search for: 5631

...ength. Do I need to convert this to something else such as a list and then repack it? Thanks, Kindra ?? ? ? ? Volume Time ? ? ? ?[,1] [,2] [,3] [,4] [,5] [,6] [,7] ??17:00:00 7146 4926 5394 4534 6273 6192 6189 ??17:10:00 7227 4851 5414 4620 6026 7159 5878 ??17:20:00 7477 4678 5502 4298 6516 6469 5631 ??17:30:00 6533 4608 4813 4212 6083 5837 5657 ??17:40:00 6355 4669 5106 4242 5717 5635 5282 ??17:50:00 5657 4472 4545 3860 5378 4804 5304 ??18:00:00 5338 4508 4273 4024 4666 4597 5162

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

I believe the AllowPCA action has an error: > #TARGET SOURCE DEST PROTO DEST SOURCE RATE USER/ > # PORT PORT(S) LIMIT GROUP > ACCEPT - - udp 5631 > ACCEPT - - tcp 5632 According to: http://service1.symantec.com/SUPPORT/pca.nsf/pfdocs/1998122810210812 The ports are reversed. i.e., the correct ports are 5631/tcp and 5632/udp are the correct ports. Patch attached, if only trivial. Thanks, A.

...ing and writing irregular time series from files, or plotting, printing, subscripting, and interpolating irregular time series. This is a first version of the class "irts" and I very much welcome feedback. best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com

Hi,I try to calcualte AIC or Loglik to GARCH model,But the Packege Tseries do not deal with them.How can I calculate AIC or Loglike to GARCH Model By Packege Tseries? Thanks. ____________________________________________________ Free Internet Access NOW! In Alexandria, Ismaileya, Suez, Portsaid, Hurgadha, Sharm Banha, Shebin El-Kom, Damietta, Tanta, Zagazig, Mansoura, Damanhour, Assyout, Qena

...So, when it calls dsumsl, the errors above are produced. I have checked > str(.Machine) and the definitions are all there. > > What should I do to get garch to run? Use the newest version of tseries 0.9-7. best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com

...s considerably smaller than 100. Therefore asymptotic theory might be a bad approximation and small sample effects might lead to severe size distortions. Maybe someone can explain more formally whats going on here? best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com

Dear all, Can garch function fit also t-innovations or only Gaussian innovations? -- With kind regards -- Lepo pozdravljeni -- Gr??e (Gr?ezi) -- Gorazd Brumen ------------------------------- Mail 1: gbrumen at student.ethz.ch Mail 2: gorazd.brumen at fmf.uni-lj.si Tel.: +41 (0)1 63 34906 Homepage: valjhun.fmf.uni-lj.si/~brumen

...ing and writing irregular time series from files, or plotting, printing, subscripting, and interpolating irregular time series. This is a first version of the class "irts" and I very much welcome feedback. best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com

Anyone know if there's an R package somewhere that supports estimation of a linear regression model with GARCH error process? There's a garch command in the tseries package, but unless I'm missing something it is restricted to the univariate case, i.e. you can fit a GARCH model to a single time-series but not estimate a model with GARCH errors. -- Allin Cottrell Department of

When loading iax.conf I get warning: WARNING[884753]: chan_iax2.c:5631 set_config: Ignoring port for now In iax.conf I have: [general] port=5036 -- #Joseph

Hi there, Does anyone know if R has a function for testing whether a time series is stationary?? Thanks in advance, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh Floor St James's

Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = < 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't independently distributed (Box-Ljung test) 2 - merv.reg$residual aren't indentically

...2.33.20 tcp smtp" validated. Rule "ACCEPT dmz:213.212.33.20 loc:192.168.221.202 tcp smtp" validated. Rule "DNAT net:217.28.207.0/24,195.100.170.0/24,213.67.31.0/24 loc:192.168.221.202 tcp pop3" validated. Rule "DNAT net:195.84.194.0/24 loc:192.168.221.6 tcp 5631" validated. Rule "DNAT net:195.84.194.0/24 loc:192.168.221.6 udp 5632" validated. Rule "DNAT net loc:192.168.221.6 tcp 5631" validated. Rule "DNAT net loc:192.168.221.6 udp 5632" validated. Rule "ACCEPT loc dmz tcp www,ssh,https,81" valid...

Dear all, Is there a test in R for the randomness of a sequence of observations (e.g. to test the random number generator)? Specifically I am looking for autocorrelations which are not necessarily linear in nature, which the acf function does not seem to be flexible enough to detect as it tests for linear autocorrelation. Thanks in advance, Paul.

Hi there, Does anyone know how to predict ARMA? It doesn?t have either predict or forecast methods. I found couple of packages called fbasic and fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has ?arma.predict? in it, but it doesn?t seem to be working. Any help in this regard would be appreciated. Thanks in advance. Regards Skanda Kallur "Prediction is very difficult,

I make quite a lot of use of irregular time-series, and had already spent a bit of time writing an 'its' class when the 'irts' class was released via the package 'tseries'. I have experimented with the 'irts' class, and have some practical issues with its use. In some applications of irregular time-series (in my case these are financial and econometric) there are

R-guRus , ARMA function in tseries, seems to be calculating the AR coeff 's as coef <- lm(xx[,1]~xx[,lag$ar+1])$coef [*snipped* from around line 77,] I'd like to modify this model with another term somewhat in these lines lm(xx[,1] ~xx[,lag$ar+1]+mvgsignal)$coef where mvgsignal is a moving average signal based on some indicators, the question is could i simply hack into

Dear R People: I have a weekly time series. How do I put this into the ts command, please? That is, what do I use for frequency, please? R version 1.5.1 for Windows. Thanks in advance. Sincerely, Erin mailto: hodgess at uhddx01.dt.uh.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html