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...t;L-BFGS-B", lower = c(0, -Inf, -Inf), upper = c(Inf, Inf, Inf)) The "result" I get is: " Error in optim(c(0, 0, 0), mle, method = "L-BFGS-B", lower = c(0, -Inf,:L-BFGS-B needs finite values of 'fn'" Can somebody spot the mistake? Many thanks, Jurica Brajkovic

...ission on folder COMPANY, and group MARKETING doesn't have any access (deny) . User test still can access folder COMPANY. If I explicitly deny user test to access that folder then it's OK. Why? Is it possible to deny access to folder COMPANY to group MARKETING by using groups. Thanks Jurica Motusic

Hi, I have been trying to output my graphs to a file (jpeg, pdf, ps, it doesnt matter) but i cant seem to be able to get it to output. I tried a few things but none of them worked and am lost as what to do now. I am using the scatter3d function, and it prints out the graphs on tot he screen without any problems, but when it comes to writing them to a file i cant make it work. Is there any

...following code to run a single simulation: spec=garchSpec(model=list(ar= 0.440270860, omega=0.000374365,alpha=0.475446583 , mu=0, beta=0)) sim<-garchSim(spec, length(dp)-1,extended=T) Can someone suggest a modification to the code which would allow to obtain multiple simulations? Many thanks, Jurica Brajkovic

...solve this problem by making only one sample path where, for example, instead of making 3 paths each with 100 observations I have one path with 300 observations. But when I do it, I get weird results. Can somebody suggest how to modify the code to perform Monte Carlo simulation of GARCH? Thanks, Jurica

...a^2+sigma^2)))) ) return(-logl) } out <- optim(c(1,1,1,1,1,1),fn=mle, method = "BFGS") Unfortunately I get the error that ?Error in optim(c(1, 1, 1, 1, 1, 1), fn = mle, method = "BFGS") : initial value in 'vmmin' is not finite? Can someone help. Thanks, Jurica Brajkovic

...nstance, variance of electricity prices might be different (higher) during weekdays as opposed to during weekend. Thus, I would like to include some dummy variables in variance equation -but I don't know how to program that in R (I use fGArch package). Could someone help, please? Many tanks, Jurica Brajkovic Economics Division University of Southampton

...1 2 3 4 5 6 9 10 11 12 13 14 15 16 17 18 19 20 21 23 24 25 26 27 28 31 32 33 34 Number of available observations: 2590 Warning message: In interpolpval(code = code, stat = adfreg[, 3], N = N) : p-value is smaller than printed p-value Can someone please explain these differences. Many thanks, Jurica Brajkovic University of Southampton

I want to calculate Newey West robust standard error using NeweyWest. Comparing the results to what I get in STATA, in order to get the same results in I need to specify "prewhite=0". Can someone explain what this prewhite command means? Thanks [[alternative HTML version deleted]]

Hi All, I,m trying to do a GARCH simulation in R 2.3.0 release in Windows XP. I've seen garchsim function but that is for garch (1,1) and ?garch gives an example for ARCH simulation. Can anyone help me how can i extend the help shown in ?garch to GARCH simulation? Please help me in this regard. Thanks, Sumanta Basak.

Hello again, I am trying to plot out activity regions the user did on the screen via plotting a hexbin. I have 20 users whose information i want to plot out and it stops in the user 16 with the message Error in M[, 1] : incorrect number of dimensions. Any advice would be appreciated as i dont see why this error occurs on the data for the 16th user. All the other users get plotted out