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Problem with function "garchFit" (fSeries)

Mathias Slansky wrote:
garchFit can take a very long time with a large series: long enough that 
I sometimes use it on a large fast server rather than on my laptop.

Have you tried with include.mean=FALSE ?  This will speed things up, and 
may let you know if you are on the right track, and it is worth letting 
the computer think for potentially a very long time.

Have you tried with a different algorithm? The algorithms have different 
performance characteristics.

Have you read the garch paper posted on the RMetrics website?
It has some additional suggestions on speeding the process.


Regards,

   - Brian