Hellow everyone, I'm new here. Please instruct me to do something.
My problem is when I run FIGARCH(0,d,1), OxEdit still show me a matrix with variable names, coefficient, s.e, t-stat... like this
But when I try FIGARCH(1,d,2) it show nothing but coefficient parameters, like this
So please instruct me how to show the other stats.
Furthermore, please instruct me how to run G@rch6 package in R via function GarchOxFit, because this function is no longer supported but Mr. Brian in this topic show that R can run G@rch6.
I much appreciate your help. Thank you.