Fwd: Problem using function armaFit

[Dennis Uyemura]

>Date: Sat, 05 Apr 2008 07:59:16 -0700
>To: wuertz at itp.phys.ethz.ch
>From: Dennis Uyemura <duyemura at ix.netcom.com>
>Subject: Problem using function armaFit
>
>
>Dear Prof. Wuertz:
>
>I have been reading "Statistics and Finance: An Introduction" by Dr. 
>David Ruppert.  The R code for this book was developed by a team at 
>Texas A&M University and they rely on your Rmetrics 
>libraries.  Their website for the R code 
>is:  http://www.stat.tamu.edu/~ljin/Finance/stat689-R.htm
>
>I am writing because I ran into a problem in running their R 
>code.  When I try to use the function "armaFit" I get an 
>error.  Here is the specific code and error:
>
> > fit_ar <- armaFit(formula = LogReturn ~ arima(1,0,0))     #AR (1)
>Error in eval(expr, envir, enclos) : object "package" not found
>
>I also noticed that the function was moved into a different library 
>(fArma) instead of the library that the Texas A&M team used 
>(fSeries).  While I do not expect any reply to this message, I 
>thought that you might refer this message to whoever is supporting 
>this library for further investigation.
>
>Let me also thank you very sincerely for your Rmetrics package.  I 
>am enjoying learning and using it very much.
>
>Sincerely,
>Dennis Uyemura
>San Diego, CA