search for: fseris

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:

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: robustbase Loading required package:

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: >tsx[1:3,] close 2004-04-18 20:00:00 8702.82 2004-04-19

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 ---------------------------------------------------------------------- This message, and any

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

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

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 package: fImport Loading required package: fSeries Loading

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 or concept or

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(dem2gbp) > x = dem2gbp[, 1] >

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") s = g at fit$series All the coefficients are ok

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

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 functions. # PART II: Simulate

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/library\file30539' ...

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 tried to change the

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 server,

-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:

Dear R Users, I am using code from the following links to do Hurst exponent estimation. link: http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php?rev=1&root=rmetrics&view=rev file: LongRangeDependence.R Take a look at the following run: > x<-(cos((1:200)/10)) > rsFit(diff(x,15))@hurst$H [1] 1.027420 > aggvarFit(diff(x,15))@hurst$H [1] 0.02301331 First of all, can anyone

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,

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

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org . The new built has also been submitted to the CRAN server. Some new functions and example files have been added. Unfortunately the user guides and reference guides are not yet updated, they have still the status of Version