armaFit - IT WORKS!!

[Dennis Uyemura]

Dear Prof. Wuertz:

I have now successfully run the armaFit function!

As I wrote before, I was using R code developed at Texas A&M 
University to accompany the book by David Ruppert, "Statistics and Finance".
That code was written about one year ago.
At that time, the syntax:  "fit_ar<-armaFit(formula = LogReturn ~ 
arima(1,0,0))" was correct.
However, today, it apparently no longer works.

Today, I changed the function call to:  "fit_ar<-armaFit(~ 
arima(1,0,0),data = LogReturn)" and it works beautifully!

So, I am extremely happy.  Thank you for responding to my earlier 
emails and for suggesting some help.  Again, I greatly appreciate 
your wonderful Rmetrics!

Dennis Uyemura
San Diego, CA

At 06:46 AM 4/11/2008, Dennis Uyemura wrote:
>Prof. Wuertz:
>
>Yes, today I re-installed the latest versions of:  fArma, fBasics, 
>fImport, fSeries, fCalendar, fEcofin, fUtilities.
>I have R version 2.6.2.
>I have loaded the other required packages:  robustbase, RUnit, 
>stats, graphics, methods, MASS, utils, spatial, tcltk, and zoo.
>I still get the same error:
>'Error in eval(expr, envir, enclos) : object "package" not found'
>
>Thank you for investigating this issue.
>Dennis Uyemura
>
>
>At 02:48 AM 4/10/2008, Diethelm Wuertz wrote:
>>Dennis Uyemura wrote:
>>>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
>>Have you loaded the package?
>>require(fARMA)
>>kind regards Diethelm Wuertz
>>
>>The 2nd International R/Rmetrics User and Developer Workshop ...
>>[http://www.rmetrics.org]
>>
>>
>>>
>>>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
>>>>>
>>>>>_______________________________________________
>>>>>Rmetrics-core mailing list
>>>>>Rmetrics-core at r-project.org
>>>>>https://stat.ethz.ch/mailman/listinfo/rmetrics-core
>>>>
>>
>>