I received your error now:
In the function .garchOxFit the following line:
write(x, file = "OxSeries.csv", ncolumns = 1, append = TRUE)
should be changed to:
write(x = series, file = "OxSeries.csv", ncolumns = 1, append = TRUE)
(See below for how to reproduce this error - and identify the fix).
--------------------------
Starting a fresh session of R-Project and typing:
library(fSeries)
rm(x)
ianSeries = dem2gbp[, 1]
garchOxFit(~garch(1,1),ianSeries)
Gives the error:
-------------
Error in cat(x, file = file, sep = c(rep.int(sep, ncolumns - 1), "\n"), :
object "x" not found
---------------
The variable x is recognised in function: garchOxFit but not: .garchOxFit
and not the function: .cat.
doing this shows why:
---------------
options(error=recover)
debug( .garchOxFit)
debug(write)
---------------
The inputs for: .garchOxFit
.garchOxFit(formula.mean, formula.var, series = x, cond.dist,
include.mean, trace, control, title, description)
NOTE: The data is now represented by the variable: series and the variable
x does not exist.
To write the data to the file: OxSeries.csv. The data variable (series)
needs to be
passed to the write function.
This line:
write(x, file = "OxSeries.csv", ncolumns = 1, append = TRUE)
should be changed to:
write(x = series, file = "OxSeries.csv", ncolumns = 1, append = TRUE)
regards,
Ian.
----- Original Message -----
From: "Martin Becker" <[EMAIL PROTECTED]>
To: "Ian Gregory" <[EMAIL PROTECTED]>
Cc: <r-help@stat.math.ethz.ch>; <[EMAIL PROTECTED]>
Sent: Saturday, June 16, 2007 9:54 PM
Subject: Re: [R] fSeries - Ox - ver: 240.10068 - Steps to make it work
> Line number 55 in the original mail from 2005 was a reference to
> garchOxFit (not .garchOxFit) in fSeries version 220.10063 (not 240.10068),
> as mentioned in
> https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000498.html . Of
> course, in the current version of .garchOxFit, the line number has
> changed, but the line should still be there, and if .garchOxFit has less
> than 55 lines, it should be easy to find.
> Does your example still work, if you don't have a variable 'x' visible to
> garchOxFit (in your environment/search path)? I suppose garchOxFit just
> uses the series stored in 'x' (in your current workspace) instead of
> 'IanSeries' (which is even worse than aborting...).
>
> Regards,
>
> Martin
>
>
> Ian Gregory schrieb:
>> I tried the following and it works for me (after the changes to make):
>>
>> library(fSeries)
>> data(dem2gbp)
>> IanSeries = dem2gbp[, 1]
>> garchOxFit(~garch(1,1),IanSeries)
>>
>> Any writing of data is performed in the GarchOxModelling.ox file.
>> The number of lines of code in the function .garchOxFit() does not appear
>> to go up to 55. When using: edit(garchOxFit).
>>
>> I get for the output from the estimation to be:
>>
>> .......
>> .......
>> Estimated Parameters Vector :
>> -0.006183; 0.010761; 0.153406; 0.805877
>>
>>
>> regards,
>>
>> Ian.
>>
>>
>> ----- Original Message ----- From: "Martin Becker"
>> <[EMAIL PROTECTED]>
>> To: "Ian Gregory" <[EMAIL PROTECTED]>
>> Cc: <r-help@stat.math.ethz.ch>; <[EMAIL PROTECTED]>
>> Sent: Saturday, June 16, 2007 8:31 PM
>> Subject: Re: [R] fSeries - Ox - ver: 240.10068 - Steps to make it work
>>
>>
>>> 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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