TGarch model fitting R code


#1

I am unable to fit a TGarch model on a data. I am using a 3.5.1 R version . Please advise on the proper R code to use. see my input and error message

input

archmodel<-garchFit(~garch(variance.model=GroupData_1_$FBNH_lr(model="fGarch",garchorder=c(1,1), submodel= "TGarch"), mean.model= GroupData_1_$FBNH_lr(armaorder=c(0,0)),distribution.model= "std"),garchFit(model, data =GroupData_1_$FBNH_lr)
+ TGarch(archmodel)

error message

Error: unexpected symbol in:
"archmodel<-garchFit(~garch(variance.model=GroupData_1_$FBNH_lr(model="fGarch",garchorder=c(1,1), submodel= "TGarch"), mean.model= GroupData_1_$FBNH_lr(armaorder=c(0,0)),distribution.model= "st
TGarch"

proper R Code for TGARCH model fitting
#3

Why don't use rugarch package? Kindly refer to below link as reference.


#4

Thanks . It helped am able to do it.