Spencer Graves spencer.graves at pdf.com
Fri Nov 4 03:47:40 CET 2005

	  RSiteSearch("FIGARCH") revealed that Diethelm Wuertz prepared an R 
interface to Ox Garch.  However, "Ox and all its components are 
copyright of Jurgen A. Doornik. The Console (command line) versions may 
be used freely for academic research and teaching purposes only. 
Commercial users and others who do not qualify for the free version must 
purchase the Windows version of Ox ... ."  See 

	  I don't know if this will help you.
	  Best Wishes,
	  Spencer Graves

Sumanta Basak wrote:
> 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,
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Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
Fax: 408-280-7915

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