Adrian,
could you please use less unixish temporary file name in get.hist.quote(). I
get some thing like "/tmp/^spc17:54:32" which will fail on Windows
because
/tmp might not exist and because the colon is not an acceptable character in
file names.
Karl
> -----Original Message-----
> From: owner-r-help@stat.math.ethz.ch
> [mailto:owner-r-help@stat.math.ethz.ch]On Behalf Of Adrian Trapletti
> Sent: Montag, 25. Oktober 1999 10:52
> To: R-Help
> Cc: R-Devel
> Subject: [R] GARCH models available
>
>
> tseries_0.3-0 at CRAN now contains the following new features:
>
> NelPlo Nelson-Plosser Macroeconomic Time Series
> garch Fit GARCH Models to Time Series
> get.hist.quote Download Historical Finance Data
> jarque.bera.test Jarque-Bera Test
> na.remove NA Handling Routines for Time Series
>
> garch contains a GARCH estimation routine together with some of the
> usual methods (print, plot, summary etc.). I plan to further implement a
> simulate.garch() and to extend predict.garch() for multi-step forecasts.
>
> For those who like to play with stock market data, get.hist.quote()
> allows to download yahoo-finance data directly over the www into R time
> series.
>
> Testing, suggestions, and comments are welcome!
>
> Adrian
>
> --
> Adrian Trapletti, Vienna University of Economics and Business
> Administration, Augasse 2-6, A-1090 Vienna, Austria
> Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
> Email: adrian.trapletti@wu-wien.ac.at
>
>
>
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