[R] fSeries Garch and Arfima Ox interface

[Ian McHale]

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 for R to find it.
3. Do the functions work with the latest version of Ox console (version 4)? Or do we need to use Ox version 3.40?
 
Does somebody have it working - can you let me know how you did it? For your information, I am currently using R 2.5.1 and I am following the instructions from http://faculty.chicagogsb.edu/ruey.tsay/teaching/bs41202/G@RCH_info.txt
 
Cheers
 
Ian
 
Dr. Ian McHale
Lecturer in Applied Statistics
Centre for Operational Research and Applied Statistics
The University of Salford
Maxwell Building
Salford
Greater Manchester
M5 4WT
Tel: 0161 295 4765
Fax: 0161 295 4947