## Not run:
# # Specify an univariate GAS model with Student-t
# # conditional distribution and time-varying scale.
# library(GAS)
#
# data("sp500ret")
#
# GASSpec = UniGASSpec(Dist = "std", ScalingType = "Identity",
# GASPar = list(location = FALSE, scale = TRUE,
# shape = FALSE))
#
# Fit = UniGASFit(GASSpec, sp500ret)
#
# Fit
#
# ## End(Not run)
Run the code above in your browser using DataLab