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...with the mle function and I would like to ask you a couple of questions. My goal is to construct the historical value of v1(t), v2(t) and v3(t) using the maximum likelihood estimation. So, I need to optimize the following log-likelihood: sum(E1_f[t,]*(v1*teta1[] + v2*teta2[] + v3*teta3[]) - E_f[t,]*log(1 + exp(v1*teta1[] + v2*teta2[] + v3*teta3[]))) (E_f and E1_f are 136x111 matrices and teta1,teta2 and teta3 are 111x1 vectors). By writing the code below, I just obtain the result for t=1. ################ library(stats4) likelihood <- function(v1,v2,v3){ for (t in 1:136){...

Good morning, I have something like this: names(coint_tests) <- apply(b,2,paste, collapse="_") which prints 15 names like: A_B, C_D, E_F, ... AA,B,C,D.. Are time series. Then there is a vector called coint_tests of length 15 which yields "yes" or "no". I need to add a function to plot the time series Ai_Bi if the coint_tests vectors gives me a "YES". I tried: for (i in 1:(length(coint_tests))...

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