similar to: .arch.uni in function call in arch test of vars package

Displaying 20 results from an estimated 5000 matches similar to: ".arch.uni in function call in arch test of vars package"

2007 Aug 30
2
possible bug in vars package (predict.varest) ???
hello, I have been trying to use the predict function in the vars package to forecast from a seasonal VAR model. The following code sample illustrates what I am trying to do and the error that I get when trying to do it. I run the following code, that results in the following error: data(Canada) endoC <- Canada[1:72,1:3] exoC <- Canada[1:72,4] var.2c <- VAR(endoC, p = 2,
2013 Mar 14
1
Error message in vars package
Hi I'm getting an error message with the roots() function in the vars package. Even the example in the help file comes up with an error: > data(Canada) > var.2c <- VAR(Canada, p = 2, type = "const") > roots(var.2c) Error in UseMethod("roots") : no applicable method for 'roots' applied to an object of class "varest" The error is odd, for
2007 Mar 12
1
Export successively displayed graphics
Hello, I am running R version 2.4.1 on Debian. I am using some R functions which produce several graphics displayed successively with an interactive prompt between each graph. For example, the plot.varest (vars) function produces such output (one graph per time series on which the VAR model is fitted). Plots on GARCH models also produce such outputs. Moreover, the frontend I am using for R
2007 Oct 02
1
How to view the code of a method?
Dear All I am a biginner of R. I have difficulty with reading the code of a method. I am using the vars package to estimate a VAR model and I want to view the code of "predict" method for objects with class attribute "varest". I thougt I could just type the name "predict" without anything to display the code of the method as I often do with generic function.
2012 Nov 21
0
Question about VAR (Vector Autoregression) in differences.
Folks, I have been using the VAR {vars} program to find a fit for the following bi-variate time series (subset): bivariateTS<-structure(c(0.950415958293559, 0.96077848972081, 0.964348957109053, 0.967852884998915, 0.967773510751625, 0.970342843688257, 0.97613937178359, 0.980118627997436, 0.987059493773907, 0.99536830931504, 1.00622672085718, 1.01198013845981, 1.01866618122606,
2011 Oct 16
2
How to plot CI's (llim ulim) on ecodist mgram
I would like to put confidence intervals on a mantel corellogram they are already calculated in the pmgram object but I am unsure how I get the x value in order to plot them? package(ecodist) X<-1:100 Y<-rnorm(1:100) Z<-rnorm(1:100) XY<-dist(data.frame(X,Y)) YX<-dist(data.frame(Y,X)) my.mgram<-mgram(XY,XZ) plot(my.mgram) print(my.mgram) > print(my.mgram) $mgram
2017 Sep 29
5
Converting SAS Code
Hello all, My statistical analysis training up until this point has been entirely done in SAS. The code I frequently used was: *Yield Champagin; data yield; set stress; if field='YV' then delete; if field='HB' then delete; if barcode='16187DD4015' then delete; if barcode='16187DD6002' then delete; if barcode='16187DD2007' then delete; if
2012 Aug 06
1
cannot find function "simpleRDA2"
Hi, I am trying to run the command "forward.sel.par," however I receive the error message: "Error: could not find function 'simpleRDA2'." I have the vegan library loaded. The documentation on "varpart" has not helped me to understand why I cannot call this function. Maybe I am missing something obvious because I am still an 'R' novice. Below is a
2005 May 23
3
Dickey-Fuller Test
Hi All , Could you please tell using which library ,Dickey-Fuller Test can be run? Thanks a lot __________________________________________________ [[alternative HTML version deleted]]
2006 Mar 24
4
How to capture t-score and p-values from t.test
When I do t.test on two distributions (see example below), it outputs numerous data about the t.test. What I'd like to do is individually capture some of this data and assign it to other variables. However, I am unable to find anything in the help section. In the example below, the t value is -4.0441 and the p-value is 0.006771 How can I assign these values to two variables, let's
2001 Feb 18
1
confused about names()
Hi all .. there is no doubt a simple answer to this, but it eludes me. In the first session below ( with jarque.bera.test) you will see that p.value prints with a name of X-squared . This is easily fixed by changing the source to assign a more appropriate name - no name is assigned in the source listing below (the original source code of jarque.bera.test() from tseries).. but what I
2011 Jun 20
1
requesting a mentor for R development
I'd like to learn the process of revising R functions & packages and then submitting proposed patches to the R Core team. Would someone be willing to mentor me through one example? For starters, consider an example. I'd like to revise the t.test function to return the stderr value to the user. We only need to change the "rval" in the third-from-the end line of
2017 Sep 29
4
Converting SAS Code
Regarding point 3, as a moderator I have been helping Andrew get this post out to the list over the past week. His previous attempts were encoded in some way that the listserv rejected. He sent me the post via his gmail account and viewing the source I saw it had at least both plain test and HTML an I said it was worth a try to post it. Certainly on my mail client his post displays acceptably
2012 Mar 16
2
variable values in plotmath expressions
## I would like help in using variable values in plotmath expressions ## in lattice x <- 1:10 y <- 1:10 pval <- .95 plot(y ~ x, ## works as I want in base graphics main=substitute(list(alpha * " = " * group("",list(p),"")), list(p=pval))) plot(y ~ x, ## doesn't work as intended: "pval" is displayed main=substitute(list(alpha *
2011 Aug 29
3
how to start R script editor by default
Hi All, 1) Is it possible to set the options such that R opens a new script editor every time I start the R and 2) specify the size of windows. Thanks for the suggestion and Best regards, Krishna [[alternative HTML version deleted]]
2017 Sep 29
0
Converting SAS Code
You might get better answers if you 1 - break this down into separate issues 2 - tell us what you want to achieve in words rather than SAS, we all read English but few of us speak SAS 3 - post in plain text not HTML as HTML mangles your post On 29/09/2017 13:47, Andrew Harmon wrote: > Hello all, > > My statistical analysis training up until this point has been entirely done > in
2020 Oct 15
0
package(moments) issue
moments::anscombe.test(x) does give errors when x has too few values or if all the values in x are the same > moments::anscombe.test(c(1,2,6)) Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed > moments::anscombe.test(c(2,2,2,2,2,2,2,2)) Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed You can use tryCatch() to
2020 Oct 15
2
package(moments) issue
Hi Bill, Thanks for prompt reply and letting me know a way around it. I have more than 1200 observations and not all the values are the same. However, my data points are quite similar, for example, 0.079275, 0.078867, 0.070716 in millions and etc. I have run the data without converting it to millions and I still get the same error message. As I have kurtosis value, it should be fine for the
2020 Oct 15
2
package(moments) issue
Hi all, While running the anscombe.test in R, I'm getting an error of *Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed* for a few time series columns whereas for most of the series the function is working fine. I have checked for those specific columns for missing values. However, there is no NA/NAN value in the dataset. I have also run kurtosis for
2008 May 08
2
applying cor.test to a (m, n) matrix
Hi everybody, I would like to apply cor.test to a matrix with m rows and n columns and get the results in a list of matrices , one matrix for p.val, one for the statistic, one for the correlation and 2 for upper and lower confidence intervals, something analog with cor() applied to a matrix. I have done my own function to get a matrix of p.values and i suppose i can build similar functions for