similar to: GarchOxFit output

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 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 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 =

Hello, I am having problems with the GarchOxFit. I have my Ox Console instaled in c:\Program Files\ox, and when I execute the GarchOxFit the result is C:\Ox\bin\oxl.exe not found. I there any posiblility to execute the command without installing again Ox in c:\? My OS is windows XP. Thankyou for your help. Pilar Grau

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

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

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),

Hi everybody, I have fitted an ar(1),Garch(1,1) model to some observations with the help of the garchFit function which is in the fGarch package. Here what I've done: library("fGarch") fit = garchFit(formula=~ar(1)+~garch(1,1), data=garat) Now I want to count AIC for this model. How can I do it? I cannot do it with the AIC function of stats package, because R tells me: "Error

-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:

Speaking of optimization and speeding up R calculations... I mentioned last week I want to speed up calculation of generalized inverses. On Debian Wheezy with R-2.15.2, I see a huge speedup using a souped up generalized inverse algorithm published by V. N. Katsikis, D. Pappas, Fast computing of theMoore-Penrose inverse matrix, Electronic Journal of Linear Algebra, 17(2008), 637-650. I was so

---------- 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,

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

Hi everyone, I am quite new to R. my command is t.test(c(1:5,7:11), y=c(1:10),alternative = c("two.sided"), paired = TRUE) The output is Paired t-test data: c(1:5, 7:11) and c(1:10) t = 3, df = 9, p-value = 0.01496 alternative hypothesis: true difference in means is not equal to 0 95 percent confidence interval: 0.1229738 0.8770262 sample estimates: mean of the differences

Dear all, I am running a logistic regression and this is the output: glm(formula = educationUniv ~ brncntr, family = binomial) Deviance Residuals: Min 1Q Median 3Q Max # ???? ????? ?? ???????? -0.8825 -0.7684 -0.7684 1.5044 1.6516 Coefficients: Estimate Std. Error z value Pr(>|z|) (Intercept) -1.06869 0.01155 -92.487 <2e-16 *** brncntrNo

First, my installation is samba 2.2.8 running as a daemon (not inetd) on Solaris 8 configured to use a WINS server and provide authentication via a PDC (same host as WINS server). I do have an lmhosts file in the samba /lib directory with the PDC/WINS server address in it. My globals section; [global] workgroup = WORKGROUP netbios name = SAMBASERVER security =

I am not sure if your problem is similar to what we have just experienced. we are using samba 2.2.3a-12.3 on debian with winxp sp1 clients we are using roaming profiles first logon after reboot fails sortof Windows cannot find a server copy of roaming profile will logon with local profile funny thing we never saw any activity in hostname.log (seperate smb.log for each machine) smbstatus showed

I''ve added file_column and RMagick to my application and I''ve started implementing the first uses of it, and noticed something odd. Since adding the file_column plugin, I get this at the bottom of my pages on the live server: "Loaded suite dispatch.cgi Started Finished in 0.00021 seconds. 0 tests, 0 assertions, 0 failures, 0 errors" Locally (on my Windows XP

I'll try to be more clear, but will have to give much more info. Here we go.... As part of my Masters in Public Health I writing a dissertation reviewing the mortality trend of internally displaced persons in camp settings in Sub Saharan Africa. I have 50 surveys with - crude mortality rate (cmr), CMR lower confidence interval(cmrlci), CMR upper confidence interval(cmruci), - recall period