"C" == collonil <[EMAIL PROTECTED]>
on Mon, 18 Aug 2008 07:35:09 -0700 (PDT)
C> Hallo,
C> i want to fit a GARCH model with a extern regressor (without arma
C> components), so i found the following function in package fGarch. I tryed
C> out a lot of things but usually I get th
Hallo,
i want to fit a GARCH model with a extern regressor (without arma
components), so i found the following function in package fGarch. I tryed
out a lot of things but usually I get this Error.
> garchFit(formula=y~x, formula.var=~garch(1,1),data=w)
Error in .garchFit(formula.mean, formula.var
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