[R] Garch Warning

[Spencer Graves]

<see inline>

Arun Kumar Saha wrote:
> Dear Spencer,
>  
> Can you be more clear on your suggestion?
> 
>  
> On 6/15/06, *Spencer Graves* <spencer.graves at pdf.com 
> <mailto:spencer.graves at pdf.com>> wrote:
> 
>              Your example is not reproducible.  

	  Can you find a simple example, preferably obtained either from a 
simple simulation or from a minor modification of an example included in 
some of the standard documentation.  This listserve sometimes refuses to 
accept attachments, so I would not suggest you attach a data set unless 
it was quite small.  You could, for example, try reducing the size of 
your data set, e.g., using a binary search to find the smallest number 
of observations that would still generate the same error message.

	  Alternatively, the posting guide 
(www.R-project.org/posting-guide.html) includes the following:

'When providing examples, it is best to give an R command that 
constructs the data, as in the matrix() expression above. For more 
complicated data structures, dump("x", file=stdout()) will print an 
expression that will recreate the object x.'

Have you tried walking
>     through the code line by line after "debug(garch)"?  

	  I know I've discussed this issue on this listserve before. 
Therefore, I tried RSiteSearch("graves debug").  This produced 77 hits, 
many of which were not relevant.  The following seemed to be: 
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/68215.html".

After you've tried
>     that, if you'd still like help from this listserve, please submit a
>     simple, self-contained / reproducible example, as suggested the posting
>     guide! "www.R-project.org/posting-guide.html
>     <http://www.R-project.org/posting-guide.html>".
> 
>              hope this helps.
>              spencer graves
> 
>     Arun Kumar Saha wrote:
>      > Dear all R-users,
>      >
>      > I wanted to fit a Garch(1,1) model to a dataset by:
>      >
>      >> garch1 = garch( na.omit(dat))
>      >
>      > But I got a warning message while executing, which is:
>      >
>      >> Warning message:
>      >> NaNs produced in: sqrt(pred$e)
>      >
>      > The garch parameters that I got are:
>      >
>      >
>      >> garch1
>      >
>      > Call:
>      > garch(x = na.omit(dat))
>      >
>      > Coefficient(s):
>      >        a0         a1         b1
>      > 1.212e-04  1.001e+00  1.111e-14
>      >
>      > Can any one please tell me that why got this message? What is the
>     remedy?
>      >
>      > Thanks and Regards
>      >
>      >       [[alternative HTML version deleted]]
>      >
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> 
> 
> 
>