I note that the robGarch fitted object has far too many components for a simple Garch(1,1) model
function. In preparation for the call, please take a look at my comments in the attached script
which suggest some ways to reduce the number of fitted model components. There is clearly
an element of judgement here, which may differ from one person to another.
One point to keep in mind with regard to the robGarch man page: The details section should list
and briefly define the fitted model components, hopefully in just one line for each.
Per Doug's request:
I note that the robGarch fitted object has far too many components for a simple Garch(1,1) model function. In preparation for the call, please take a look at my comments in the attached script which suggest some ways to reduce the number of fitted model components. There is clearly an element of judgement here, which may differ from one person to another.
One point to keep in mind with regard to the robGarch man page: The details section should list and briefly define the fitted model components, hopefully in just one line for each.