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archobjs
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
...n file(file, "r") : unable to open connection
In addition: Warning message:
cannot open file 'OxResiduals.csv', reason 'No such file or directory'
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14. This can be fixed by changing the line in GarchOxModelling.ox:
from garchobj.DoEstimation(); to
garchobj.DoEstimation(<>);
15.
Running:
garchOxFit(~garch(1,1),x)
Will give a 'typo' error is at the end of the estimation. Which needs to be fixed by the developer
as it is compiled code.
However, now the function works and can call Ox from R-Prooject to es...