> Dear R Helpers! > > bgtest{lmtest} performs the Breusch-Godfrey test for higher > order serial > correlation. > > Is the Higher Order Correlation function already programmed in > R I couldn't find it? > > Sergei Petrov >?acf ?pacf HTH, Bernhard ---------------------------------------------------------------------- If you have received this e-mail in error or wish to read our e-mail disclaimer statement and monitoring policy, please refer to drkw.com/disc/email or contact the sender.
Dear R Helpers!
bgtest{lmtest} performs the Breusch-Godfrey test for higher order serial
correlation.
Is the Higher Order Correlation function already programmed in
R I couldn't find it?
Sergei Petrov
Hello,
I would like to have variables whose name are var1, var2, ... in a loop :
for (i in 1:10)
{
var(i) <- i # where var(i) is var1, ....
}
Thanks in advance
Philippe
Pfaff, Bernhard ?????:>>Dear R Helpers! >> >>bgtest{lmtest} performs the Breusch-Godfrey test for higher >>order serial >>correlation. >> >>Is the Higher Order Correlation function already programmed in >>R I couldn't find it? > ?acf > ?pacf >Reconstructing attractors with higher order correlation Abstract: We propose a novel criterion of deciding time delays for reconstructing attractors from a single variable time series. Our criterion considers higher order correlation functions, and finds the convergence values of the extrema. In order to see how our method works well, we analyze two numerical examples by observing the shapes of reconstructed attractors and calculating phase space continuities. Our method can be a good criterion to set appropriate time delays on reconstructing attractors as a... citeseer.nj.nec.com/45333.html citeseer.nj.nec.com/rd/69920074,45333,1,0.25,Download/http://citeseer.nj.nec.com/cache/papers/cs/2330/http:zSzzSzikeguchi.te.noda.sut.ac.jpzSz~tohruzSzjaponaiszSzWorkszSzproceedingszSznolta97-2.pdf/reconstructing-attractors-with-higher.pdf Sergei Petrov