similar to: fSeries - Ox - ver: 240.10068 - Steps to make it work

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] >

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

I'll be even more tangent. Those interested in Ox, see http://www.de.ufpe.br/~cribari/ox.pdf Cheers, Francisco. Date: Fri, 6 Apr 2001 09:34:19 +0100 (BST) From: Bill Simpson <wsi at gcal.ac.uk> Subject: Re: [R] Using Gauss with R This is a tangent to your question. The economist Jurgen Doornik has written a language called Ox: http://www.nuff.ox.ac.uk/Users/Doornik/doc/ox/ox.htm

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

Hi David, I hope all is well w/ you. Co-operation beetwen R and Ox would be most welcome. A possible problem lies in the fact that, although free for academic use, Ox is not open source. I too have been using Ox for computer-intensive programming. I also code some of my programs in C, but I always try Ox first, and in most cases it is efficient enough. For details, see

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

Hello all, This is a request for help from somebody who has the Ox interfaces working in R. I am trying to get the Ox interfaces working for Arfima and Garch modelling. However, I am having several problems: 1. The link to download G at rch_v40 does not work. Does anybody have a copy to email to me please? 2. Various guides offer different instructions for installing Ox in the correct place

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

---------- 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,

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! &gt; garchOxFit(formula.mean = arma(0, 0), formula.var = garch(1,1), series =

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 All, Currently I'm working in FIGARCH process [Fractionally Integrated Generalized Autoregressive Conditional Heteroscedasticity]. I've already got the codes to do the process in S-Plus. Can anyone help me to do it in R? Thanks, SUMANTA BASAK. ------------------------------------------------------------------------------------------------------------------- This e-mail may

I have compiled a package in R which performs the Doornik-Hansen (1994) version of the omnibus normality test (a finite sample version of the Jarque-Bera test), including a variation which allows for weak dependence rather than independence of the variable(s) in question. I have tried to contact the compiler of the "nortest" package (which deals with the same subject) but have not

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

The following runs in an eyeblink on my 700Mhz Thinkpad T-20 (256 MB RAM) with Windows NT: var(matrix(rnorm(4000000),ncol=4,nrow=1000000)) This also has the virtue of being quite readable. You could allow an arbitrary covariance matrix and mean vector and it increases the time slightly, but still only about 5 seconds. Regarding performance, having tons of RAM is crucial. My Windows NT and the

Please only reply to me if you have a lot of patience for a newbie. I hate Ubuntu and I'm stuck with it. Anyways, I figured out how to download the shockwave player and I can play the games online, but when I try to log in to the unlimited membership from my downloaded game (not in my browser) (i have a membership to the unlimited download shockwave games) I get the message "exception:

Some ISP's provide a static hostname on a dynamic host, which you can use to your advantage. Ask them if it is possible. For example, up where I am an extremely large ISP is Telus Communications. They require you to register the host's MAC address with an online tool and when you do, the tool shows you a static hostname which you can use to address the host regardless of the IP address.