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...n using it a week or so) how to pull out part of an array. Also should I do my disection prior to or after concerting it into a ts object? the short of the script is (removing plots etc..): ---------- baseU000 <- read.csv("testfile.csv",header=T) #--- hmm what happens in years with a 53rd week... tsbaseU000 <- ts(baseU000,start=2004,frequency=52) #--- add regressors arimafit <- auto.arima(tsU000[,2],approximation=T,stepwise=N) forecastU000 <- forecast(arimafit,52) plot(forecastU000) lines(fitted(arimafit),col=3,lty="dashed") ---------- What I am just trying to...

Hi there, I ran the following code: vols=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Swaption vols.csv" , header=TRUE, sep=",") X<-ts(vols[,2]) #X dcOU<-function(x,t,x0,theta,log=FALSE){ Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) }