Ian,

Ruey Tsay provides updated instructions on his 2007 course page:
http://faculty.chicagogsb.edu/ruey.tsay/teaching/bs41202/sp2007/

The functions work with the latest Ox and G@arch versions.

Hannu

On 9/25/07, Ian McHale <I.McHale@salford.ac.uk> wrote:
>
> 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@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
>
> ______________________________________________
> R-help@r-project.org 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.
>

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