My experience with superficially similar problems suggest that
this error might disappear if you insert the following before the call
to garch:
assign("xx0", xx0, frame=1)
I have so far had difficulty following what I've read on "assign"
and "frames" (though I believe my understanding of this and related
issues would benefit from further study of Venables and Ripley, S
Programming). For your problem, I quote the following from "?assign"
for S-Plus 6.2:
"frame=1 means that the object is assigned to the expression
frame. It will be available (from any frame) throughout the evaluation
of the current expression, but will disappear when evaluation is
complete. This is a useful way to create objects that are to be shared
by several functions during the expression."
hope this helps. spencer graves
Yong Wang wrote:
On Sun, 30 May 2004, Zhu Wang wrote:
I do not have garch and the data but I suggest you to insert browser()
in the function and see what is happening. See below.
On Sun, 2004-05-30 at 15:32, Yong Wang wrote:
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]
browser()
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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