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many thanks Michael, that works nice! and Sry. I do read a lot of helme-files, but just don?t always get it. -- View this message in context: http://r.789695.n4.nabble.com/Continuously-compounded-Returns-with-quantmod-data...

that?s a success. "Das ist ein Erfolg". :) Maybe you had that in your german lessons, too ;) So if you are still interested in learning our language, feel free to ask me. I really learned a lot in this forum...

Okay, it seems to work with Mahalanobis: b = (X?S^?1X)?1X?S^?1Y minimizes the Mahalanobis-distance of Xb to Y . And S is the covariance-matrix. cov = a0+a1x_{n-1}*y_{n-1}+?*cov{n-1} But...

Hey Guys, i want the degrees of freedom of the student-t distribution to be given out. Since, i only get the shape parameter, i wanted to ask for help. On one side i found the same parameter being used...

Hey David, i tried all this - it doesn?t work :( file<-read.csv2(tmp,sep=";",skip="5") # or file<-read.csv2(tmp,sep=";",skip="5",stringsAsFactors=FALSE)a<-(relevant<-file[,2]) clean <- as.numeric(levels(a))[as.integer(a)] clean...

Hey David, thanks for your fast reply, i really appreciate that you answer so many posts. Unfortunately it?s not that easy. Try to operate with the output: e.g file<-read.csv2(tmp,sep=";",skip="5") a<-(relevant<-file...

Hey Guys, i am kind of confused. Under windows the system() function works great, but not with my mac. I have two questions: 1) What do i have to change. Using packages which require system or eval(parse() everything is...

Hey guys, i have a strange problem reading a .csv file. Seems not to be covered by the usual read.csv techniques. The relevant data i want to use, seems to be saved as the label of the data point...

Hey guys, i want to calculate the continuasly compounded returns for stock prices. Formula for CCR: R_t = ln(P_t/P_{t-1})*100 With R: First i have to modify the vectors, so that they have the same...

Hey everybody, i am using the rugarch-package and its great! I have a pretty easy problem, but i just dont get it, so thanks if you can help me. Normally i use: / data(DATANAME) spec = ugarchspec() fit = ugarchfit(data...

Many Thanks - Also for the link! It works nice! If i have further question, can i post them here or should i open a new thread? 1) If i want the following to make a function: I do have to...

Hey YaoPau, what you need are basically three things. If, for and matrix-operations. So a quick overview, how you could do it. (With focus on the idea, not how the columns and rows are arranged. # 1) Building the Vectors...

Hey Guys, i want to do a CAPM-GARCH model. I didn?t find anything posted online. (If there is something - shame on me - i didn?t find it.) My Problem: What is the difference if I let the residuals...

Hey, i am trying to do the MLE for Garch and have a problem with the optim function. Initally i tried optim with Method=BFGS. Reading trhough the forum i found out i would neet bounds. So i went on...