[R] Garch in a model with explanatory variables

Tobias Muhlhofer t.muhlhofer at lse.ac.uk
Sun Jul 10 12:22:58 CEST 2005

The Ox interface in fSeries is quite an easy way to accomplish this, 
although it produces some garbage, both in your current environment 
within R, as well as in the directory in which you are running R. You 
have to be careful also if you're on a Linux or other UNIX system, as 
the function has Windows pathnames hard coded into it, which you need to 
alter to the ones where your Ox resides.


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