关于OX续

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

老师您好
   我发现问题了 似乎OX软件下没有C:\\OX\\OxMetrics5\\Ox\\lib\\GarchOxModelling_w.ox"文件请问如何解决

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：OxMetrics Modelling oxmetric metrics modelli 如何 软件

您好，我把GarchOxModelling.ox传给你，你再试一下。
####################################
1) Download and install R:
FTS class page click: Download R here
Under Download on left side click: CRAN
Choose a local mirror in the US, e.g. CMU or UCLA.
Choose platform, e.g. Windows (95 and later)
Select "base"  (Binaries for base distribution (managed by Duncan Murdoch))
Save and run Setup program:  R-2.6.2-win32.exe
####################################
2) Download and install Ox Console:
FTS class page click:  Download Ox here.
Click: Download Ox Console (all platforms)
"The Console version of Ox may be used without paying a fee for academic research, study and teaching purposes only!"
Fill in the information and agree to the terms.
Check your email after a couple minutes, find link at bottom of message:
Ex:
===========================================================
*** For Ox Console downloads (all platforms), go to :
    http://www.doornik.com/download/..../....
===========================================================
Ox Console 4.10 for Windows 2000/NT/9x (.exe, 4.1MB), choose a download site (you can use right-click to save to installation file):
Install 'oxcons410.exe' in the default directory C:\Program Files\OxMetr.., then copy the subdirectory 'Ox' to 'C:\' .
####################################
3) Download and install [email=G@RCH]G@RCH[/email] 4.2:
Create a new directory(folder) on your PC:  C:\Ox\Packages
[The subdirectory "packages" might exist already. In this case, you do not need to create one.]
FTS class page click:  Download [email=G@RCH]G@RCH[/email] here.
Go down the page, you will see "Download [email=G@RCH]G@RCH[/email] Console". Click on the download
to fill in the form and accept the conditions. You will receive an email
telling you where to download the zip file.
[You can also download Ox console from this web page.]
Download "garch_v42.zip" and unzip into "C:\Ox\Packages"
####################################
4) Install fSeries package for R:
Make sure an up to date version of R is installed (at least v2.4.1) if you skipped step 1 above.
From within R select Packages -> Install Package(s)...
Choose your CRAN mirror if necessary and select fSeries, click "OK".
If other packages are also required (e.g. Rmetrics). Agree to install them as well.
You may already have this package installed, if so update the package instead.
####################################
5) Installation of the interface:
copy the file "GarchOxModelling.ox" from the course web to "C:\Ox\lib".
[This is a modified file. The modification was done by several people,
including Mr. Jin Yu of WU-Wien.]
####################################
6) Download a corrected version of the garchOxFit function from Kung-Sik Chan:
FTS class page click:  A corrected version pf the garchOxFit function
Save as... garchoxfit_R in your R work folder with personal functions/libraries  
####################################
7) Using garchOxFit function in R:
Begin each R session with the following commands after changing your working directory:
>library(fSeries)
>source("garchoxfit_R.txt")
The function usage is:
> garchOxFit
function (formula.mean = ~arma(0, 0), formula.var = ~garch(1,
    1), series = x, cond.dist = c("gaussian", "t", "ged", "skewed-t"),
    include.mean = TRUE, truncation = 100, trace = TRUE, title = NULL,
    description = NULL,arch.in.mean=0)
For information on package 'fSeries':
>library(help="fSeries")
####################################
8) A (dated) tutorial of [email=G@RCH]G@RCH[/email] (but not for the R interface):
FTS class page click: A (dated) tutorial of [email=G@RCH]G@RCH[/email].