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Question on rmgarch - dccspec

Josh Segal 
Hi guys/Alexios,

I'm finding that dccspec ignores the input for lag.max.  Looking at the
code, I see:
if(is.null(lag.max)) VAR.opt$lag.max = NULL else VAR.opt$lag.max =
as.integer(min(1, lag.max))
Why is min taken against 1?  This seems to defeat the purpose.

Thanks,
Josh

Thread (5 messages)

Josh Segal Question on rmgarch - dccspec Mar 1 Amit Mittal Question on rmgarch - dccspec Mar 1 Alexios Ghalanos Question on rmgarch - dccspec Mar 1 Josh Segal Question on rmgarch - dccspec Mar 1 Amit Mittal Question on rmgarch - dccspec Mar 1