Release Notes for S+FinMetrics Version 1.0 (May 2002) These Release Notes are current as of May 2002. For updates to the Release Notes that are made after this date and other useful information, please see the Web site www.insightful.com/support/finmetrics10 S+FinMetrics Version 1.0 contains an updated version of S+GARCH 1.3. In particular, some S+GARCH bugs are now fixed in S+FinMetrics, and the plots are updated using Trellis graphics. ************************************************************************ Contents of these Release Notes ************************************************************************ * SUPPORTED PLATFORMS AND SYSTEM REQUIREMENTS * Windows-specific requirements * UNIX-specific requirements * KNOWN ISSUES WITH THIS RELEASE * RUNNING S+FinMetrics ************************************************************************ SUPPORTED PLATFORMS AND SYSTEM REQUIREMENTS ************************************************************************ S+FinMetrics Version 1.0 requires S-Plus 6.1 Release 1 or later on Microsoft Windows, Solaris and LINUX platforms. ************************************************************************ Windows-specific requirements: ************************************************************************ S+FinMetrics 1.0 for Windows is supported on the following: Windows 98, Windows ME Windows NT 4.0 and Windows 2000 running on Intel platforms Windows XP Professional running on Intel platforms S+FinMetrics IS NOT SUPPORTED UNDER WIN32S (that is, Windows 3.1x), nor is it supported under Windows NT 3.51 or Windows 95. The minimum recommended system configuration is the same as S+ 6.x for Windows: Pentium II/233 with 96MB of RAM. You must have at least 15MB of free disk space for the typical installation. ************************************************************************ UNIX-specific requirements: ************************************************************************ S+FinMetrics 1.0 for UNIX is supported on the following: Solaris 2.6, 7, 8 Red Hat 6.1,6.2,7.0,7.2 ************************************************************************ KNOWN ISSUES WITH THIS RELEASE ************************************************************************ 1. The ar(), tslag() and pdl() specifications are currently not allowed in SUR() and NLSUR(). 2. All of the "timeSeries" objects included with S+FinMetrics were created using GMT time zone. So to produce the same results as in the book "Modeling Financial Time Series with S-PLUS", one may need to set the time zone to GMT. For example: > options(time.zone="GMT") ************************************************************************ RUNNING S+FinMetrics ************************************************************************ From within S-PLUS, at the command line, enter: > module(finmetrics) In S-PLUS for Windows, you can also load FinMetrics by choosing File > Load Module > FinMetrics from the menus.