search for: contemporan

...estimate a VAR of the form: Ay_t = By_t-1 + Cy_t-2 + ... + Dx_t + e_t Where A is a non-diagonal matrix of coefficients, B and C are matricies of coefficients and D is a matrix of coefficients for the exogenous variables. I don't think the package {vars} can do this because I want to include contemporaneous cross-variable impacts. So I want y1_t to affect y2_t and I think in {vars} I can only have y1_t-1 affect y2_t. {vars} will only allow VARs of the form: y_t = By_t-1 + Cy_t-2 + ... + Dx_t + e_t Solutions? Maybe another package? Or maybe I'm thinking about this wrong? (And I know that...

Dear r-Help readers, 1) Is there support for NSUR in some R package yet? 2) Is there a general function of applying the Gauss-Newton or Marquard method, in which the function of calculating the partial derivatives can be specified by the user? Contemporaneously correlated non-linear models (NSUR) is a method to fit a system of non-linear equations. I want to use to fit several non-linear models at the same time, so that one the independent variable is alsway the sum of several other independent variable of other models. This procedure is describ...

...unit in the linkage unit, it should be available for every other translation unit in the linkage unit. One question that arises is how to handle old modules which were compiled in hosted mode and lack the hosted module flag. With the above scheme, LTO would run in freestanding mode if there are no contemporaneous modules. I think this is probably fine, since (1) I'd normally expect there to be at least one contemporaneous module (i.e. the main program, as opposed to old modules belonging to a prebuilt library) and (2) the loop idiom recognizer has already been run over these modules at compile time,...

...VML in one and -fveclib=Accelerate in another, can we safely pick the first one arbitrarily?) >> One question that arises is how to handle old modules which were compiled in hosted mode and lack the hosted module flag. With the above scheme, LTO would run in freestanding mode if there are no contemporaneous modules. I think this is probably fine, since (1) I'd normally expect there to be at least one contemporaneous module (i.e. the main program, as opposed to old modules belonging to a prebuilt library) and (2) the loop idiom recognizer has already been run over these modules at compile time,...

...r, can we safely pick >> the first one arbitrarily?) >> >> >> One question that arises is how to handle old modules which were >> compiled in hosted mode and lack the hosted module flag. With the above >> scheme, LTO would run in freestanding mode if there are no contemporaneous >> modules. I think this is probably fine, since (1) I'd normally expect there >> to be at least one contemporaneous module (i.e. the main program, as >> opposed to old modules belonging to a prebuilt library) and (2) the loop >> idiom recognizer has already been run...

...ation the next error message appears: In SVAR(x, Amat = amat, Bmat = bmat, start = NULL, max.iter = 1000, : The AB-model is just identified. No test possible. Could you help me to interpret it please. Also I have the identification assumption that one of my shocks is exogenous relative to the contemporaneous values of the other variables in the SVAR, could you help me with the construction of the restriction matrices A and B of the SVAR model please? Thanks a lot! Best Regards, Veronica -- View this message in context: http://r.789695.n4.nabble.com/SVAR-Restriction-on-AB-model-tp4636306.html Se...

...fter 3 time on the mailbox is sent). The SIP log shows that the telephone sees the INVITE of the Registrar, it however in principle with "486 Busy here" answered (that is then also the reason, why the detailed call is sent on the mailbox). The message mentioned "Denying call appears contemporaneous id=X reason=unconditional" in the log, whereby X was so far always a negative, one-digit number. Does someone have an idea? -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.digium.com/pipermail/asterisk-users/attachments/20070510/e93db2a4/attach...

I have an application with is binary-only, does its job well, and is only available for either libc5 (!) or early early glibc2.0 (!!). It has been running on a Red Hat Linux 5.2 (NOT RHEL; RHL) server for a really long time, and it honestly does its job and it's not easily replaced by an open-source solution at the moment. So, I need to do one of the following things: 1.) Run Red Hat

...ars that many newer MS products, e.g. Azure, Outlook 2016, etc. _require_ the login name to match the e-mail address. Please look at this again before committing to the documentation change, which seems to diverge from the goal of making SAMBA work like a Windows AD DC. Here are some MS documents (contemporaneous with document linked in documentation prior to this change): https://docs.microsoft.com/en-us/windows/desktop/adschema/a-upnsuffixes https://docs.microsoft.com/en-us/windows/desktop/adschema/a-userprincipalname and in this one, https://docs.microsoft.com/en-us/windows/desktop/AD/naming-proper...

I was wondering if anyone had some sample time series dgp code. I am particularly interested in examples of autoregressive processes and error correction model DGPs. I have attached a more specific example of what I mean. I have tried myself but would hoping someone had some more elegant code that would help me extend my own code. Thanks Luke Keele UNC-Chapel Hill Nuffield College, Oxford

...ine 109 an equivalent of a[t+1] = anew + Pnew * resid0 / gain where gain = mod$h = H (by line 97), resid0 = y-a = v (by lines 94-96) Since Pnew = 0, then a[t+1] = a, which explains why the computation returns res$states = c(1,1,1,1,1). The help file says "'states', the contemporaneous state estimates", which I assumed to mean 'a' in the equations above. But that assumption does not agree with the numerical results. It also does not agree with the coding(?) as a[t+1] = a + K v differs substantially from a[t+1] = anew + Pnew * resid0 / gain. (all the p...

Folks, What is the best way to simulate values from a fitted "VAR {vars}" model. Also I have tried to use SVAR for a cointegration fit of y~x (just two univariate time-series) but I can't figure out how to set up the "A" matrix so that x_t can be used as a contemporaneous predictor of y_t. Thanks much for your time, KW -- [[alternative HTML version deleted]]

On Saturday 08. September 2007 19:16:44 Ralph Giles wrote: > On Sat, Sep 08, 2007 at 11:37:05AM +0100, Ian Malone wrote: > > This needs more support. CMML already uses fragment identifiers > > to label clips and there is also a need to be able to find the > > labelled resource. > > And earlier wrote: > > <video encoding="application/theora+ogg" />

I have just come to the realization that password encryption using the crypt function in linux, ONLY USES THE FIRST 8 CHARS. I have written routines using crypt allowing 16+ chars, and find that anything past 8 is ignored. Wow. Is there a way around this that can be used in dovecot, as well as encryption routines for an email front end? (not system users). It's the integration with

Dear all, I have spent the last few days on a seemingly simple and previously documented rolling regression. I have a 60 year data set organized in a ts matrix. The matrix has 5 columns; cash_ret, epy1, ism1, spread1, unemp1 I have been able to come up with the following based on previous help threads. It seems to work fine. The trouble is I get regression coefficients but need the immediate

...mber of extensions to RING,the ring type and all the parameter in a dynamic way. I have done this code to test it: macro pbx-ring-group-ael(pbx_id,num_int,ring_type,timeout,ext_string) { //; pbx_id = Id of PBX in the DB //; num_int = Quantity of extensions to ring //; ring_type = Kind of RING (C=contemporaneous S=sequential) //; timeout = Amount of time to ring //; ext_string = String with extension numbers like 101-102-103-104-105 if(${ring_type}=C) { for (x=1 ; ${x} <= ${num_int} ; x=${x} + 1) { int=${CUT(ext_string,,${x})};...

...e at least as high with the SVAR compared to arima, so it's not any more accurate. Program: ##### Model ##### # Y(t) = a0 + a1*Y(t-1) + a2*Y(t-2) + a3*X(t-1) + a4*X(t-2) + e(t) # X(t) = b0 + b1*X(t-1) + b2*X(t-2) + b3*Y(t-1) + b4*Y(t-2) + b5*Y(t) + d(t) # e(t) & d(t) ~ N(0,s) # So Y has a contemporaneous impact on X # X only has an impact on future Ys # So this is the setup of a SVAR ##### Choosing parameters ##### # Currently, all parameters are just random numbers less than 1 so that # it's a stationary series # The standard deviations of the error terms are also random ~ U(0,2) a0 &l...

...corresponding variation from year to year. My question is how to approach the analysis of these data using R. Here is what we have done so far (guided by Diggle and MASS): 1) Create two time-series (ts) objects from the data, making sure the corresponding observations in the two ts are in fact contemporaneous. 2) Decompose each ts into seasonal, trend and remainder components using stl() and decompose(). 3) Examine the cross-correlogram for the raw ts and the decomposed components using ccf() - this revealed that bronchiolitis cases were maximally cross-correlated with RSV isolates at a 3 week la...

Hi, R core team I am using the function {aidsEst} in package [micEcon] to do an AIDS model now. So far, everything is good. But I want to test the auto correlation and heteroskedasticity of the individual equation from AIDS demand system. How can I return the individual equation? PS: serial correlation test is {bgtest} in package [lmtest] and heteroskedasticity is {bptest} in package

Full_Name: Alessandra Iacobucci Version: 2.5.1 OS: Mac OS X 10.4.11 Submission from: (NULL) (193.48.71.92) Hi, I am making some intensive simulations for the testing of a Population Monte Carlo algorithm. This involves also a study of the CPU times in two different case. What I am trying to measure is the "real" CPU time, the one which is independent on the %CPU. I'm using the