search for: dem2gbp

Displaying 3 results from an estimated 3 matches for "dem2gbp".

2005 Dec 04
1
fSeries: garchOxFit - is really the example provided not runnig?
...s package and I wanted to run the example provided in the documentation of garchOxFit but I got the following: > library(fSeries) > ?garchOxFit > library(datasets) > ?garchOxFit > ## Not run: > ## garchOxFit - > # Load Benchmark Data Set: > data(dem2gbp) > x = dem2gbp[, 1] > # Fit GARCH(1,1): > garchOxFit(formula.mean = ~arma(0,0), formula.var = ~garch(1,1)) Error in system(command, show.output.on.console = trace, invisible = TRUE) : unused argument(s) (show.output.on.console ...) > ## End(Not run)...
2011 Feb 15
1
Estimation of an GARCH model with conditional skewness and kurtosis
Hello, I'm quite new to R but tried to learn as much as possible in the last few months. My problem is that I would like to estimate the model of Leon et al. (2005). I have shortly summarised the most important equations in the following pdf file: http://hannes.fedorapeople.org/leon2005.pdf My main question is now how could I introduce these two additional terms into the Likelihood
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
...zip (G@RCH package for Ox) 4. Download: http://www.doornik.com/download/b736gw/oxcons.html (Ox console) 5. Install Ox console to directory "c:\ox" 6. Copy: R-2.5.0\library\fSeries\ox\GarchOxModelling.ox c:\ox\ox\lib\GarchOxModelling.ox 7. Load R-Project 8. Run: library(fSeries) data(dem2gbp) x = dem2gbp[, 1] garchOxFit(~garch(1,1),x) ------------------ Causes the errors: Error in paste(OXPATH, "\\bin\\oxl.exe ", OXPATH, "\\lib\\GarchOxModelling.ox", : object "OXPATH" not found ------------------ This can be fixed by setting the directory in R-P...