| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | S+ Finmetrics on SsfFit function |
| From: | "Poppy Akantziliotou" <poppy.akantziliotou@initiativemedia.com> |
| Date: | Fri, 28 Feb 2003 18:51:30 +0200 |
|
Dear S+ users I need some help in S+ "finmetrics" that will be much appreciated. I just want to ask, if there is the component vcov (estimated asymptotic variances) when you call the SsfFit function, since it used to be estimated according to the Eric Zivot et.al. paper, "State Space Modelling in Macroeconomics and Finance Using SsfPack in S+ Finmetrics". If there is not, how can I extract it? Thank you in advance, Poppy Akantziliotou |
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