I think there is still a small bug which I reported some time ago to
r-sig-finance
(https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000498.html) and
which takes effect if the time series is not stored in the variable 'x':
The line
write(x, file = "OxSeries.csv", ncolumns = 1, append = TRUE)
in .garchOxFit() (fSeries version 240.10068) should read
write(x = series, file = "OxSeries.csv", ncolumns = 1, append = TRUE)
instead.
Incorporating the changes for [EMAIL PROTECTED] could be a good occasion to
fix this as well :-)
Regards,
Martin
Ian Gregory wrote:
> -Bugs and fixes reported to Diethelm Wuertz.
> -In the interim. To make the Ox functions part of the fSeries package work
> please follow the following steps.
>
>
[snip]
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