[R] (no subject)

[David Winsemius]

On Mar 2, 2009, at 9:57 AM, Brajkovic J. wrote:

> spec=garchSpec(model=list(ar= 0.440270860,  
> omega=0.000374365,alpha=0.475446583 , mu=0, beta=0))
> sim<-garchSim(spec, length(dp)-1,extended=T)


I get:
 > spec=garchSpec(model=list(ar= 0.440270860,  
omega=0.000374365,alpha=0.475446583 , mu=0, beta=0))
 > sim<-garchSim(spec, length(dp)-1,extended=T)
Error in garchSim(spec, length(dp) - 1, extended = T) :
   object "dp" not found


You also posted a message with a "no subject" which I suspect gets  
ignored by quite a few persons on this list. I sometimes take a stab  
at solving such problems even if I am not conversant in statistical  
finance, but here I don't have a clue what dp should be.

-- 
David Winsemius