search for: fseries

Displaying 20 results from an estimated 111 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...
2007 Oct 31
1
problem with package fSeries
Helo, please look at the log below: after loading the fSeries library, I can not use the log function. Is this a bug or what am I doing wrong? Because of this, I'm unable to use the garch library. thanks a lot for any help, Balazs Torma > log(1) [1] 0 > require("fSeries") Loading required package: fSeries Loading required package: robu...
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 -----------------------------------------------...
2005 Mar 23
1
Error in unitrootTest (fSeries)
Hello, I am getting the following error message from unitrootTest. Do you have any clue of what could be wrong. Details: AMD64 (x86_64) Gentoo Linux system. library(fSeries) kmodel <- list(ar=c(.3,0,0,0,0.7,-.4*.7),d=1) x=armaSim(nobs,model=kmodel) unitrootTest(x,trend="c",statistic="t",method="adf",lags=2) Error in file(file, "r") : unable to open connection In addition: Warning message: cannot open file `library/fSeries/li...
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 package: ?aparchFit
Dear R-helper, I wish to implement the APARCH model as described in the fSeries documentation. But I get the following: >library(fSeries) [...] > ?aparchFit No documentation for 'aparchFit' in specified packages and libraries: you could try 'help.search("aparchFit")' > help.search("aparchFit") No help files found with alias...
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...
2005 Dec 13
1
fSeries
I'm trying to use garchFit from fSeries, with Student or Skewed Student conditionnal distribution. Let's say that eps (vector) is my series of daily log-returns: data(EuStockMarkets) eps = diff(log(EuStockMarkets[,"CAC"])) library(fSeries) g = garchFit(series = eps, formula.var = ~garch(2,2), cond.dist = "dstd")...
2008 Sep 05
1
Passing method to returns() /fSeries (PR#12713)
Full_Name: Robert Iquiapaza Version: 2.7.2 OS: Vista Submission from: (NULL) (69.127.35.170) In the help Examples for returns(fSeries) it is said that you can pass the method to compute ("continuous", "discrete", "compound", "simple") returns using 'type=' i.e. # Discrete Returns: returns(MSFT, type = "discrete") However when you use 'type' it does compute alwa...
2004 Nov 10
2
fSeries
Good morning everyone, I use for the first time the package fSeries and i try to run the example given by Diethelm Würtz. But when i run its example which is the following # # Example: # Model a GARCH time series process # # Description: # PART I: Estimate GARCH models of the following type ARCH(2) # and GARCH(1,1) with normal conditional distribution funct...
2005 Jun 09
1
Error to install library( fSeries)
Dear @ll Friends, After trying to install some libraries such as fSeries, I receive this error: Fehler: unable to create temp directory 'C:/Programme/R/rw2010pat/library\file12763' Also after trying to install other packages ,I receive similar errors, for example, installation of tseries: Fehler: unable to create temp directory 'C:/Programme/R/rw2010pat/...
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...
2006 Jul 14
1
Help for updating package
I have a problem with garchFit fuction in fSeries package. I found the following reply on one of the R list: "GARCH-Modelling is not easy, and indeed for your dataset the default "Sequential Quadratic Programming" solver doesn't converge. I observed this also for some other time series. There is already an updated version on the...
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
-Bugs and fixes reported to Diethelm Wuertz. -In the interim. To make the Ox functions part of the fSeries package work please follow the following steps. ------------------------------------------------- 1. Install R-project. 2. Install fSeries. 3. Download: http://www.core.ucl.ac.be/~laurent/G@RCH/site/xbdcons/garch42.zip (G@RCH package for Ox) 4. Download: http://www.doornik.com/download/b736g...
2008 Aug 04
0
an interesting finding on Hurst exponent estimation from fSeries
...t(diff(x,15))@hurst$H [1] 1.027420 > aggvarFit(diff(x,15))@hurst$H [1] 0.02301331 First of all, can anyone cast a light on the drastically different results (obviously, the R/S fit is just wrong) ? Further, can anyone recommend something which is more stable ? This code appears to be part of fSeries tho it doesnt appear if one installs and loads that package. Instead, one has to source the R code directly from the .R file. Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of...
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 future." --Niels B...
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 Jul 04
1
Rmetrics 191.10057
...quot;whittakerW" and the Hermite Polynomials "hermiteH" 2004-06-29 fOptions/demo A new example file named "xmpSpecFunsEBM.R" has been added which shows how to use Gamma Functions, Confluent Hypergeometric and related functions under R. 2004-06-29 fSeries/R New functions to fit the parameters by the maximum log-likelihood method for the symmetric and skew Normal, Student-t with unit variance, and generalized error distribution have been added. 2004-06-28 fBasics/demo A new example file "xmpImportForecasts.R&quot...