Kurt Hornik wrote:
Duncan Murdoch writes:
The problem is in the .C call to pred_garch, which is short by one parameter. In the garch.c file, the header is
void pred_garch (double *y, double *h, int *n, double *par, int *p, int *q, int *genuine)
but in garch.R, the call is coded as
pred <- .C("pred_garch",
as.vector(x, mode = "double"),
e = as.vector(e, mode = "double"),
as.integer(n),
as.vector(fit$coef, mode = "double"),
as.integer(order[1]),
as.integer(order[2]),
PACKAGE = "tseries")
missing the "genuine" parameter. According to a comment:
genuine logical indicating if a genuine prediction is computed
and I think it's supposed to be FALSE in this call, but I'm not sure.
I think it needs to be as.integer(genuine) but let's ask the expert: Adrian? -k
Sorry for the delay (I was working abroad).
Yes. It is a bug, and the last argument to .C("pred_garch",...) should be
as.integer(FALSE). I saw that Kurt already corrected it and putted the new
version on CRAN. Hopefully this should be ok now.
Thanks and best
Adrian
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