Message-ID: <1365980730267-4664209.post@n4.nabble.com>
Date: 2013-04-14T23:05:30Z
From: ngm
Subject: Stock Return (Fitting a Copula)
Hi ,
I need help figuring out how to fit a copula to my stock return data. I
can't seem to determine a single copula that would fit my data even though I
have proved that my data are not independent. I think my problem is trying
to figure out the param I need to set for my copula to fit the data. Anybody
has any idea how to do so? Is there a function I need to run before to my
data before I run the gofCopula? returns.csv
<http://r.789695.n4.nabble.com/file/n4664209/returns.csv> Thank you!
system.time(srGof.t.mult <- gofCopula(claytonCopula(param=*????*, dim = 3),
test1, method = "mpl",simulation="mult"))
I have uploaded my data to this post. Any help would be appreciated.
--
View this message in context: http://r.789695.n4.nabble.com/Stock-Return-Fitting-a-Copula-tp4664209.html
Sent from the Rmetrics mailing list archive at Nabble.com.