[R] fSeries - Ox - ver: 240.10068 - Steps to make it work

[Martin Becker]

I think there is still a small bug which I reported some time ago to 
r-sig-finance 
(https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000498.html) and 
which takes effect if the time series is not stored in the variable 'x':

The line

    write(x, file = "OxSeries.csv", ncolumns = 1, append = TRUE)

in .garchOxFit() (fSeries version 240.10068) should read

    write(x = series, file = "OxSeries.csv", ncolumns = 1, append = TRUE)

instead.

Incorporating the changes for OX-G at RCH4.2 could be a good occasion to 
fix this as well :-)

Regards,

  Martin


Ian Gregory wrote:
> -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.
>
>   
[snip]