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garch22
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
...orted to Diethelm Wuertz.
-In the interim. To make the Ox functions part of the fSeries package work please follow the following steps.
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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/b736gw/oxcons.html (Ox console)
5. Install Ox console to directory "c:\ox"
6. Copy: R-2.5.0\library\fSeries\ox\GarchOxModelling.ox c:\ox\ox\lib\GarchOxModelling.ox
7. Load R-Project
8. Run:
library(fSeries)
data...