jinguogong
library(fSeries)
res=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=sp500)
不能运行！怎么回事呢？
yihui
我对fSeries不熟悉，不过garchOxFit()中没有你写的那几个参数啊：
Usage
garchOxFit(formula, data, cond.dist = c("gaussian", "t", "ged", "skewed-t"),
include.mean = TRUE, trace = TRUE, control = list(), title = NULL,
description = NULL)
