Displaying 2 results from an estimated 2 matches for "bgki".
Did you mean:
bgi
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
...9OZEKoePJjj}V6G0H9TmB6_d-g=7y7P}dY}hcF;ZI3P
z34$OH7ADWnLYXIoBuU)8=zR-kXXgsvJaTe!C@wB0I=W_iu$Cz^001BWNkl<Z5EKdp
zVPRpMKOaMOehn$)-Gf59gqxci*RRJSnLhr8tBTlvBaFW<wFMy0!iMX<k3l;6F%fC|
zJd^x)vi+w8Y?;`S<j5^ZVkL$c0FuPb{j1nKsu637!<pm#TctvGm655g!yd<>eB!m7
z{-Mcy?4w`O$Fek)>6iL3^X726y)l!{bGKI-93)93`RFG8e!DGOW(;DXu0NxKPgWQl
z1W6(^V++pV^2R_-K@Nr2k8|3(@>gejT`Z;*=vNhIB>x|K=NS;i*|p(oW;^WCSr93r
zh+@IsyRk%LOf%8MbW=?;ucnx45|hvLW@4JATM|vR#NK<aSP>DF4$|2&^Zi&+aTjR|
zyC~P6_s!1E%)#BA^E{{A2aTtFC@3vSgRzq>rzDw6NZqxRz0)6J={*5#eZ3Fye@{j2
z?YN3EeaAl-!z=i#%0ZSP>kK69mpQme$-(t9N4Cl&...