[R] GarchOxFit Interface

Martin Becker martin.becker at mx.uni-saarland.de
Sat Mar 3 11:48:08 CET 2007

pilar.grau at urjc.es wrote:
> 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:\?
I suppose you are speaking of GarchOxFit in package fSeries, but you 
didn't mention which version of fSeries you are using. I think, in 
current versions (240.10068), you may set OXPATH in the global 
environment to your installation of OX, maybe it is even necessary to do so.
Apart from that I think there is still a buglet in the Ox-Interface 
functions, which I mentioned some time ago on R-sig-finance, see  
https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000498.html. I think 
you still find this buglet in the current version source (line 217 of 
4D-GarchOxInterface.R), but since I don't use the Ox interface any more, 
I am not sure. I think the quick workaround is to always store the time 
series to be fitted in the variable "x" in the global environment.

> My OS is windows XP.
> Thankyou for your help.
> Pilar Grau
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list