Re: [R] Garch in a model with explanatory variables

From: Tobias Muhlhofer <t.muhlhofer_at_lse.ac.uk>
Date: Sun 10 Jul 2005 - 20:22:58 EST

The Ox interface in fSeries is quite an easy way to accomplish this, although it produces some garbage, both in your current environment within R, as well as in the directory in which you are running R. You have to be careful also if you're on a Linux or other UNIX system, as the function has Windows pathnames hard coded into it, which you need to alter to the ones where your Ox resides.

Tobias



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