search for: fetsun

Hi Colleagues, Could you please help? I get as the output of my calculations following [1] 0.000000e+00 1.890000e-04 3.933000e-05 1.701501e-04 2.040456e-04 [6] 3.119242e-04 2.545665e-04 1.893930e-03 1.303112e-03 9.880183e-04 [11] 1.504378e-03 1.549246e-03 5.877690e-04 4.771359e-04 8.528219e-04 How is it possible to transform the data to get a vector as following 10

.... I use R and such simple function as length() doesn't work. The result is always 1 even if my data are more then 1 observations! Do I have to load any additional library? > length(Ret_1) [1] 1 > length function (x) .Primitive("length") Thank you!!! -- Best regards, Andy Fetsun [[alternative HTML version deleted]]

Hi, I faced with problem when start using function - rollapply(returns, 3 , mean) Error in UseMethod("rollapply") : No suitable Method for "rollaply" How can I fix the problem? Thank you for help. -- Best regards, Andy Fetsun [[alternative HTML version deleted]]

Hi, Could you please help me? I am trying to load an csv-file in R, but it works wrong! My data is 0,0127 -0,0016 0,0113 0,0037 -0,0025 > Ret<-read.csv("Ret.csv") > Ret X0 X0127 1 0 16 2 0 113 3 0 37 4 0 25 Thank you in advance! -- Best regards, Andy [[alternative HTML version deleted]]

Dear Colleagues, I have faced with the problem that function rollaply with rolling window for calculation of volatility doesn't give the all results of calculations. I have run the rolling window for calculation in Excel and obtained that the number of outputs for Excel is 36 and for R is 18. The total number of observations is 37. In the attachment you can find pdf of the Excel and Excel

Hi, Could you please help me with EGARCH and GJR? Is it possible to use EGARCH and GJR in R? I have used below mentioned code for GARCH in R, but I never used EGARCH and GJR in R. Thank you in advance! daten<-read.table("H://Daten//Zeitreihen//dax_1.csv", sep=";", header=T) DAX.kurs<-daten DAX.kurs<-ts(DAX.kurs,names="DAX-Kurs")

Dear Specialists in R, May be somebody has experiment in using pakage for the book Quantitative Risk Management by McNeil? This package is writen in R. I have run this package for fitting the data to Nornal Inverse Gaussian distribution and fased with following problem. > Return<-read.csv("data.csv") > Transpose<-t(Return) > fit.NH(Transpose, case="NIG",