search for: figarch

Hi All, Currently I'm working in FIGARCH process [Fractionally Integrated Generalized Autoregressive Conditional Heteroscedasticity]. I've already got the codes to do the process in S-Plus. Can anyone help me to do it in R? Thanks, SUMANTA BASAK. -------------------------------------------------------------------------------...

I am working on stock market volatility. I now need to apply "FIGARCH" model using R. I need garchOxFit package to support R in applying FIGARCH to my data set. Please help. Looking forward for your reply, With regards, Prashant [[alternative HTML version deleted]]

Dear R help. Hello. I want to fit the model of "FIGARCH" on TimeSeries data. So I need to use the code of "garchOxFit". I don't know how to estimate FIGARCH model. Please let me know which package I need and what is procedure of estimating FIGARCH by R. I think I need this code! > garchOxFit(formula.mean = arma(0, 0),...

Hi R users, Currently I want to fit a FIGARCH model to a dataset. The only package that allow for it that I could find is fGarch. However it seems that the FIGARCH model class fitting of this package has been moved to Oxmetrics. I tried to install the old versions of it using 'tar.gz' files from CRAN archive http://cran.r-project.org/...

Hi All, Can you please tell me whether "R" can handle other type GARCH models like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these kind of models? Thanks, Sumanta Basak. --------------------------------- What makes Sachin India's highest paid sports celebrity?, Share your knowledge on Yahoo! India Answers Send instant messages to your online friends - NOW [[...

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Dear List, I'm now using Ubuntu 10.10 and I want to use the garchoxfit function.It seems that I need to download the package. While after installing the package,I still can't use the garchoxfit function.What's the reason and how to fix that? Thanks for your time! Best, Ning