similar to: How to use "Update" for an object of clss GOGARCH

Dear list-member, I am currently developing a package with S4 classes. The NAMESPACE and DESCRIPTION is printed below. Within this package I have set a method "residuals" for two classes. In version 2.8.1 these two are reported whereas in R-Devel (2009-01-28 r47766). What have I missed? What has changed and how can I rectify the issue? Your help and pointers are welcome. For 2.8.1:

Hi all, I've just downloaded and installed the latest R 32-bit version plus RExcel and R Commander. I'm having several problems in loading gogarch package: The command *library(gogarch, pos=4)* returns *ERROR: package/namespace load failed for 'gogarch'* The command *require(gogarch)* returns *Error : Function found when exporting methods from the namespace 'gogarch'

Bugs item #10844, was opened at 2007-05-15 03:00 You can respond by visiting: http://rubyforge.org/tracker/?func=detail&atid=218&aid=10844&group_id=35 Category: Incorrect behavior Group: v0.4 Status: Open Resolution: None Priority: 3 Submitted By: Nobody (None) Assigned to: Kevin Smith (qualitycode) Summary: GridTableBase clss not defined Initial Comment: In the Wxruby2 module,

hi, I am trying to calculate distance matrices for binary data frame. I am using dist.binary in 'ade4' package. This is the code i run and get error message as 'missing value where True/False needed: clss <- as.data.frame(cls) dist.binary(clss, method = 1, diag = FALSE, upper = FALSE) Also, if i convert the factors into numeric(i.e,1&2 in the place of 0&1 for present/absent

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

Hello, I have the similar issue in estimating a GARCH model with exogenous variables in the mean equation. Currently, to my understanding, the garch function in tseries package can handle univariate model, and garchFit in fGarch can handle ARMA specification. I wonder if there is any R function that can handle exogenous variables in estimating GARCH? Thank you a lot. Edwin -- View this

Hi R users, Heard that I can't use multivariate GARCH model in R because R has only univariate GARCH models.... So, how can I run a multivariate GARCH model in R? Also, SPLUS has this utility...any ideas how can I use it in R? Thanks Shubha [[alternative HTML version deleted]]

Dear Sir, I am attempting to get a Broad Band Modem working on: sony# uname -a FreeBSD sony.family.hom 6.2-PRERELEASE FreeBSD 6.2-PRERELEASE #2: Tue Dec 19 16:55:50 EST 2006 root@sony.family.hom:/usr/obj/usr/src/sys/SONY01 i386 The device is a Sprint PC5740 pc card. When I perform a "man umodem" the card is listed (vendor = Curitel) UMODEM(4)

Hello, I have a univariate data set, and the unconditional variance is 1. I would like to fit a GARCH(1,1) model to the data set with a constraint: \omega (the constant parameter in GARCH(1,1)) is equal to 1-\alpha-\beta. So the unconditional variance can be controled to be \omega /(1-\alpha-\beta) = 1. I was using garchFit (fGARCH package) but did not find the way to control. Any help?

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I purchased the 256 MB A-DATA flash drive (USB 2.0 SpeedDrive), but the system can't query its size. Here is corresponding parts of system messages (boot -v): >>>>>>>>>>> Aug 5 12:53:57 goshik /kernel: Copyright (c) 1992-2003 The FreeBSD Project. Aug 5 12:53:57 goshik /kernel: Copyright (c) 1979, 1980, 1983, 1986, 1988, 1989, 1991, 1992, 1993, 1994 Aug 5

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 have been looking at multiple websites on GARCH and have looked at some books and I am getting contradictory models given for GARCH. If I use the GARCH function to fit my model, I am confused as to what the coefficents given refer to. For example if I fit a GARCH(1,1) model, GARCH will give me three coefficients Ao, Ai, and Bi I know Ao refers to the constant of the model. But what

Dear R users, I need to estimate an ARCH(1,0) model with t-residuals. To do this I use garchFit function from fGarch library. However, I get the following error message: Error in.garchInitParameters (formula.mean = formula.mean, formula.var = formula.var, ): object "alpha" not found I tried to estimate this model with different series, but I always get this error message. For example,

Ukech U. Kidi wrote: > dax<- diff(log(DAX_CAC$DAX[1:1865])) > m1<- garch(dax) > Error: couldn't find function "garch" > m1<- garch(dax[1:1865]) > Error: couldn't find function "garch" > m1<- garch(dax[1:1865]) I am sorry, but I forgot to change the addres to r-help in the reply. Well, I am not sure, wheere do you want to get

Hello Following some standard textbooks on ARMA(1,1)-GARCH(1,1) (e.g. Ruey Tsay's Analysis of Financial Time Series), I try to write an R program to estimate the key parameters of an ARMA(1,1)-GARCH(1,1) model for Intel's stock returns. For some random reason, I cannot decipher what is wrong with my R program. The R package fGarch already gives me the answer, but my customized function

-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:

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 =

Hi, there, First of all, I am not familar with the GARCH concept as well as R interface. I have three questions regarding GARCH (1,1). First, I got tseries package from CRAN. Where exactly am I supposed to install it? In my case, I copies it to C:\Program Files\R\rw2001\library. What do I need to do in order to actually install it? Second, I am not sure if I've installed it properly, but

Hey Guys, i want to do a CAPM-GARCH model. I didn?t find anything posted online. (If there is something - shame on me - i didn?t find it.) My Problem: What is the difference if I let the residuals ?e? follow a garch process ? How do I do my regression analysis now? I began reading about regression analyis with heteroscedasticity, but didn?t get it. So i started programming. First