Displaying 20 results from an estimated 1000 matches similar to: "Passing method to returns() /fSeries (PR#12713)"
2007 Oct 31
1
problem with package fSeries
Helo,
please look at the log below: after loading the fSeries library, I can not use the log function. Is this a bug or what am I doing wrong?
Because of this, I'm unable to use the garch library.
thanks a lot for any help,
Balazs Torma
> log(1)
[1] 0
> require("fSeries")
Loading required package: fSeries
Loading required package: robustbase
Loading required package:
2005 Apr 20
2
fSeries Technical Analysis rsiTA problem
fSeries Technical Analysis rsiTA problem
Hello,
I?m trying to use the rsiTA() function but keep getting this error:
>rsiTA(tsx,14)
Error in "[.timeSeries"(close, 1:(length(close) - 1)) :
only 0's may be mixed with negative subscripts
Here?s is the first three lines of my data:
>tsx[1:3,]
close
2004-04-18 20:00:00 8702.82
2004-04-19
2006 Apr 26
1
garchFit from fSeries
Dear R People:
I'm trying to use the garchFit function from the library(fSeries)
However, R freezes every time that I use it.
Is anyone else having this problem, please?
Thanks in advance!
R Version 2.2.1 Windows.
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgess at gator.uhd.edu
2013 Jan 30
1
fSeries not found in R
Hello all,
When I tried to install fSeries in R, I got the following error messages:
install.packages("fSeries",dependencies=T)
Warning message:
package 'fSeries' is not available (for R version 2.15.2)
Is this package changing/merging to another package?
Thanks,
Rebecca
----------------------------------------------------------------------
This message, and any
2005 Mar 23
1
Error in unitrootTest (fSeries)
Hello, I am getting the following error message from unitrootTest.
Do you have any clue of what could be wrong.
Details: AMD64 (x86_64) Gentoo Linux system.
library(fSeries)
kmodel <- list(ar=c(.3,0,0,0,0.7,-.4*.7),d=1)
x=armaSim(nobs,model=kmodel)
unitrootTest(x,trend="c",statistic="t",method="adf",lags=2)
Error in file(file, "r") : unable to open
2009 May 18
2
readBin on binary non-blocking connections (Windows & Unix differences/bugs)
R-devel:
I am encountering a consistency issue using socketConnection and
readBin with *non-blocking* connections on Unix and Windows XP (no
Vista to test).
I am a bit confused by the behavior of *non-blocking* connections
under Windows specifically. When calling readBin on a non-blocking
connection when there is no data to read on the socket, the connection
under Unix will return a vector of
2004 Nov 10
2
fSeries
Good morning everyone,
I use for the first time the package fSeries and i try to run the example
given by Diethelm Würtz. But when i run its example which is the following
#
# Example:
# Model a GARCH time series process
#
# Description:
# PART I: Estimate GARCH models of the following type ARCH(2)
# and GARCH(1,1) with normal conditional distribution functions.
# PART II: Simulate
2005 Dec 04
1
fSeries: garchOxFit - is really the example provided not runnig?
Dear R-helpers,
I have just loaded the fSeries package and I wanted to run the example provided in the documentation of garchOxFit but I got the following:
> library(fSeries)
> ?garchOxFit
> library(datasets)
> ?garchOxFit
> ## Not run:
> ## garchOxFit -
> # Load Benchmark Data Set:
> data(dem2gbp)
> x = dem2gbp[, 1]
>
2005 Dec 04
1
fSeries package: ?aparchFit
Dear R-helper,
I wish to implement the APARCH model as described in the fSeries documentation.
But I get the following:
>library(fSeries)
[...]
> ?aparchFit
No documentation for 'aparchFit' in specified packages and libraries:
you could try 'help.search("aparchFit")'
> help.search("aparchFit")
No help files found with alias or concept or
2005 Dec 13
1
fSeries
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$series
All the coefficients are ok
2009 Mar 05
3
character string as object name
Can someone please tell me why the following (last line) doesn't work
(as I expect it to :-)
library(quantmod)
a = getSymbols("MSFT",from="2009-3-01")
a
MSFT
eval(as.name(a))
MSFT$MSFT.Adjusted
b=paste(a,'$MSFT.Adjusted',sep='')
b
eval(as.name(b))
Why does this last line not work the way the earlier eval does?
Thanks.
2010 Dec 07
3
help on timeseries
i have time series of momentum signal. I want to get the date of each of the
"-1" signal period. for example , the first period of -1 signal begins on
2005-9-21 and ends on 2005-9-28. 2nd period of -1 signal begins on
2005-09-30 and ends on 2005-10-28.
Thx
Cameron
date Px 200MA Signals
2005-09-15 26.27 25.83865 1
2005-09-16 26.07 25.83275 1
2011 Mar 16
3
Reorganize data frame
Hi group,
I am trying to convert the organization of a data frame so I can do some
correlations between stocks,
I have something like this:
stock.returns <-
data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04)))
colnames(stock.returns) <-
2008 Jun 02
1
Help : R-packages : Problems loading package fSeries
Hi.
I am trying to load the package fSeries, in order to load the package
fGarch after.
However, it says the following message.
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: fBasics (Error : ... infinite recursion)
Loading required package: fImport
Loading required package: fSeries
Loading
2005 Jun 09
1
Error to install library( fSeries)
Dear @ll Friends,
After trying to install some libraries such as fSeries, I receive this error:
Fehler: unable to create temp directory 'C:/Programme/R/rw2010pat/library\file12763'
Also after trying to install other packages ,I receive similar errors, for example, installation of tseries:
Fehler: unable to create temp directory 'C:/Programme/R/rw2010pat/library\file30539'
...
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
-Bugs and fixes reported to Diethelm Wuertz.
-In the interim. To make the Ox functions part of the fSeries package work please follow the following steps.
-------------------------------------------------
1. Install R-project.
2. Install fSeries.
3. Download: http://www.core.ucl.ac.be/~laurent/G@RCH/site/xbdcons/garch42.zip (G@RCH package for Ox)
4. Download:
2010 May 26
2
segfault on 2.11.0 with large POSIXct vector using as.character
Running "as.character" on a large POSIXct causes a segfault on my 2.11
(2010-04-22) install. Seems to crash at around 9e4 ... on OSX and Ubuntu at
least.
> invisible(as.character(Sys.time()+1:7e4))
> invisible(as.character(Sys.time()+1:8e4))
> invisible(as.character(Sys.time()+1:9e4))
Error: segfault from C stack overflow
> invisible(as.character(Sys.time()+1:5e5))
Error:
2017 Sep 18
3
Convert data into zoo object using Performance analytics package
Dear All,
While i am trying convert data frame object to zoo object I am
getting numeric(0) error in performance analytics package.
The source code i am using from this website to learn r in finance:
https://faculty.washington.edu/ezivot/econ424/returnCalculations.r
# create zoo objects from data.frame objects
dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y")
dates.msft =
2010 May 30
1
890FX AMD-Vi (IOMMU)
Hello,
I was hoping someone might be able to tell me why IOMMU does not seem to be found on my system. At the very least is there any way I can get more debug information in addition to adding iommu=verbose to the command line?
Xen 4.0.0
MSI 890FXA-GD70 (I spoke with an MSI representative who confirmed that this motherboard does support IOMMU)
AMD Phenom II 1090T x6
# dmesg
__ __
2008 Nov 14
1
Problem trying to download rimage package (second try)
Hi,
There seems to have been some problem with posting my earlier message and am
providing a link to the problem I faced which is at
https://stat.ethz.ch/pipermail/r-devel/attachments/20081114/84972faf/attachment.pl
Any help would be appreciated as I need to use this package urgently and
also tried various other things without luck
Thanks
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