Displaying 6 results from an estimated 6 matches for "mainzel89".
2012 May 01
0
Optim (fct): Parameters=LowerBounds
...s license. It is not a magical spell that solves problems
automatically, but a tool much like a chainsaw that can as easily cut your arm off as saw
a log.
JN
On 05/01/2012 06:00 AM, r-help-request at r-project.org wrote:
> Message: 54 Date: Mon, 30 Apr 2012 08:30:24 -0700 (PDT) From: barb <mainzel89 at hotmail.com>
> To: r-help at r-project.org Subject: [R] Optim (fct): Parameters=LowerBounds!? Message-ID:
> <1335799824557-4598504.post at n4.nabble.com> Content-Type: text/plain; charset=UTF-8 Hey, i
> am trying to do the MLE for Garch and have a problem with the optim functio...
2012 May 20
2
system() under windows [x] but not with Mac
Hey Guys,
i am kind of confused. Under windows the system() function works great, but
not with my mac.
I have two questions:
1) What do i have to change. Using packages which require system or
eval(parse() everything is fine, but
when i try it myself "sh: cmd: command not found"
Under windows i use e.g system('cmd /c copy "bild.jpg"',intern=FALSE )
2) I really love
2011 Nov 20
2
Continuasly Compunded Returns with quantmod-data
Hey guys,
i want to calculate the continuasly compounded returns for stock prices.
Formula for CCR:
R_t = ln(P_t/P_{t-1})*100
With R:
First i have to modify the vectors, so that they have the same length
and we start at the second observation.
log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100
That does work with normal vectors.
My Questions:
1) I want to use this for stock prices.
so i
2012 May 14
4
Data read as labels
Hey guys,
i have a strange problem reading a .csv file.
Seems not to be covered by the usual read.csv techniques.
The relevant data i want to use, seems to be saved as the label of the data
point.
Therefore i can not really use it
spec<-"EU2001"
2011 Nov 24
1
CAPM-GARCH - Regression analysis with heteroskedasticity
Hey Guys,
i want to do a CAPM-GARCH model. I didn?t find anything posted online.
(If there is something - shame on me - i didn?t find it.)
My Problem: What is the difference if I let the residuals ?e? follow a
garch process ?
How do I do my regression analysis now? I began reading about regression
analyis with heteroscedasticity, but didn?t get it.
So i started programming.
First
2011 Sep 20
1
Data
Hey everybody,
i am using the rugarch-package and its great!
I have a pretty easy problem, but i just dont get it, so thanks if you can
help me.
Normally i use:
/
data(DATANAME)
spec = ugarchspec()
fit = ugarchfit(data = x[,1], spec = spec)
fit
slotNames(fit)
names(fit at fit)
coef(fit)
infocriteria(fit)
likelihood(fit)
nyblom(fit)
signbias(fit)
head(as.data.frame(fit))
head(sigma(fit))