Displaying 20 results from an estimated 42 matches for "fseries".

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2008 Sep 30

0

error in fBasics package

When I try to load "fBasics" package, I get following error/warning :
> library(fBasics)
Loading required package: fImport
Loading required package: fSeries
Loading required package: fBasics
Loading required package: fImport
Loading required package: fSeries
Loading required package: fBasics
Loading required package: fImport
Loading required package: fSeries
Loading required package: fBasics
Loading required package: fImport
Loading required package: f...

2005 Apr 20

2

fSeries Technical Analysis rsiTA problem

fSeries Technical Analysis rsiTA problem
Hello,
I?m trying to use the rsiTA() function but keep getting this error:
>rsiTA(tsx,14)
Error in "[.timeSeries"(close, 1:(length(close) - 1)) :
only 0's may be mixed with negative subscripts
Here?s is the first three lines of my data:...

2013 Jan 30

1

fSeries not found in R

Hello all,
When I tried to install fSeries in R, I got the following error messages:
install.packages("fSeries",dependencies=T)
Warning message:
package 'fSeries' is not available (for R version 2.15.2)
Is this package changing/merging to another package?
Thanks,
Rebecca
-------------------------------------------...

2006 Apr 26

1

garchFit from fSeries

Dear R People:
I'm trying to use the garchFit function from the library(fSeries)
However, R freezes every time that I use it.
Is anyone else having this problem, please?
Thanks in advance!
R Version 2.2.1 Windows.
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgess at gator.uhd.edu

2008 Jun 02

1

Help : R-packages : Problems loading package fSeries

Hi.
I am trying to load the package fSeries, in order to load the package
fGarch after.
However, it says the following message.
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: fBasics (Error : ... infinite recursion)
Loading required pa...

2005 Dec 04

1

fSeries: garchOxFit - is really the example provided not runnig?

Dear R-helpers,
I have just loaded the fSeries 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(d...

2007 Jul 19

0

fSeries GARCH(1,1)

Hello all, I am trying to use the "garchFit" function in the fSeries Package
to fit a Garch(1,1) Model with t distribution. I am using the following
codes.
fit <- garchFit(~garch(1,1),data,cond.dist="dstd")
fitted(fit)
I was expecting the fitted(fit) would return the fitted volatility, but the
result turns out to be a series of repeated same value. I...

2003 May 16

3

ARMA.predict?

Hi there,
Does anyone know how to predict ARMA? It doesn?t have either predict or forecast methods. I found couple of packages called fbasic and fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has ?arma.predict? in it, but it doesn?t seem to be working. Any help in this regard would be appreciated. Thanks in advance.
Regards
Skanda Kallur
"Prediction is very difficult, especially if it's about the futu...

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 document...

2004 Oct 08

1

Survey of "moving window" statistical functions - still looking f or fast mad function

...lar=T)
4. apply(embed(x,k), 1, mean)
5. mywinfun <- function(x, k, FUN=mean, ...)
{ # suggested in news group
n <- length(x)
A <- rep(x, length=k*(n+1))
dim(A) <- c(n+1, k)
sapply(split(A, row(A)), FUN, ...)[1:(n-k+1)]
}
6. rollFun(x, k, FUN=mean) - (fSeries package)
7. rollMean(x, k) - (fSeries package)
8. SimpleMeanLoop = function(x, k) {
n = length(x) # simple-minded loop used as a
baseline
y = rep(0, n)
k = k%/%2;
for (i in (1+k):(n-k)) y[i] = mean(x[(i-k):(i+k)])
}
9. running(x, fun=mean, width=k) - (gtool...

2008 Apr 07

2

tcltk issue remains

Dear R-help,
I'm trying to load the fGarch package and keep running into problems
with tcltk:
After succesfully instaling fGarch (and dependencies) I get:
>library(fGarch)
Loading required package: fBasics
Loading required package: fImport
Loading required package: fSeries
Loading required package: robustbase
Loading required package: fCalendar
Loading required package: MASS
Loading required package: fEcofin
Loading required package: fUtilities
Loading required package: RUnit
RUnit 0.4.17 loaded.
Loading required package: spatial
Loading required package: tcltk
Lo...

2006 May 29

1

TsayData

Hi,
I'm trying to work with TsayData in fSeries package.
How can i fetch any time series data of this package.
Please advice.
Thanks,
Sumanta Basak.
Send instant messages to your online friends http://in.messenger.yahoo.com

2007 Jan 18

2

problem in adf command

this command is used in tseries
adf.test(x, alternative = c("stationary", "explosive"),
k = trunc((length(x)-1)^(1/3)))
this command apply adf test on data given in x .here general
equatiuon
that is, equation with constant and trend is used.if i did not include
constant or trend in the equation and run the
command then how i can run this command in

2011 Jul 01

1

How to fit ARMA model

Hello,
I am having some problems with fitting an ARMA model to my time series data
(randomly generated numbers). The thing is I have tried many packages
[tseries, fseries, FitARMA etc.] and all of them giving very different
results. I would appreciate if someone could post here what the best package
is for my purpose.
Also, after having done the fitting, I would like to check for the model's
adequacy. How can I do this?
Thanks.
--
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2007 Aug 08

2

Error: Cannot Coerce POSIXt to POSIXct when building package

...ish_United
Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252
attached base packages:
[1] "tcltk" "stats" "graphics" "grDevices" "utils" "datasets"
"methods" "base"
other attached packages:
fSeries nnet mgcv fBasics fCalendar fEcofin spatial
MASS
"251.70" "7.2-34" "1.3-25" "251.70" "251.70" "251.70" "7.2-34" "
7.2-34"
I would sincerely appreciate any help.
[[alternative HTML version delet...

2006 May 02

1

urppTest Z-tau? Z-alpha?

...rence between running urppTest
with Z-alpha and Z-tau in type=c("Z-alpha", "Z-tau")?
Is this the underlying equation:
delta_y(t) = mu + tau*timetrend+(1-rho)*y(t-1) + alpha_1*delta_y(t-1) + ... +
alpha_k*delta_y(t-k) + error term ?
I looked at Banerjee et al. mentioned in the fSeries documentation, but that didn't help.
Thanks a lot,
Katrin

2007 Mar 03

1

GarchOxFit Interface

Hello,
I am having problems with the GarchOxFit. I have my Ox Console instaled in
c:\Program Files\ox, and when I execute the GarchOxFit the result is
C:\Ox\bin\oxl.exe not found. I there any posiblility to execute the command
without installing again Ox in c:\?
My OS is windows XP.
Thankyou for your help.
Pilar Grau

2005 Jul 08

2

Garch in a model with explanatory variables

Dear helpers,
does anyone know a function to fit a model with:
- y mean that is regressed on a set of explanatory variables
- y variace behaving as a garch or as a garch in mean
Thank you so much for your help,
Carlo

2006 May 05

2

extract p-value from urppTest

Dear List,
How do I pick the p-value out of the urppTest result?
For adfTest the p-value can be extracted by
A2 at test$p.value
following
A2 <- adfTest(myData[,i], lags=2, type=c("c"))
What do I do for urppTest? The above doesn't seem to work. There is a slot @test with
$output, which is a list of various test results that didn't want to give away only the
p-value

2008 Jun 17

1

read.spss {foreign} doesn't work over network?

...A~1/R/R-27~1.0/library" "2.1-0"
foreign "foreign" "C:/PROGRA~1/R/R-27~1.0/library" "0.8-25"
fortunes "fortunes" "C:/PROGRA~1/R/R-27~1.0/library" "1.3-4"
fSeries "fSeries" "C:/PROGRA~1/R/R-27~1.0/library" "260.72"
fUtilities "fUtilities" "C:/PROGRA~1/R/R-27~1.0/library" "270.73"
gee "gee" "C:/PROGRA~1/R...