search for: nikkei

...M: Executing the likelihood-function by it self takes half a minute. The optim() even longer. But I need several iterations. (maybe 1000 or even more) Is there a way to make it faster???? THX, John Reichenb?cher PS: The attachment are the time series, that are used data<-read.table("NIKKEI.txt", header=T) attach(data) data<-read.table("DAX.txt", header=T) attach(data) my_dax<-mean(dax) sd_dax<-sqrt(var(dax)) my_nik<-mean(nik) sd_nik<-sqrt(var(nik)) P_dax<-pnorm(dax,mean=my_dax, sd=sd_dax) P_nik<-pnorm(nik,mean=my_nik, sd=sd_nik) xi<-vector(le...

...colume become 1,2,3,4 in the excel file. Same problem happened if write.csv was used. If you run these two lines of code you'll get what I meant.. before running the code, package TTR needs to be loaded. >N225 <- getYahooData("^N225", 20000101, ) >write.table(N225,"Nikkei.xls",sep='\t', row.name = TRUE , col.name = NA) Appreciate your kind assistance! Thanks a lot in advance. -- View this message in context: http://r.789695.n4.nabble.com/Help-needed-for-getYahooData-in-TTR-package-writing-the-Yahoo-data-to-excel-tp2970017p2970017.html Sent from the...

...the GARCH (1 , 1) model, the Hill estimator (of alpha), and the Pareto estimator. I just got introduce to R. I am working on a paper which must be worked from R. You look at the difficulty I had from the text below. [1] "DAX" "DAX_CAC" "DAX_CAC40" "Nikkei" "NSCP" "T" [7] "Time" "x" "X" "Y1" "Y2" "Y3" [13] "Y4" >save.image("R:/My documents/.RData") >library(stats) >data(DAX_CAC) Warning mes...