similar to: GarchOxFit Interface

-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:

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] >

Dear List, I'm now using Ubuntu 10.10 and I want to use the garchoxfit function.It seems that I need to download the package. While after installing the package,I still can't use the garchoxfit function.What's the reason and how to fix that? Thanks for your time! Best, Ning

Dear Sirs, I have a problem with the garchOxFit output. I want to display only the value of max.like.est and the information criteria. How can I do that; I enclose a part of GarchOxFit output, which is what I want to display. Best regards, Vasilios Ismyrlis GarchOxFit output No. Observations : 1000 No. Parameters : 2 Mean (Y) : -0.05511 Variance (Y) : 1.06869

Dear R help. Hello. I want to fit the model of "FIGARCH" on TimeSeries data. So I need to use the code of "garchOxFit". I don't know how to estimate FIGARCH model. Please let me know which package I need and what is procedure of estimating FIGARCH by R. I think I need this code! > garchOxFit(formula.mean = arma(0, 0), formula.var = garch(1,1), series =

Hi,   My question is how I load the package garchOxFit. I load the fGarch function that works quite well, but I can't use the garchOxFit function. I have tried looking at Help("garchOxFit"), I as far as I can understand I am supposed to download the OxConsole Software together with the "OxGarch" Package for free somewhere. But I dont know where to download it from? I have

Hi, Could somebody say if it is possible to compute APARCH-models with garchFit commands. I have earlier used aaa (garchOxFit) and now I try to use bbb (look below) aaa <- garchOxFit(formula.mean=~arma(1,0),formula.var=~aparch(1,1),series=nyk,cond.dist=c('gaussian')) bbb <- garchFit(formula=~arma(1,0)+aparch(1,1),data=nyk) aaa works well, but I need other characteristics of

Hello, What is wrong in the below code? What do Ihave to do to make it work? Gs file is my working directory but for some reason it cannot be found.. da <- read.table(file.choose(),header=T,sep="\t") head(da) source("garchoxfit_R.txt") m1=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=gs,include.var=F) Error in garchOxFit(formula.mean = ~arma(0, 0),

please send me the GarchOxFit Interface thanks _________________________________________________________________ [[elided Hotmail spam]] [[alternative HTML version deleted]]

Hi, I have a dichotomous variable (Q1) whose answers are Yes or No. Also I have 2 categorical explanatory variables (V1 and V2) with two levels each. I used logistic regression to determine whether there is an effect of V1, V2 or an interaction between them. I used the R and SAS, just for the conference. It happens that there is disagreement about the effect of the explanatory variables

Dear all, I have a problem with the function read.xls from the gdata package, error message see below. Two examples: First, I try to read my data, which does not work; Secondly, I tried the example code/data with the Iris data, which worked Any idea? Thanks, Lars > path<-"I:/subProjects/bh/HPGD/" > > setwd(path) > > xls <- "Platten_Liste_090421.xls"

---------- Forwarded message ---------- From: ma yuchao <ma.yuchao@gmail.com> Date: 2006-5-20 ÉÏÎç4:01 Subject: hello, everyone To: R-help@stat.math.ethz.ch Hello, R people: I have a question in using fSeries package--the funciton garchFit and garchOxFit if adding a regression to the mean formula, how to estimate the model in R? using garchFit or garchOxFit? For example,

Amigos de la erre. He creado mi primer bucle con for para entrenar unos modelos con GAM. La respuesta es quasipoisson porque estoy trabajando con densidades de peces. Sin embargo, tengo un problema, no se muy bien como añadir el offset a la formula siguiente cuando creo el bucle. GAM.A1 <-gam ((DYO)~s(DMA,k=4)+ s(WOD,k=4)+s(CIN,k=4)+s(DRA,k=4)+s(DBR,k=4)

Hola, buen día. Una consulta, no sé conozco en extenso todas las bondades de R, pero quería saber exactamente si hay algún paquete que permita realizar análisis ecológicos específicamente para comunidades marinas. Existen muchos índices, indicadores, estimadores en general en muchos programas que están a nivel de usuario, pero quería saber si todos estos pueden estar ya disponibles en R.

Estimados por solicitar su ayuda, estoy intentando cambiar el color de una etiqueta de un gráfico, he realizado múltiples intentos sin un resultado satisfactorio. Debido a que necesito realizar múltiples gráficos he realizado una función que dando parámetros de entrada me grafique las variables o los valores que deseo. Mi problema es en la representación de los colores. Los parámetros de la

Hello. I've just compiled Samba-3.0.0 on Tru-64 5.1b (AKA Digital Unix, AKA OSF) with base security (no shadow passwords) using the native compiler and GNU make. In smb.conf I'm forcing NTLMv2 only: security = user encrypt passwords = yes lanman auth = No ntlm auth = No client NTLMv2 auth = Yes client lanman auth = No

I am working on stock market volatility. I now need to apply "FIGARCH" model using R. I need garchOxFit package to support R in applying FIGARCH to my data set. Please help. Looking forward for your reply, With regards, Prashant [[alternative HTML version deleted]]

I am trying to fit the model above. I know how to do for an AR-GARCH , but I do not know how to use the TAR function , I do not know if it is possible to use a TAR-GARCH formula for the variance in the garchOxFit command. With many thanks, Adela Popescu. -- View this message in context: http://www.nabble.com/fitting-an-AR-TAR-GARCH-MODEL-tp16376527p16376527.html Sent from the R help mailing list

Hola a todos, y gracias por leer mi mensaje: Llevo utilizando unos meses R, vengo de SPSS, y estoy muy sorprendido con su capacidad. Mi problema, es que estoy intentando hacer una comparación entre tres sistemas de predicción: una regresión logística, un árbol de clasificación y una red neuronal. De momento, he podido hacer las comparaciones con los dos primeros sistemas, pero mi problema es la

Hi, I would like to some excel files with some worksheets. I tried this with the following R script: library(gdata) i<-1 rc<-0 while(rc != "try-error") { wksh<-try(read.xls("cluster-microarray-FW.xls",sheet=i,verbose=TRUE,perl="perl")) rc<-class(wksh) print(sprintf("------- i=%2d rc=%s ---------------",i,rc)) if (rc !=