search for: snvk

Hi R-users Can the users let me know how to do MGARCH estimate (Bivariate GARCH) and volatility forecast for 2 variables in R. thanks and regards snvk

....exe "Cannot find Java/R Interface (JRI) library (jri.dll) Please make sure you start JGR by double clicking the JGR.exe program" I know this is R help forum, but trying to get help from experts who are using JGR. Any help or idea will be highly appreciated. thanks and regards, SNVK [[alternative HTML version deleted]]

...uot;abnew.txt", header=TRUE) > a X.??S 1 NA 2 2 3 2 4 NA 5 2 6 2 7 NA 8 2 9 2 10 NA the o/p looks like as copied above. can some one help me on correct data reading. your earliest response will help me a lot. thanks and regards snvk

...on, some thing like this. > subset(df, unique(Commodity), select = c(Commodity, Attribute, Unit)). I know this is not correct as it returns an error 'subset needs a logical evaluation'. Trying various ways to accomplish the task. will be grateful for any ideas and help Regards, SNVK [[alternative HTML version deleted]]

...and futures and some times even negative. Can someone suggest me a) the tests to judge the reliability of hedge-variance values b) Is there any other better method than described here for estimating the hedge-variance values Thank you for the attention and look forward for an early reply rgds snvk

...future change, co-effi is 0.3, and R2 is only 0.025 a) in such scenario can someone help me in estimating the ratio which are time varying. b) is there a way to define the function as the correlation will work at given level of basis (futures - spot). thank u for the help and co-operation rgds snvk