Could someone please help me with trying to get the Ox interface to work in R. I followed the steps outlined in this paper (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1752095), but I get the following errors as output:
Ox Console version 6.21 (Windows/U) (C) J.A. Doornik, 1994-2011 This version may be used for academic research and teaching only
C:\Ox\lib\GarchOxModelling.ox (28): 'fopen' undeclared identifier
C:\Ox\lib\GarchOxModelling.ox (29): 'fscan' undeclared identifier
C:\Ox\lib\GarchOxModelling.ox (39): 'fclose' undeclared identifier
C:\Ox\lib\GarchOxModelling.ox (227): 'fprint' undeclared identifier
Error in file(file, "r") : cannot open the connection
In addition: Warning messages:
1: running command 'C:\Ox\bin\oxl.exe C:\Ox\lib\GarchOxModelling.ox' had status 1
2: In file(file, "r") : cannot open file 'OxResiduals.csv': No such file or directory
How would I go about solving the undeclared identifier problem? And then the following 2 additional warnings messages 1. and 2. ?
I am really out of my depth here but really need to use FIGARCH & possibly FIEGARCH in R. Thanks for any help provided.