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Message-ID: <CAHRBD=Y0ZGbKBwB1wf438eGJGxor2OoTGODeHcbkzBaepJ2sZQ@mail.gmail.com>
Date: 2019-03-01T17:53:07Z
From: Josh Segal
Subject: Question on rmgarch - dccspec

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

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