# To load the data into S-PLUS
# File/Import Data/From File
# Click [Browse] and select the file dcc_rets.csv
# Name the Data set dcc.rets
# Click Options tab, and uncheck box next to Strings as factors
# Click Okay to load the data into the data.frame dcc.rets

module("finmetrics")
garch.mod=garch(dcc.rets$sp100~1, ~garch(1,1))
garch.mod

Call:
garch(formula.mean = dcc.rets$sp100 ~ 1, formula.var =  ~ garch(1, 1))
Mean Equation: structure(.Data = dcc.rets$sp100 ~ 1
, class = "formula"
)
Conditional Variance Equation: structure(.Data =  ~ garch(1, 1)
, class = "formula"
)
Coefficients:
                 
       C 0.02765
       A 0.00975
ARCH(1) 0.07784
GARCH(1) 0.91661

dcc_rets.csv
  

2# epoh 非常感谢epoh! 我看了你很多回帖，帮助很多朋友解决了问题，我好崇拜你！

我还有个问题，我用mgarch函数做多变量garch模型时，只能做到两变量，如果用三变量就出错，请问怎样才能做三或者三变量以上的VECH, BEKK等模型？

同理啊
你只要自己再加一个column在dcc_rets.csv
同样命令可做出来.

Coefficients:
                          
          C(1)  0.0348750
          C(2)  0.0287406
          C(3)  0.0125867
       A(1, 1)  0.0536054
       A(2, 1)  0.0266675
       A(3, 1)  0.0074962
       A(2, 2)  0.0156722
       A(3, 2) -0.0036245
       A(3, 3)  0.0011267
ARCH(1; 1, 1)  0.1359855
ARCH(1; 2, 1)  0.0271968
ARCH(1; 3, 1) -0.0177589
ARCH(1; 1, 2) -0.0781114
ARCH(1; 2, 2)  0.2762113
ARCH(1; 3, 2)  0.0380494
ARCH(1; 1, 3)  0.3111416
ARCH(1; 2, 3)  0.0000796
ARCH(1; 3, 3)  0.2352254
GARCH(1; 1, 1)  0.8761965
GARCH(1; 2, 1) -0.1260670
GARCH(1; 3, 1) -0.0267058
GARCH(1; 1, 2)  0.0402364
GARCH(1; 2, 2)  0.9089203
GARCH(1; 3, 2) -0.0144291
GARCH(1; 1, 3)  0.0550483
GARCH(1; 2, 3)  0.1824219
GARCH(1; 3, 3)  0.9956060

4# epoh 非常感谢！！！

你好 我也有跟楼主一样的困惑，我把数据导入了，不知道该怎么处理才能做figarch模型，按你给楼主说的那样我做了一直显示错误，帮忙解答一下 最近写论文急用figarch模型，谢谢
> figarch.mod=figarch(shangBook1$shangPt~1,~figarch(1,1))
Problem: Couldn't find a function definition for "figarch"
Use traceback() to see the call stack
> module("finmetrics")
> garch.mod=garch(shangBook1$shangPt~1,~garch(1,1))
Problem in .Fortran("archsetv",: subroutine archsetv: Missing values in argum
ent 27
Use traceback() to see the call stac