Message-ID: <20080819082526.212540@gmx.net>
Date: 2008-08-19T08:25:26Z
From: Jule M
Subject: (no subject)
Hello,
somebody from nabble send me here. May be you can help me:
i want to fit a GARCH model with a extern regressor (without arma
components), so i found the following function in package fGarch. I tryed
out a lot of things but usually I get this Error.
> garchFit(formula=y~x, formula.var=~garch(1,1),data=w)
Error in .garchFit(formula.mean, formula.var, series = x, init.rec, delta,
:
Algorithm only supported for mci Recursion
I think i use the function the wrong way, but cannot find my mistake. Can
somebody help me?
Thanks a lot, Collonil
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