Dear all.
got a problem, simply can not figure out, please help me, thank you in
advance:
I have following code
> ***********************************
> modfit<-function(yir,yew, ft) {
>
> n<-length(yew)
> yew<-yew[1:(n-1)]
>
> yy<-yir-ft
> xx<-yew-ft
>
> n<-length(xx)
> xx0<-xx[2:n]
> yy0 <-yy [2:n]
>
> xx1<-xx[1:(n-1)]
>
> fit <- garch(yy0~xx0 + xx1+var.in.mean, ~garch(1,1),cond.dist='ged')
> summary(fit)
> }
>
> fs1hca<-modfit(s1hca.r, s1hca.ew, zfr)
>
> **************error message is ***************
>
> Problem in garch(yy0 ~ xx0 + xx1 + var.in.mean, ~ ..: Object "xx0" not
> found Use traceback() to see the call stack
>
It is really weird, I tried step by step, the code works,
but what's the problem with xx0,I can't figure it out.
thank you for any suggestion.
best regards
yong
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