search for: diebold

Hi I tried to calculate modified Diebold-Mariano Test in R . I have already find a "forecast" package to calculate the Diebold-Mariano Test. Please let me know how to obtain " Modified Diebold-Mariano Test" ? Regards, Serdar -- View this message in context: http://r.789695.n4.nabble.com/Modified-Diebold-Mariano-Te...

Dear List Has anyone used R to distnguish between alternative forecasting models? In particular is the Diebold Mariano test available for use within R. Any assistance would be greatly appreciated. Graham Leask Lecturer in Strategy Economics & Strategy Group Aston University Aston Triangle Birmingham B4 7ET Tel: 0121 204 3150 E Mail: g.leask at aston.ac.uk

Hello I would like to know if the Diebold Mariano Test in the forecast Package is adjusted to small samples (as Harvey, Leybourne, Newbold suggest) If not, how can I do that manually? Paka

...rowser = PDC BDC 40009a03 (BDC) PDC 400c9b0b (PDC) but my clients (windows 2000 and XP) are authenticated by the BDC. I don't unterstand why it's working like this !! The PDC becomes the master if I set the domain logons option to no. Thanks. -- Cl?ment DIEBOLD Service Informatique LMARC Universit? de Franche-Comt? 24, chemin de l'Epitaphe 25000 Besan?on Tel : 03 81 66 60 53 Fax : 03 81 66 67 00 --

...e file count increases the load on the data base server increases and we have to do the conc tier outage and move the files in the log and out directories to improve the performance again. Please let me know if it is possible to upgrade the OCFS2 to 1.4 on OEL 4.4 servers. Thanks Sajith Parapuram Diebold Software Services Pvt Ltd. The V-Ascendas IT Park C-3, Mariner Block Madhapur, Hyderabad 500 081 Mobile:- 91 9908015570 Desk Tel:- 91 40 66164044 Fax:- 91 40 66164115 parapus at diebold.com -------------- next part -------------- An HTML attachment was scrubbed... URL: http://oss.oracle.com/piper...

....) Does this problem sound familiar to anyone? The problem almost seems like smbmount is working correctly but Linux is not interpreting the mount correctly (wrong filesystem?). I believe that my Linux filesystem is ext2. Any suggestions would be appreciated. Best regards, David Plentovich DIEBOLD Self-Service Systems, Dept. 9-53-3 (330)490-5092, FAX(330)490-4508, plentod@diebold.com 5995 Mayfair Road, North Canton, OH, 44720, USA

Hello, I'm hoping that somebody out there can help with this strange problem... First off I'm running Kernel 2.6.9, Samba 3.0.9 on Debian Linux, with WinXP clients. Users working out of their home directories are creating and saving Excel documents and when they later attempt to edit and save the document they've created it results in this message from Excel 2000: "Document

I am relatively new to R and object oriented programming. I have relied on SAS for most of my data analysis. I teach an introductory undergraduate forecasting course using the Diebold text and I am considering using R in addition to SAS and Eviews in the course. I work primarily with univariate or multivariate time series data. I am having a great deal of difficulty understanding and working with "ts" objects particularly when it comes to referencing variables in plot...

I'm running Samba 3.0.9 on SLES9 as a domain member with an NT4 PDC, using winbind to authorise domain users. I have set up a general share for all users which works fine and is accessible by all users but I am unable to set up the home shares correctly. When attempting to connect via smbclient I get the following:- tree connect failed: NT_STATUS_ACCESS_DENIED What does this mean and where

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org . The new built has also been submitted to the CRAN server. Some new functions and example files have been added. Unfortunately the user guides and reference guides are not yet updated, they have still the status of Version

...s > qnorm(1-alpha); * J[!Jindicators] = 1;* the full code is (which I take no credit for): # START implementation of paper: # ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING, AND FORECASTING OF RETURN VOLATILITY # Torben G. Andersen, Tim Bollerslev, and Francis X. Diebold # data: a xts object with the intraday data # periods: a vector with time periods to aggregate over, expressed in days # RVest: estimator for daily realized volatility, # in case a vector is supplied, the first estimator is the unrobust estimator, the second is the robust estimator # type: s...

When i use openssh's UseLogin option (i.e. set it to "Yes").. i get duplicate entries in the wtmp file (when i type 'last' it displays users who logged on via sshd twice), like this: tempest ttyp4 63.10.229.126 Sat Mar 11 22:33 - 14:03 (15:29) tempest ttyp4 1cust126.tnt5.ta Sat Mar 11 22:33 still logged in note however that this is AFTER a user

I've noticed rather strange wtmp logging behavior in sshd. Can anyone confirm or solve the following: Once a user authenticates themself to sshd, sshd among other things records the login in the wtmp, which `last` reads. However, sshd logs hostnames which are longer than 16 characters instead of IPs like normal programs would. As a result, I have useless entries such as: tempest