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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 [[alternative HTML version deleted]]
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...