similar to: Rmetrics fMultivar how to?

Hello, My problem is, that I have to build hundreds of GARCH models to obtain volatility forecasts. I would like to run a loop, that would build those forecasts for me. There is no problem, with writing only the results of the forecasts, but I'd like to have stored results of the models in some file, that I could check later, what are the models like, to be able to compare if I should use

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, I'd like to draw 2 plots in one graph. Here is my code: plot(data_min1$macd,main="1 min MACD",type="l") lines(data_min1$macdsig,col="red") par(new=T) plot(data_min1$macdhist,type="h",main="") axis(4) par(new=F) It seems it works. But left axes of two graphs are over-drawn. Could you let me know how to fix it ?

Hello, I have problem with using color. plot(data_min1$macd,col='black',main="1 min MACD",type="l") lines(data_min1$macdsig,col="red") par(new=T) plot(data_min1$macdhist,col=data_min3$histcol,type="h",main="") axis(4,col='black') par(new=F) When I remove ",col=data_min3$histcol" in the 2nd plot()

Hi, So far my plotting needs have been sort of ignored as I got acquainted with R this week, but now that I have the basics in place for the program I wanted to write it's time for me to start learning about how to make output that better suits my needs. I think I have two sort of charts I need to concentrate on learning how to produce: 1) Probably a trivial request - a single chart that

Hey all, Virgin post to this list - hope I've got it right ;o) I've been learning R intensively the last two weeks and gone from newbie status to *reasonably* comfortable with it. Here's an issue I just cannot solve however as it appears to be some kind of bug in R itself. But I won't claim that for sure. I have a function as follows: FindHighRow <- function(searchVector,

Full_Name: John P Cavanaugh Version: .99 OS: linux Submission from: (NULL) (24.116.10.99) dataset$ema12 <- EMA (dataset$Close,12) dataset$ema26 <- EMA (dataset$Close,26) dataset$MACD_fast <- dataset$ema26 - dataset$ema12 dataset$MACD_slow <- EMA(dataset$MACD_fast,9) dataset$MACD_hist <- dataset$MACD_fast - dataset$MACD_slow # This line doesnt work!!! But... if I does work if I

Dear all, I have a problem while working with hourly data of fx rates. I've read from a csv file, the following way: csv-file like: Date,Open,High,Low,Close,Volume 2011-08-11 03:00:00,1.41758,1.42205,1.41625,1.42174,8974 ... 2011-08-12 04:00:00,1.42175,1.42413,1.42067,1.42172,7229 ... 2011-12-30 05:00:00,1.42173,1.42341,1.42062,1.42171,6703 ... raw<-