Displaying 2 results from an estimated 2 matches for "fmetrics".
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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