similar to: Different ARCH results in R and Eviews using garch from tseries

hi all i have a question that about the eigen analysis found in R and in eviews. i used the same data set in the two packages and found different answers. which is incorrect? the data is: aa ( a correlation matrix) 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 now > svd(aa) $d [1] 4.9204

Dear HelpeRs, I wonder if anyone knows of ways to read EViews file types. I did not find a function in the package 'foreign' and a search query submitted to http://search.r-project.org was not successful. Any hint is very much welcome. Dietrich Trenkler -- Dietrich Trenkler c/o Universitaet Osnabrueck Rolandstr. 8; D-49069 Osnabrueck, Germany email: Dietrich.Trenkler at

Dear all, I met with some problems when dealing with a time series with serial correlation. FIRST, I generate a series with correlated errors set.seed(1) x=1:50 y=x+arima.sim(n = 50, list(ar = c(0.47))) SECOND, I estimate three constants (a, b and rho) in the model Y=a+b*X+u, where u=rho*u(-1)+eps library(nlme) gls(y~x,correlation = corAR1(0.5)) # Is it the right procedure?

When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > **Variable Coefficient Std.

Hi All, I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I have just encountered another problem and thought I'd post it to the list. In this case,

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R

Hello, I have time series and need to draw simple and partial correlograms with associated Q-statistics (the same as in EViews). Can I do it in R? Thanks --------------------------------- [[alternate HTML version deleted]]

Hi all, This question is not really R related, rather on Statistics subject itself. Even I did not do those using R. however still I want to post it here, because my hope is I could get help from great statisticians who are the very active member of this group. My problem is to interpret Variance decomposition of VAR model in layman's language. Using EViews I got following : Variance

Dear I try to realize one scatter matrix which draws *one single variable to all variables* with *regression line* . You can see my eviews version in the annex . How can I draw this graph with R studio? Sincerely Engin YILMAZ

LOL. Great reply Jim. (N.B. Jim's conclusion is "debatable" by a judicious choice of seed. e.g. set.seed(79) suggests that making the request more readable will actually lower the number of useful answers. :-)) On Mon, Nov 27, 2017 at 11:42 AM, Jim Lemon <drjimlemon at gmail.com> wrote: > Hi Engin, > Sadly, your illustration was ambushed on the way to the list. Perhaps

Dear Berger and Jim Can you see my eviews example in the annex? (scattersample.jpg) Sincerely Engin 2017-11-27 13:27 GMT+03:00 Eric Berger <ericjberger at gmail.com>: > LOL. Great reply Jim. > (N.B. Jim's conclusion is "debatable" by a judicious choice of seed. e.g. > set.seed(79) suggests that making the request more readable will actually > lower the number of

Hello How do you compare R to SAS in terms of speed and management of large datasets? What about Revolution R? I've seen on their site, they claim that Revolution R is much faster than R and it's multithread... Can you really notice the difference?. What dissadvantage does it have? I think it's based on R 2.10. but R already issued the version 2.12 Regards What alternative

Hi to all, In other statistical software, such as Eviews, it is possible to regress a model with the Least Squares method, assuming that the residuals follow an AR(q) process. For example the resulting regression is something like y = 1.2154 + 0.2215 x + 0.251 AR(1) How is it possible to do the same in R? Thank you very much in advance, Constantine Tsardounis http://www.costis.name

Hi, I have a problem with a regression I try to run. I did an estimation of the market model with daily data. You can see to output below: /> summary(regression_resn) Time series regression with "ts" data: Start = -150, End = -26 Call: dynlm(formula = ror_resn ~ ror_spi_resn) Residuals: Min 1Q Median 3Q Max -0.0255690 -0.0030378 0.0002787

Dear all, I've recently switched from EViews to R with RMetrics/fSeries (newest version of july 10) for my analysis because of the much bigger flexibility it offers. So far my experiences had been great -prior I had already worked extensively with S-Plus so was already kind of familiar with the language- until I got to the fSeries package. My problem with the documentation of fSeries is that

You do not appear to have read the Posting Guide mentioned at the bottom if this and every posting on the mailing list. Only a very few attachment types are allowed through the mailing list... and due to the way many email programs fail to identify them properly, even those few types may not make it through. Also, this is a plain text email list... any time you send HTML-formatted email it gets

Hello, I am writing codes for time series computation but encountering some problems Given the quarterly data from 1983Q1 to 1984Q2 PI1<-ts(c(2.747365190,2.791594762, -0.009953715, -0.015059485, -1.190061246, -0.553031799, 0.686874720, 0.953911035), start=c(1983,1), frequency=4) > PI1 Qtr1 Qtr2 Qtr3 Qtr4 1983 2.747365190 2.791594762

Has someone implemented a Computable General Equilibrium (CGE) model in R? Usually such models are coded in GAMS ( a general algebraic solver) or GEMPACK (a solver specifically for CGE models). As it is possible to implement CGE models in the econometric software EViews (Essama-Nssah, B. (2004), Building and Running General Equilibrium Models in EViews, http://ssrn.com/paper=636617), I suspect it

Hi, I wanted to understand exactly how acf and pacf works, so I tried to calculate ac and pac manually. For ac, I used the standard acf formula: acf(k) = sum(X(t)-Xbar)(X(t-k)-Xbar))/sum(X(t)-Xbar)^2. But for pac, I could not figure out how to calculate it by hand. I understand that in both R and EVIEWS, it is done using the Durbin-Levinson algorithm by the computer. However, I don't