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garch function in tseries package
3 messages · Kazuhiko SHINKI, Brian Ripley
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]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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
On Sat, 15 Dec 2007, Prof Brian Ripley wrote:
This has been reported several times. I posted a workaround earlier this week: https://stat.ethz.ch/pipermail/r-help/2007-December/148290.html
The promised update, tseries_0.10-13.tar.gz, is on the CRAN master in source form. Expect a binary Windows build to propagate through CRAN in the next few days (it seems to have missed today's updates). AFAIK this fixes the problems under Rgui.
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]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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