search for: bgki

Displaying 2 results from an estimated 2 matches for "bgki".

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2009 Mar 09
2
mean reverting model
dear useRs, i'm working with a mean reverting model of the following specification: y = mu + beta(x - mu) + errorterm, where mu is a constant currently I estimate just y = x (with lm()) to get beta and then calculate mu = estimated intercept / (1-beta). but I'd like to estimate mu and beta together in one regression-step and also get the test-statistics (including parameter
2020 Feb 27
2
[PATCH] Update the 5 year logo to 10 year logo
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