4# ruiqwy
老师帮帮忙吧 我崩溃了 您传的OX软件我重新安装了 还是不行
sp=as.matrix(read.table(file="sp500.dat"))
> igarch=garchOxFit(formula.mean=~arma(0,0),formula.var=~igarch(1,1),series=sp)
Ox Console version 5.10 (Windows) (C) J.A. Doornik, 1994-2008
This version may be used for academic research and teaching only
C:\OX\OxMetrics5\Ox\lib\GarchOxModelling_w.ox : failed to open C:\OX\OxMetrics5\Ox\lib\GarchOxModelling_w.ox