search for: contemporaneously

Hi, I would like to 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

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 described in...

In PR30403 we've been discussing how to encode -ffreestanding when using LTO. This bit is currently dropped during LTO because its only representation is in the TargetLibraryInfo created by clang ( http://llvm-cs.pcc.me.uk/tools/clang/lib/CodeGen/BackendUtil.cpp#258). The proposal is to introduce a module flag that we set in any translation unit compiled in hosted (i.e. -fno-freestanding)

+Eric and Akira (for thoughts on module flags) > On 2016-Sep-16, at 12:47, Mehdi Amini <mehdi.amini at apple.com> wrote: > >> On Sep 16, 2016, at 12:30 PM, Peter Collingbourne <peter at pcc.me.uk> wrote: >> >> In PR30403 we've been discussing how to encode -ffreestanding when using LTO. This bit is currently dropped during LTO because its only

(summarising IRC) Rethinking a little, I would be inclined to agree that combined hosted and freestanding modules should not be compiled in hosted mode. Here's one scenario where we may break: suppose I LTO-link an implementation of memset compiled with -ffreestanding with a program compiled with -fhosted. With the proposed rule, the loop idiom recognizer may transform the body of the memset

Hello! I'm doing a svar and when I make the estimation 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

Does someone know coincidentally the cause for the error message specified in the Subject? The following scenario: Snom 360 behind one rout (wiederrum on a DSL line with static IP address hangs). The Snom has a private IP, routs accomplishes NAT. STUN and ICE are activated, as SIP haven 5060/udp are firmly used. Detailed packages passed on on haven 5060/udp of rout to the Snom. The telephone

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

> > > The 'Nooooo, don't do that is: > > > Don't change the UPN > > > > Why not? It's a recommended best practice to choose a subdomain of > > your primary domain (e.g. "ad.example.com"), and then add alternate > > UPN suffix which allows user logons to match their email addresses. > > > > In fact, this page on the

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

(re-formulate, re-send, without html) for vector y = c(1,2,3,4,5), H = 0.66 manual calculations using the equations below give a = c(1,1.66,2.55,3.51,4.50). KalmanRun with these parameters gives res$states = (1,1,1,1,1)! for Kalman Filter Durbin/Koopman give at p67 eqs 4.13: v = y - Z a, F = Z P Z' + H, K = T P Z' / F + H, a[t+1] = T a + K v, P[t+1] = T P L'

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

Hi to all, i'm wondering to realize a dynamic macro that can take the number 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

Hello, I'd like to simulate data according to an SVAR model in order to demonstrate how other techniques (such as arima) yield biased estimates. I am interested in a 2 variable SVAR with 2 lags (in the notation of the vars vignette, K = 2, P = 2, where B = I_K). I'm using the {vars} package outlined here: http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf I thought that the

We have two time series: the first is a series of weekly counts of isolates of RSV (respiratory syncytial virus) by pathology laboratories, and the second is a series of weekly counts of cases of bronchiolitis in young children presenting to hospital emergency departments. Bronchiolitis in young children is usually caused by RSV infection, and simple visual inspection reveals a very close

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