[R] Dividing tick-data into intervalls

2012-05-08 Thread osvald wiklander
Hi everybody, I am sorry that I am kind of spamming this forum, but I have searched for some input everywhere and cant really find a nice solution for my problem. Data looks like: price 2011-11-01 08:00:00 0.0 2011-11-01 08:00:00 0.0

Re: [R] for help

2012-04-16 Thread osvald wiklander
Hi, we have a problem concerning the use and forecasting on the GARCH (1, 1) on financial data. We would like to make predictions on future returns in a loop which moves the window of estimation forward one unit for each iteration. Our code is as follows: BJORN -

Re: [R] Cbind help

2012-04-16 Thread Osvald Wiklander
Hi, we have a problem concerning the use and forecasting on the GARCH (1, 1) on financial data. We would like to make predictions on future returns in a loop which moves the window of estimation forward one unit for each iteration. Our code is as follows: BJORN -

[R] Attachment

2012-04-16 Thread osvald wiklander
Btw, in the earlier mail i forgot to mention what the error message was. The R console tells us that: Error in matrix(0, ncoef, ncoef) : invalid 'nrow' value (too large or NA) before it has done any estimations. i couldnt attach the data in the mail, so i write it manually in text. Datum Kurs