Re: [R] FIGARCH

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Fri 04 Nov 2005 - 13:47:40 EST

          RSiteSearch("FIGARCH") revealed that Diethelm Wuertz prepared an R interface to Ox Garch. However, "Ox and all its components are copyright of Jurgen A. Doornik. The Console (command line) versions may be used freely for academic research and teaching purposes only. Commercial users and others who do not qualify for the free version must purchase the Windows version of Ox ... ." See "http://finzi.psych.upenn.edu/R/library/fSeries/html/A3-GarchOxModelling.html".

	  I don't know if this will help you.
	  Best Wishes,
	  Spencer Graves

Sumanta Basak wrote:
> Hi All,
>
>
>
> Currently I'm working in FIGARCH process [Fractionally Integrated
> Generalized Autoregressive Conditional Heteroscedasticity]. I've already
> got the codes to do the process in S-Plus. Can anyone help me to do it
> in R?
>
>
>
>
>
> Thanks,
>
> SUMANTA BASAK.
>
>
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-- 
Spencer Graves, PhD
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Received on Fri Nov 04 14:07:00 2005

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