search for: ect1

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2011 Apr 29
1
question of VECM restricted regression
...m,r=1) summary(sjd.vecm.rls$rlm) sjd.vecm.rls$beta Response LRM.d : Call: lm(formula = substitute(LRM.d), data = data.mat) Residuals: Min 1Q Median 3Q Max -0.027598 -0.012836 -0.003395 0.015523 0.056034 Coefficients: Estimate Std. Error t value Pr(>|t|) ect1 -0.212955 0.064354 -3.309 0.00185 ** sd1 -0.057653 0.010269 -5.614 1.16e-06 *** sd2 -0.016305 0.009177 -1.777 0.08238 . sd3 -0.040859 0.008767 -4.660 2.82e-05 *** LRM.dl1 0.049816 0.191992 0.259 0.79646 LRY.dl1 0.075717 0.157902 0.480 0.63389 IBO.dl1 -1.1489...
2009 Jul 14
4
error on solaris please help interlocked*functions
...rlocked.c > "interlocked.c", line 137: #error: You must implement the interlocked* functions for your compiler > cc: acomp failed for interlocked.c > *** Error code 1 > make: Fatal error: Command failed for target `interlocked.o' > Current working directory /export/home/ect1/Downloads/wine/libs/port > *** Error code 1 > The following command caused the error: > cd port && make > make: Fatal error: Command failed for target `port' > Current working directory /export/home/ect1/Downloads/wine/libs > *** Error code 1 > The following command...
2009 Sep 02
0
Cointegration/urca package
...ror correction model (vecm) model. I have only one cointegratio relationship. I write :   joh.vecm.rls <- cajorls(joh.vecm, r=1) The output estimation is : Call: lm(formula = substitute(form1), data = data.mat) Coefficients:                up.d            expl.d        upd.d           r.d      ect1      -1.34e-01   4.55e+02   6.91e+00   2.43e+03 constant  -4.90e+01   1.82e+05   2.46e+03   9.54e+05 up.dl1     6.68e-01   2.07e+03   3.49e+01   2.51e+03 expl.dl1   1.72e-04  -1.87e-01   9.22e-03   1.34e-01 upd.dl1   -2.48e-03   8.15e+00   4.36e-01   2.29e+01 r.dl1      2.70e-05  -6.75e-02  -1.95e-...
2012 Aug 10
1
Interper output from cajorls and VECM
Hi all R users, I'm finding it a bit hard to interpret the output from the cajorls and VECM function. I'm trying to model a VECM model with cointegration rank of 6, and therefore I get the varibles ECT1, ECT2... ECT6 in my output. Are these representing the estimates for my loading matrix or also denoted the "alpha" matrix? Thanks in advanced Emil -- View this message in context: http://r.789695.n4.nabble.com/Interper-output-from-cajorls-and-VECM-tp4639963.html Sent from the R help...
2011 Apr 03
0
Standard Error for Cointegration Results
Dear Sir/Madam, I have used ca.jo in urca package to identify the cointegration and cajorls to estimate the vecm. Althought both return the coefficients for long run relationship (or ect1 in cajorls), I am unable to find the standard error and t statistics. I spend some weeks to search around. I did find some similar enquiries before and answer provided Prof. Pfaff is to use vec2var. However, I still can't find corresponding info. after using vec2var function. Highly appreciat...
2009 Jul 14
1
solaris error during installation
Code: Wine Installer v1.0 Running configure... ./tools/wineinstall: !: not found We need to install wine as root user, do you want us to build wine, 'su root' and install Wine? Enter 'no' to continue without installing -n (yes/no) yes Compiling Wine. Grab a lunch or two, rent a video, or whatever, in the meantime... ./tools/wineinstall: syntax error at line 149: `}'
2009 Jul 30
1
how to navigate files instaled on wine
hi im newbie user how to navigate files instaled on wine c:\\program filess\\ etc