similar to: Multivariate GARCH model in R

Good day everyone,   I tried to find a multivariate GARCH package and failed to find one. Although when I searched R I found the following link which describes the package:   http://www.r-project.org/user-2006/Slides/Schmidbauer+Tunalioglu.pdf   can any one help me with this issue.   Thank you in advance [[alternative HTML version deleted]]

Dear aDVISOR, Hope I am not disturbing you. Can you tell me how I can perform Multivariate Garch analysis in R. Also please, it is my humble request let me know some resource materials on Multivariate Garch analysis itself. Sincerely yours, -- Arun Kumar Saha, M.Sc.[C.U.] S T A T I S T I C I A N [Analyst] Transgraph Consulting [www.transgraph.com] Hyderabad, INDIA Contact # Home:

Anyone know if there's an R package somewhere that supports estimation of a linear regression model with GARCH error process? There's a garch command in the tseries package, but unless I'm missing something it is restricted to the univariate case, i.e. you can fit a GARCH model to a single time-series but not estimate a model with GARCH errors. -- Allin Cottrell Department of

Dear all, I would like to know that R has the function for garch-t,gjr- garch,qgarch and egarch. Best Regards, Luck

---------- Forwarded message ---------- From: Shubha Vishwanath Karanth <shubhak at ambaresearch.com> Date: Nov 24, 2006 7:54 PM Subject: Dates Conversion/write.foreign To: Shubha Karanth <shubhakaranth at gmail.com>, Shubha Vishwanath Karanth <shubhak at ambaresearch.com> Hi R experts, I need an urgent help... I have an a dataframe caled idat. Below i give a snapshot

Hi R, I need to generate 50 random numbers (preferably poisson), such that their sum is equal to 100. How do I do this? Thank you, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

Hi R, Let, x=1:80 I want to sum up first 8 elements of x, then again next 8 elements of x, then again another 8 elements..... So, my new vector should look like: c(36,100,164,228,292,356,420,484,548,612) I used: aggregate(x,list(rep(1:10,each=8)),sum)[-1] or rowsum(x,group=rep(1:10,each=8)) But without grouping, can I achieve the required? Any other ways of doing

Hi R, This is a cross tabulation question. Suppose that, > d=read.table("clipboard",header=F) > d V1 V2 V3 A One Apple A One Cake A One Cake B One Apple B One Apple B One Apple > table(d$V2,d$V3) Apple Cake One 4 2 But, I don't want the count to be like the above. Here, it is counting the

Hi R, If x=c(1,3,5) y=c(2,4,6) I need a vector which is c(1,2,3,4,5,6) from x and y. How do I do it? I mean the best way.... Thanks, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

Hi R, Can I get a comparison between R and MATLAB? How is R efficient than MATLAB? Or what are the weaknesses of R compared to MATLAB? Thank you very much for your help, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain confidential and/or

Hi R, I am trying to download the data from R. I give the below command. > library(fImport) > yahooSeries("IBM") trying URL 'http://chart.yahoo.com/table.csv?s=IBM&a=7&b=08&c=2007&d=7&e=07&f=2008& g=d&x=.csv' Error in download.file(url = url, destfile = file, method = method) : cannot open URL

Hi R, I have a list, l=list(list(c(1,2),c(4,5),c(6,7)),list(c(11,22,33),c(44,55,66))) > l [[1]] [[1]][[1]] [1] 1 2 [[1]][[2]] [1] 4 5 [[1]][[3]] [1] 6 7 [[2]] [[2]][[1]] [1] 11 22 33 [[2]][[2]] [1] 44 55 66 How do I know the dimensions of this list?... In other words, how many sub-lists, sub-sub-lists etc...are there in l? How do I know this?

Hi R, Can I transpose a data frame by a particular group variable? For example: d=data.frame(group=c(1,1,2,2,2),val=c(6,4,6,3,5)) And my output should be: data.frame(group=c(1,2),v1=c(6,6),v2=c(4,3),v3=c(NA,5)) Many thanks, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

Dear everyone, i`m a german economics student, writing my master´s thesis about "Multivariate Volatility Models". After having read about theoretical aspects of Multivariate GARCH ans Stochastic Volatility Models, I would like to compare DCC-GARCH and DC-SV with help of an empirical application. I figuered out that one has to use MCMC-simulation-methods for that. Some days ago I

Hi, Suppose a=matrix(1:9,3,3) > a [,1] [,2] [,3] [1,] 1 4 7 [2,] 2 5 8 [3,] 3 6 9 Now, > class(a[1:2,]) [1] "matrix" > class(a[1:3,]) [1] "matrix" > class(a[,1:2]) [1] "matrix" > class(a[,1:3]) [1] "matrix" But, > class(a[1,]) [1] "integer" > class(a[,1]) [1]

Hi, Could anyone tell me what is the command used in R to do 1. Differentiation 2. Newton Raphson method (Numerical Analysis in general...) Are there any packages separately for this? Thanks for your help! BR, Shubha [[alternative HTML version deleted]]

Hi R, I have a an excel file with a lot of data. I need to create an user interface in R, which has one single screen. It needs to contain a right pane containing the click buttons for different countries (say). If the user clicks a country, then a chart needs to be created for that country, taking the data from Excel. Is this possible and which package helps me in doing this? Many thanks in

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Hello R group, I'm using the tseries package to forecast variance and I would like to do the same with correlation. I can't find any way to do that with the function garch(). for example, I have a matrix of time series Date CACIndex SPXIndex DAXIndex NKYIndex 1 05/01/1998 3072.84 977.07 4384.81 14896.1 2 06/01/1998 3037.73 966.58 4352.63 14896.40 3

Hi R, A quick question: How do we find the number of words in a string? Example: C="Have a nice day" And the number of words should be 4. any built in function or?... Thanks, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain