I'd like to say hello to everyone. My questions revolves around optimizing a simple GARCH process. Lets assume we have a function names garchlik and takes as inputs (parameters, data, p,q); where p and q are the ARCH and GARCH effects. Have tried the simple a