[R] run EGARCH package on REXCEl

[Ankit Mital]

Hi,

I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has been installed properly, whenever I run function, I get an error saying - "could not find function "tegarch.est".

I'd appreciate any help on the above.
Regards
Ank




[[alternative HTML version deleted]]

______________________________________________
R-h...@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[Patrick Burns]

Ank,

Welcome to R.

I suspect that what you are missing is:

require(betategarch)

If you don't know it, you may be interested in
the blog post:

http://www.portfolioprobe.com/2012/07/06/a-practical-introduction-to-garch-modeling/

Also questions about garch are generally best
sent to R-sig-finance (you have to subscribe
before you can post). Though if I'm correct
in my diagnosis, this was the right list for
this question.

Pat

--
Patrick Burns
pbu...@pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')