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2007 Sep 25
1
fSeries Garch and Arfima Ox interface
...st version of Ox console (version 4)? Or do we need to use Ox version 3.40?
Does somebody have it working - can you let me know how you did it? For your information, I am currently using R 2.5.1 and I am following the instructions from http://faculty.chicagogsb.edu/ruey.tsay/teaching/bs41202/G at RCH_info.txt
Cheers
Ian
Dr. Ian McHale
Lecturer in Applied Statistics
Centre for Operational Research and Applied Statistics
The University of Salford
Maxwell Building
Salford
Greater Manchester
M5 4WT
Tel: 0161 295 4765
Fax: 0161 295 4947