USING TSP ON SALES FOR ARCH/GARCH MODELS

The TSP software used for GARCH modeling is available at sales.stern.nyu.edu. All NYU students are given an account through which they can connect to sales. Please make sure that you can access sales now, to avoid problems later.

As someone registered for this class, you should already have an account on sales, even if you are not a Stern student. If you do not have an account, contact TA Vladimir Kovtun during his office hours or by email:

Managing your account:

1) You can change your password at: http://w3.stern.nyu.edu/simon

2) The initial password is either your SSN or the University ID on the back of your ID card (you need to change the leading letter “N” to “8”, e.g. N12345678 as 812345678).

Those students planning to use a Mac please consult section “For Mac Users” at the bottom of this handout.

How to setup Secure Shell to connect to “sales.stern.nyu.edu” and transfer files:

1) Go to http://pages.stern.nyu.edu/~nwhite/scrc/gridaccess.html. Scroll down to the heading “2) Secure Shell” and click on the link marked “Here”. (Note: Do not click on the web address in the line immediately above.)

2) When the file download window pops up, save the file.

3) Once you have downloaded Secure Shell, go to where you have saved it and click on it. Follow the steps to install it and click “Finish” when you are done.

4) After the installation, two icons should appear on the desktop: SSH Secure File Transfer Client and SSH Secure Shell Client.

5) SSH Secure File Transfer Client is used to transfer files between your local computer and the server (in this case, sales). Go to your desktop and click on the SSH Secure File Transfer Client icon. A window will open.

6) Toward the top is a button labeled “Quick Connect”. Click on it. A dialog box headed “Connect to Remote Host” should appear (you might get an error message; click OK and the dialog box should come up). In Host Name, type “sales. stern.nyu.edu.” In User Name, type your user ID and press enter. Type in your password when prompted. The left panel in the window is your local disk and the right one is the server. Files can be transferred between these two panels by dragging from one side to the other.

7) SSH Secure Shell Client is used to run TSP on sales. To link to sales, follow the exact steps as in the usage for SSH Secure File Transfer Client (i.e., click on the icon, click on “Quick Connect”, etc.). Now you can use TSP on sales after transferring the necessary data files, following the instructions in the homework handout.

Alternative software to connect to “sales.stern.nyu.edu” and transfer files:

1) For file transfer, you can use WinSCP as an alternative to SSH Secure File Transfer Client. It can be downloaded from http://www.stern.nyu.edu/it/guides/winscp.html

2) An alternative to SSH Secure Shell Client is PuTTY, which can be found at http://www.stern.nyu.edu/it/guides/putty.html

3) The two webpages listed above include detailed information about how to install and use them. Any further questions should be forwarded to your TA.

Troubleshooting and Comments for Windows Users:

1) If TSP does not run when you type “tsp” in the connected Secure Shell, try:

/usr/local/bin/tsp

2) ALWAYS make sure that, when you save your residuals file from Minitab, you select ANSI data file (and not the default, which is Unicode). Then transfer the file to sales.

3) If you get the following error message:

*ERROR* Extra text is not allowed

Please contact TA Vladimir Kovtun:

4) If you open an htfile with “Notepad” that was created using Sales and do not see the numbers arranged neatly in 1 column you need to change how data is passed by your FTP client. Here are instructions on how to do this for SSH FTP and WinSCP.

SSH FTP:

Click on “Operation” tab, move the mouse over “File Transfer Mode” and click on ASCII. Now transfer the file again from sales to your PC and open using Notepad.

WinSCP:

Click on the “Options” tab, followed by “Preferences”. On the left-hand-side highlight “Transfer” and in the section “Tranfer mode” select “Text” instead of “Automatic”. Now transfer the file again from sales to your PC and open using Notepad.

5) Make sure to quit out of TSP before opening the newly created htfiles.

6) Use Notepad to open any .DAT files created by TSP and Minitab.

For Mac Users:

This section is for students wishing to do their work on a Mac. In this section yourusername refers to the username you would use for stern email or on simon.

Those using a “Virtual Machine” to run windows please consult the general section “setting up Secure Shell and connecting to sales.stern.nyu.edu”.

Those students not running Windows, read the following:

Using Minitab through apps.stern.nyu.edu, along with the following recommended programs, has been verified to work.

There are several programs that mimic SSH/Putty and FTP/WinSCP.

The recommended SSH client is Spackle. You can download Spackle for free from http://sourceforge.net/projects/spackle-ssh/

After you have downloaded Spackle, open the program. Under “Hostname or IP address” type . Make sure that under “Port” you have 22 and there is a dot next to “ssh”. Click Open. After typing your password you can access TSP by typing tsp in your home directory.

The recommended FTP client is Fugu. You can download Fugu for free from http://fugu.en.softonic.com/mac

After you have downloaded Fugu, open the program. On the right-hand-side of the window, next to “Connect to”, type sales.stern.nyu.edu. Your “Username” is yourusername. The Port is 22. Leave Directory blank. Click Connect and type your password. Now you can move files back and forth between your Mac and Sales.

TextEdit can be used to open any .DAT files created by Minitab or Sales.

Please refer to the general section “setting up Secure Shell and connecting to sales.stern.nyu.edu” to get a better understanding of what Fugu and Spackle are supposed to accomplish.