search for: coef1ol

Displaying 2 results from an estimated 2 matches for "coef1ol".

Did you mean: coef1ols
2009 Nov 13
2
AR(2) modelling
...mplement the Yule-Walker equations... Any help is welcome. Just to be sure, I can do something I try to reconcile the ordinary least square methods. And it works! Christophe PS : OLS code ###Ordinary Least Square reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2) #summary(reslm) coef1ols <- reslm$coefficients["myserieminus1"] coef2ols <- reslm$coefficients["myserieminus2"] resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE) cat("\t\tmanual ols\t\tar ols\n") cat("first coef", coef1ols,"\t", resarols$ar[...
2009 Nov 13
2
AR(2) modelling
...mplement the Yule-Walker equations... Any help is welcome. Just to be sure, I can do something I try to reconcile the ordinary least square methods. And it works! Christophe PS : OLS code ###Ordinary Least Square reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2) #summary(reslm) coef1ols <- reslm$coefficients["myserieminus1"] coef2ols <- reslm$coefficients["myserieminus2"] resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE) cat("\t\tmanual ols\t\tar ols\n") cat("first coef", coef1ols,"\t", resarols$ar[...