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If I understand correct then garch.gjr <- function(par,y,iterate=TRUE) { T<-length(y) mu0<-par[1] a0<-par[2] a1<-par[3] a2 <-par[4] b1 <- par[5] e <- s2 <- numeric(T) s2[1] <- var(y) e[1...
Hi, R experts. I am a new user of R and trying to learn this program. I have a problem. Here is the code. d<-as.Date(c("2000/01/03","2000/01/05","2000/01/19","2000/01/28...
Here is the solution data<-read.table("d:/ftse.txt",header=TRUE) wDay<-as.Date(data$date,"%d/%m/%Y") data<-data.frame(data[,-1]) price<-data$ftse100 data<-data.frame(price,wDay) data[1:10,] a<-as.Date("03...
Dear R guru, I am Saikat Sarkar working as a researcher of Economics in Tampere University, Finland. I am trying to estimate some Garch related tests with Bayesian analysis by R programme. I am not good in R but trying...
Dear R Experts, This is the 2nd time in the chat room. Its a great place to get help from R experts. I have a data frame problem, it contains thousands of data. part of it, I am giving for...
Dear R guru, I am Saikat Sarkar working as a researcher of Economics in Tampere University, Finland. I am trying to estimate some Garch related tests with Bayesian analysis by R programme. I am not good in R but trying...
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