Fwd: Problem using function armaFit

Dennis Uyemura duyemura at ix.netcom.com
Mon Apr 7 13:43:20 CEST 2008


Prof. Wuertz:

I have downloaded the current version of package fArma from CRAN.  I 
still get the same error for the "armaFit" function, as follows:
Error in eval(expr, envir, enclos) : object "package" not found

Thank you,
Dennis Uyemura
San Diego, CA

At 07:48 AM 4/6/2008, you wrote:
>Dennis Uyemura wrote:
>>>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)
>>>>
>ARMA Code has bee moved to the fARMA package. Please load the package from
>CRAN and try again. If you have still problems, please let me know.
>
>Diethelm Wuertz
>>>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
>>>
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