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r documentation rugarch egarch

3 messages · Jeff Newmiller, randomsamson

#
Hi,

I`m about to switch from STATA to R and have serious troubles to find proper
documentations on the internet.
Right now I try to find a proper documentation of the eGARCH model being
part of the rugarch package.

Neither here
http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf
nor here
http://cran.r-project.org/web/packages/rugarch/rugarch.pdf
could i find some information that was helping.

In this post
http://r.789695.n4.nabble.com/RUGARCH-eGARCH-and-variance-targeting-td4634896.html
someone proposes to read the "vignette on how the unconditional variance is
calculated for the eGARCH
model"
I don`t know what is meant by vignette. 

The R-built-in help function tells me about eGARCH: "assymetry term: gamma1"
Thanks a lot R-help. This is relly a lot of information.

I`d like to find out about the eGARCH model notation used in R, the settings
and estimation techniques that are used and/or can be configured in this
case, ...

When searching the internet I`ve also not been very successful.

When working with STATA I`ve so far never had troubles to find the right
information.
So i think I`m not in general too stupid to do some search on the internet.

Please can anyone tell me what this "vignette" is supposed to be and where
to find it?

Thanks a lot,
Samson










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#
You don't seem to read very well. The rugarch vignette that you said you read clearly states that questions on that package should be directed to the R-sig-finance mailing list. This is not that list.

Before you go deliver this screed to that forum, you may want to give yourself some time to cool off because at this rate you are only going to alienate people who otherwise might help you. If you fail to adjust your approach, we the users of and contributors to R who answer each others questions on our own time (not tech support staff paid to put up with irate buyers of R, since said staff don't exist) are merely going to wait quietly for you to go back to wherever you came from.

PS: You might try typing the word "vignette" into Google.
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randomsamson <joh.mo at web.de> wrote:
#
First I want to apologize for posting in the wrong list. As I`ve experienced
very similar issues with respect to other R packages I thought that my
question was related to a general problem of mine when using the R help and
R documentation (and that this rugarch issue was just an example). That`s
why I thought this list here might be more appropriate.

As I`m not a native english speaker it`s hard for me to get all the subtle
details of Mr. Newmillers answer. But if I`m not wrong there is a relly
strong derogative atmosphere. I think even if I`ve made a mistake (what I`m
sorry for) this is not a nice way to help newcomers. And even If it`s hard
to imagine for a native-speaker: None of my translators could give me an
adequate translation of the word "vignette". Google didn`t help either. But
thanks for the hint to use google, this is a very smart idea I`d never had
figured out myself.

Besides, the STATA forums I used to search are also supported by non-paid
people. They even manage to treat each other with some respect. 



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