similar to: R CMD SHLIB flags

Hi, I'm running R 2.4.1 on Fedora Core 6 and am unable to install the tseries package. I've resolved a few problems getting to this point, by running a yum update, installing the gcc-gfortran dependency, but now I'm stuck. Could someone please point me in the right direction? ========R install.packages output ======= ==================================

I upgraded to R-2.2.1 on two PPC G5 computers today. Further I want to work with the tseries package for the first time. As root with R CMD INSTALL tseries_0.10-0.tar.gz I get the following gcc-3.3 -bundle -flat_namespace -undefined suppress -L/usr/local/lib - o tseries.so arma.o bdstest.o boot.o dsumsl.o garch.o ppsum.o tsutils.o -framework vecLib -L/usr/local/lib/gcc/powerpc-apple-

I have just installed the 64 bit version of R, using yum. The version is: 2.6.2-1.fc7.1.x86_64. I installed zoo without any major problem and the same with quadprog (a few warnings). However, when I came to install tseries I get the following: install.packages() Warning in install.packages() : argument 'lib' is missing: using

Dear R People, in the R FAQ (in the R Programming section) it says ********************************************************************** How can I change compilation flags? =================================== Suppose you have C code file for dynloading into R, but you want to use `R CMD SHLIB' with compilation flags other than the default ones (which were determined when R was built).

Hi all, I've successfully compiled R-1.2 on a Linux box (Mandrake 7.1). However, when I installed packages from sources, I run into problems with the packages logspline and tseries. The error messages are as follows. Can anyone help? The compiler is gcc 2.95.3, if that helps. Andy ================================================ Installing source package `logspline' ... libs gcc

Just in case anyone cares or is hitting the same problem: to install current mgcv (1.0-5) on 1.9.0 on Knoppix/Debian unstable I had to: # cd /usr/lib # ln -s /usr/lib/atlas/libblas.so.3 libblas-3.so # ln -s /usr/lib/atlas/liblapack.so.3 liblapack-3.so Otherwise compilation couldn't find -lblas-3 or -llapack-3 (I could have gotten away with the links in /usr/lib/atlas instead of /usr/lib,

Dear all R user, Please forgive me if my problem is too simple. Actually my problem is basically Statistical rather directly R related. Suppose I have return series ret with mean zero. And I want to fit a Garch(1,1) on this. my is r[t] = h[i]*z[t] h[t] = w + alpha*r[t-1]^2 + beta*h[t-1] I want to estimate the three parameters here; the R syntax is as follows: #

Hello again! Is there a way to include a mean in the garch function in the library(tseries), please? I tried include.mean=T in the function statement but it didn't work thanks in advance! R Version 2.2.1 Windows Sincerely, Erin mailto: hodgess at gator.uhd.edu

Hi, I am attempting to fit a ARMA/GARCH regression model without success. ### ARIMA-GARCH model with regressor ### ### Time series data: A multivariate data set. cov.ts.dq = cov.ts[1:4,"dq1"][!is.na(cov.ts[,"dq1"])] cov.ts.day = ts.intersect(dq = diff(q.ts), day = lag(q.ts, -1)) ### The following R scripts work: (summary(no.day.fitr <- garchFit(dq ~ arma(0,3) +

Hello all, I would like how to modelized a time serie with AR-ARCH process. It can be used arma and garch functions in tseries package for build ar process or a garch process, but how can it be modelized a ar-garch model ? Thanks [[alternative HTML version deleted]]

Hello - Here's what I'm trying to do. I want to fit a time series y with ARMA(1,1) + GARCH(1,1), there are also an exogeneous variable x which I wish to include, so the whole equation looks like: y_t - \phi y_{t-1} = \sigma_t \epsilon_t + \theta \sigma_{t-1} \epsilon_{t-1} + c x_t where \epsilon_t are i.i.d. random variables \sigma_t^2 = omega + \alpha \sigma_{t-1}^2 + \beta

Dear R experts, I am trying to estimate an ARMA 2,2 model with garch errors. I used the following code on R 2.9. #library library(fGarch) #data data1<-ts(read.table("C:/Users/falcon/Desktop/Time Series/exports/goods1.csv"), start=c(1992,1), frequency=12) head(data1) #garch garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), data=data1) but get this error: >

Hi, I've fitted a GARCH(1,1) for the residuals of my time serie (X). X is an ARMA(1,1) process. Now I want to do a n-step forecast for X, knowing these processes. How can I do this? I know that there's a command: predict() for ARIMA processes and so on, but what about GARCH? I've got: arma=arima(x, order=c(1,0,1)) (...) garch11<-garch(residuals(x),order = c(1, 1))

Hi, Although my doubt is pretty,as i m not from stats background i am not sure how to proceed on this. Currently i am doing a forecasting.I used ARIMA to forecast and time series was volatile i used garchFit for residuals. How to use the output of Garch to correct the forecasted values from ARIMA. Here is my code: ###delta is the data fit<-arima(delta,order=c(2,,0,1)) fit.res <-

I'm trying to use garchFit from fSeries, with Student or Skewed Student conditionnal distribution. Let's say that eps (vector) is my series of daily log-returns: data(EuStockMarkets) eps = diff(log(EuStockMarkets[,"CAC"])) library(fSeries) g = garchFit(series = eps, formula.var = ~garch(2,2), cond.dist = "dstd") s = g at fit$series All the coefficients are ok

Hello R-list-members, I'm trying to model ARMA(0,2) & GARCH(1,1) process using the code below, but according to my textbook, the estimated parameters are wrong. The MA-parameters should be negative. (I've got the same problem using garchFit()). Can anyone tell me what I'm doing wrong? And how can I calculate the hessian matrix? Many thanks, Desislava Kavrakova Code:

Dear lists: I could not calculate what is wrong with my installing. Could you help me to find the solution? Thanks. Following are the installing screen massages: install.packages("demography") 将程序包安装入‘/home/zzk/R/i686-pc-linux-gnu-library/2.12’ (因为‘lib’没有被指定) --- 在此連線階段时请选用CRAN的鏡子 --- 载入Tcl/Tk接口... 完成 also installing the dependencies ‘akima’, ‘rgl’, ‘misc3d’, ‘quadprog’, ‘zoo’, ‘locfit’,

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

Hello I want to predict the future values of time series with Garch When I specified my model like this: library(fGarch) ret <- diff(log(x))*100 fit = garchFit(~arma(1,0,0)+garch(1, 1), data =ret) predict(fit, n.ahead = 10) meanForecast meanError standardDeviation 1 0.01371299 0.03086350 0.03305819 2 0.01211893 0.03094519 0.03350248

If I have a list: list = c(~garch(1,1), ~arma(1,1)) and I run typeof(list[1]), the output is a list object. But I want each element in the list to be a language object. How do I transform these list objects to language objects? -- View this message in context: http://r.789695.n4.nabble.com/how-to-convert-list-to-language-object-tp2966813p2966813.html Sent from the R help mailing list archive at