run EGARCH package on REXCEl
Ank, Welcome to R. I suspect that what you are missing is: require(betategarch) If you don't know it, you may be interested in the blog post: http://www.portfolioprobe.com/2012/07/06/a-practical-introduction-to-garch-modeling/ Also questions about garch are generally best sent to R-sig-finance (you have to subscribe before you can post). Though if I'm correct in my diagnosis, this was the right list for this question. Pat
On 05/09/2012 07:34, Ankit Mital wrote:
Hi, I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has been installed properly, whenever I run function, I get an error saying - "could not find function "tegarch.est". I'd appreciate any help on the above. Regards Ank [[alternative HTML version deleted]]
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Patrick Burns pburns at pburns.seanet.com twitter: @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno')