search for: fmetric

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2004 Dec 12
1
Re: [R-sig-finance] dates and times on Windows for fMetrics
...152810 111338 243843 180211 159147 386021 270289 > 690343 574630 314740 ... > $ dateposix:`POSIXct', format: chr "2003-10-09" "2003-10-10" > "2003-10-13" "2003-10-14" ... > > I use the POSIXct in my own home-made plots. In playing with Fmetrics > I naturaly wanted to create a time series > > This works > ts = timeSeries(tempdata[,2:6], charvec = tempdata[,1],format = > "%Y/%m/%d",FinCenter = "Australia/Sydney") > > Although if I set myFinCenter to "Australia/Perth" it fails. (See >...
2007 Jul 19
1
Questions regarding R and fitting GARCH models
Dear all, I've recently switched from EViews to R with RMetrics/fSeries (newest version of july 10) for my analysis because of the much bigger flexibility it offers. So far my experiences had been great -prior I had already worked extensively with S-Plus so was already kind of familiar with the language- until I got to the fSeries package. My problem with the documentation of fSeries is that