[R] Garch Warning
Spencer Graves
spencer.graves at pdf.com
Thu Jun 15 18:13:02 CEST 2006
<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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> > PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>
>
>
>
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