Estimating the T-S Garch model

"JF" == "John Frain" <frainj at tcd.ie>
on Tue, 6 May 2008 22:28:30 +0100

JF> his script does not appear to work for me.  I have already
   JF> loaded
   JF> fGarch 270.73 and when I try to run the script followed by
   JF> the call to
   JF> the 'iinstall' program i get the error message below. (I
   JF> have ran the
   JF> script from the internet and also downloaded it to my PC
   JF> and the
   JF> result is the same).  |Packages|Update packages| works in
   JF> the windows
   JF> GUI.  My version of fUnitRoots is 260.72 and it will not
   JF> update.  I
   JF> had previously tried to download the zipped file for
   JF> fUnitRoots and
   JF> failed.  I tried again this evening and failed again.  (I have
   JF> downloaded all the remaining Rmetrics files at this stage).

There is an issue on R-Forge server with Windows binary packages.
According to the log files, there is no gfortran compiler and all
packages with Fortran source can cannot be build.

But you can compile the packages from source as long as you have the
required tools installed.

in Rterm type:

source("http://rmetrics.R-Forge.R-project.org/installRmetrics.R")
installRmetrics("fGarch", repos="http://R-Forge.R-project.org", type =
"source", suggests = FALSE)

Note with 'suggests = FALSE' suggested packages will not be installed.

regards,
Yohan

PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch
www.rmetrics.org

NOTE:
Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
June 29th - July 3rd Meielisalp, Lake Thune, Switzerland