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2008 Jun 18
0
example from arfimaOxFit
...f the examples I run are:
library(Rmetrics)
x = armaSim(model = list(ar = c(0.5, - 0.5), d = 0.3, ma = 0.1), n =
500)
fit = arfimaOxFit(formula = x ~ arfima(2,1))
The error msg is:
Error in eval(expr, envir, enclos) : object "package" not found
Did I do something wrong? Should I install OxConsole with "Arfima"
Package?
Thanks in advance.
--
Livia
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2008 Jul 18
0
Installation of garchOxFit
Hi,
My question is how I load the package garchOxFit. I load the fGarch function that works quite well, but I can't use the garchOxFit function. I have tried looking at Help("garchOxFit"), I as far as I can understand I am supposed to download the OxConsole Software together with the "OxGarch" Package for free somewhere. But I dont know where to download it from? I have tried visiting the Timberlake Consultans web site, but I couldn't find it there.
I would be really great if you could help me with this.
Best regards,
Charlotte Falk...