search for: adf

Hi all R-users, I?m trying to assign colors on those p-value in my table output that fall above a certain critical value, let?s say a p-value >0.05. My table looks like this: Assets ADF-Level P-Value ADF-First D P-Value ADF-Second D P-Value [1,] Liabilities -2.3109 0.1988 -3.162 0.025 -6.0281 0.01 [2,] Long.Bond -0.2934 0.9172 -6.1667 0.01 -7.897 0.01 [3,] Stocks...

...Here the application opens its control files and some data files. At some specific point the logfiles beginn to differ: with the Solaris samba server, the ArcView application reads the data files with 4k blocks in a sequential manner like this: [...] read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 0, size = 4096, returned 4096 read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 4096, size = 4096, returned 4096 read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 8192, size = 4096, returned 4096 read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 12288, size = 4...

...Here the application opens its control files and some data files. At some specific point the logfiles beginn to differ: with the Solaris samba server, the ArcView application reads the data files with 4k blocks in a sequential manner like this: [...] read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 0, size = 4096, returned 4096 read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 4096, size = 4096, returned 4096 read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 8192, size = 4096, returned 4096 read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 12288, size = 4...

...led user but the called user can not here the caller voice. If the caller calls the other user by username instead of IP:Port , the voice is perfect both ways. what i have noticed is that IP:Port dial is missing a parameter "rinstance" in "Contact" , "To" headers for adf. what is "rinstance" for? Also something with "Contact" header seems fishy. or RTP issue. that is Dial(SIP/adf,30,r) works fine with bothway audio, but Dial(SIP/116.18.35.235:28614,30,r) has one way audio. / \ |...

...50 ,5670,5860,5449,5401,5240,5229,4770,5006,5518,5576,6160,6121,5900,5994 ,5841,5832,5505,5573,5331,5355,6057,6055,6771,6669,6375,6666,6383,6118 ,5927,5750,5122,5398,5817,6163,6763,6835,6678,6821,6421,6338,6265,6291 ,5540,5822,6318,6268,7270,7096,6505,7039,6440,6446,6717,6320) YY=as.timeSeries(Y) adf.test(Y) adf.test(YY) ======== Output ==== > adf.test(Y) Augmented Dickey-Fuller Test data: Y Dickey-Fuller = -6.1661, Lag order = 5, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(Y) : p-value smaller than printed p-value > adf.test(YY)...

Hello everybody, I've got a matrix called EUROPEDATA and I want to calculate the adf test statistic (part of the tseries package) on a rolling basis for window my.win on each column; i.e. each column of EUROPEDATA represents a particular variable; for the first column I calculate the adf test statistic for window my.win = 60 for example, roll forward one observation, calculate the...

hi all, is it feasible to setup a ADFS server paired with a samba AD DC? Are there ADFS requirements (versions not older than ..., not newer than ...) if the samba AD DC is samba-4.9.1? I tried to match a Windows Server 2016 ADFS v3 with a samba-4.9.1 AD DC. The web form authentication allow a user to insert username and password, the...

...mbd/process.c:switch_message(900) switch message SMBreadX (pid 16879) conn 0x84431d0 [2005/12/12 14:37:16, 4] smbd/uid.c:change_to_user(217) change_to_user: Skipping user change - already user [2005/12/12 14:37:16, 10] smbd/fileio.c:read_file(105) read_file (daten/covers/dhm_offset/o1000c/arc.adf): pos = 831488, size = 512, returned 512 [2005/12/12 14:37:16, 3] smbd/reply.c:send_file_readX(2585) send_file_readX fnum=10031 max=512 nread=512 [2005/12/12 14:37:16, 5] lib/util.c:show_msg(454) [2005/12/12 14:37:16, 5] lib/util.c:show_msg(464) size=571 smb_com=0x2e smb_rcls=0 smb_reh=0...

...all: I am having some problems to use the function "sink()". Basically I am doing a loop over two files which contain unit-root variables. Then on a loop, I extract every i element of both files to create an object called z. If z meets some requirements, then I perform a unit root test (ADF test), otherwise not. As this process is repeated several times, for each i I want to get the summary of the ADF test on a common file. For that I use the function "sink()". My code runs fine, but I do not get anything written on the text file where my results are supposed to be saved. Th...

...2-03-10 2 5.102012-03-06 3 5.672012-03-07 3 7.802012-03-08 3 8.792012-03-09 3 9.432012-03-10 3 10.99 You can see, object 2 is stationary, but 3 exhibits a trend and 1 has a pulse at 3/09. What I want, in pseudo-code: flag<- list() for (i in 1:length(obsv)) { if adf.test(i) FAIL { append(flag, i) }} What I have so far: >library(tseries) >adf.test(df[which(df$ID==1), 3]) Augmented Dickey-Fuller Test data: dataDickey-Fuller = 11.1451, Lag order = 16, p-value = 0.01null hypothesis: non-stationary >adf.test(df[which(df$ID==2), 3]...

Hello! I do not understand what is meant by: "aic" and "bic" follow a top-down strategy based on the Akaike's and Schwarz's information criteria in the datails to the ADF.test function. What does a "top-down strategy" mean? Probably the respective criterion is minimized and the mode vector contains the lag orders at which the criterion attains it local minima? When the calculation is over, the ADF.test function gives info about "Lag orders". What...

...21 5.21 5.21 5.21 5.21 5.22 5.22 5.23 [127] 5.23 5.23 5.23 5.24 5.24 5.24 5.25 5.24 5.24 5.25 5.26 5.26 5.26 5.26 5.26 5.26 5.26 5.27 [145] 5.27 5.26 5.27 5.27 5.28 5.29 5.29 5.29 5.29 5.30 5.30 5.30 5.31 5.31 5.31 5.32 5.32 5.33 [163] 5.33 Now I want to conduct a test for stationarity using ADF test : > adf.test((data[,1]), "stationary", 0) Augmented Dickey-Fuller Test data: (data[, 1]) Dickey-Fuller = -3.7351, Lag order = 0, p-value = 0.02394 alternative hypothesis: stationary But surprisingly it leads towards rejestion of NULL [p-value is less than...

this command is used in tseries adf.test(x, alternative = c("stationary", "explosive"), k = trunc((length(x)-1)^(1/3))) this command apply adf test on data given in x .here general equatiuon that is, equation with constant and trend is used.if i did not include constant or trend in the equation an...

Dear sir, I am a new user of R statistical package. I want to perform adf.test(augmented dickey fuller test), which packages I need to install in order to perform it. I am getting following message on my monitor. *x<-rnorm(1000) > adf.test(x) Error: could not find function "adf.test" *I am waiting for your response. Kamlesh Kumar. -- Kamlesh Kumar...

Hi, I am quite new to R and would appreciate some guidance, if possible. I have imported a csv file: spread <- read.csv("Spread.csv") I get the following error when I try to run adf.test: > adf.test(spread,alternative = c("stationary", "explosive"),0) Error in embed(y, k) : 'x' is not a vector or matrix Why is this? -- View this message in context: http://www.nabble.com/Using-ADF.Test-tp23940824p23940824.html Sent from the R help mailing list a...

I am confused by obtaining different results when testing for unit root when using different packages. I have 2625 price entries for which I want to determine whether they exhibit unit root. First I test using adf.test from tseries package by running: > adf.test(P, k=30) Augmented Dickey-Fuller Test data: P Dickey-Fuller = -4.685, Lag order = 30, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(P, k = 30) : p-value smaller than printed p-value But adf.test includes a time t...

Hi all, I was running the adf test in R. CODE 1: adf.test(data$LOSS) Augmented Dickey-Fuller Test data: data$LOSS Dickey-Fuller = -1.9864, Lag order = 2, p-value = 0.5775 alternative hypothesis: stationary CODE 2: adf.test(diff(diff(data$LOSS))) Augmented Dickey-Fuller Test data: diff(diff(data$LOSS)...

Hi all, I tried to do a Dickey Fuller test with R using adf.test with a time series of german stock prices. I have 10 stocks from 1985 to 2009 with monthly stock prices. So if you do the math I have 289 values for each stock. I tried to do the test for each stock alone and had the 289 values of my first stock listed in R. When I tried to do the test with c...

Hi, While doing the ADF test in R using the following command I am getting the error and the result.."> x.ct=ur.df(rev$REVENUE,start=1,end=length(rev$REVENUE),frequency=1) Error in ur.df(rev$REVENUE, start = 1, end = length(rev$REVENUE), frequency = 1) : unused argument(s) (start = 1, end = 4, frequency = 1) &gt...

I have a question regarding the adf.test command in the tseries library. I have a vector of time series observations (2265 daily log prices for the OEX to be exact). I also have this same data in first-differenced form. I want to test both vectors individually for staionarity with an Augmented Dickey-Fuller test. I noticed when...