[R-SIG-Finance] Problems in fSeries 240.10068

Mukhopadyay.C cm at mgmt.iisc.ernet.in
Thu Apr 5 08:11:35 CEST 2007


Hi:

I am unable to use any function in fSeries 240.10068.
For example,
garchFit(ts(ret)~arma(1,1)+garch(1,1))
is giving
Error in eval(expr, envir, enclos) : could not find function 
".modelSeries"
source("/usr/local/lib/R/library/fSeries/demo/xmpDWChapter034.R")
is giving
Error in parse(file, n = -1, NULL, "?") : syntax error at
1096:       )
1097:     )
armaFit(x ~ arma(2, 1)) is giving
Error in eval(expr, envir, enclos) : object "package" not found

Can someone please help? Thanks in advance.



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