garch function in tseries package
This has been reported several times. I posted a workaround earlier this week: https://stat.ethz.ch/pipermail/r-help/2007-December/148290.html so your searching of the archives was not very thorough! Another workaround is to use rterm instead of Rgui.
On Sat, 15 Dec 2007, Kazuhiko SHINKI wrote:
I am wondering how to run 'garch' function of 'tseries' package in R2.6.1. I installed R2.3.1 and R2.6.1 in my PC (Windows XP Home) and run a following simple GARCH function in both versions:
>garch(dSP[1:300], order = c(1,1))
where 'dSP' is daily return series of a stock index. R2.6.1 can not finish calculation and also I can not stop the calculation with the 'stop' button, while R2.3.1 can finish it within a few seconds. Thank you, Kazuhiko Shinki [[alternative HTML version deleted]]
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Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595