Displaying 7 results from an estimated 7 matches for "ect1".
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2011 Apr 29
1
question of VECM restricted regression
...m,r=1)
summary(sjd.vecm.rls$rlm)
sjd.vecm.rls$beta
Response LRM.d :
Call:
lm(formula = substitute(LRM.d), data = data.mat)
Residuals:
Min 1Q Median 3Q Max
-0.027598 -0.012836 -0.003395 0.015523 0.056034
Coefficients:
Estimate Std. Error t value Pr(>|t|)
ect1 -0.212955 0.064354 -3.309 0.00185 **
sd1 -0.057653 0.010269 -5.614 1.16e-06 ***
sd2 -0.016305 0.009177 -1.777 0.08238 .
sd3 -0.040859 0.008767 -4.660 2.82e-05 ***
LRM.dl1 0.049816 0.191992 0.259 0.79646
LRY.dl1 0.075717 0.157902 0.480 0.63389
IBO.dl1 -1.1489...
2009 Jul 14
4
error on solaris please help interlocked*functions
...rlocked.c
> "interlocked.c", line 137: #error: You must implement the interlocked* functions for your compiler
> cc: acomp failed for interlocked.c
> *** Error code 1
> make: Fatal error: Command failed for target `interlocked.o'
> Current working directory /export/home/ect1/Downloads/wine/libs/port
> *** Error code 1
> The following command caused the error:
> cd port && make
> make: Fatal error: Command failed for target `port'
> Current working directory /export/home/ect1/Downloads/wine/libs
> *** Error code 1
> The following command...
2009 Sep 02
0
Cointegration/urca package
...ror correction model (vecm) model. I have only one cointegratio relationship. I write :
joh.vecm.rls <- cajorls(joh.vecm, r=1)
The output estimation is :
Call:
lm(formula = substitute(form1), data = data.mat)
Coefficients:
up.d expl.d upd.d r.d
ect1 -1.34e-01 4.55e+02 6.91e+00 2.43e+03
constant -4.90e+01 1.82e+05 2.46e+03 9.54e+05
up.dl1 6.68e-01 2.07e+03 3.49e+01 2.51e+03
expl.dl1 1.72e-04 -1.87e-01 9.22e-03 1.34e-01
upd.dl1 -2.48e-03 8.15e+00 4.36e-01 2.29e+01
r.dl1 2.70e-05 -6.75e-02 -1.95e-...
2012 Aug 10
1
Interper output from cajorls and VECM
Hi all R users,
I'm finding it a bit hard to interpret the output from the cajorls and VECM
function. I'm trying to model a VECM model with cointegration rank of 6, and
therefore I get the varibles ECT1, ECT2... ECT6 in my output. Are these
representing the estimates for my loading matrix or also denoted the "alpha"
matrix?
Thanks in advanced
Emil
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2011 Apr 03
0
Standard Error for Cointegration Results
Dear Sir/Madam,
I have used ca.jo in urca package to identify the cointegration and cajorls to estimate the vecm. Althought both return the coefficients for long run relationship (or ect1 in cajorls), I am unable to find the standard error and t statistics.
I spend some weeks to search around. I did find some similar enquiries before and answer provided Prof. Pfaff is to use vec2var. However, I still can't find corresponding info. after using vec2var function. Highly appreciat...
2009 Jul 14
1
solaris error during installation
Code:
Wine Installer v1.0
Running configure...
./tools/wineinstall: !: not found
We need to install wine as root user, do you want us to build wine,
'su root' and install Wine? Enter 'no' to continue without installing
-n (yes/no)
yes
Compiling Wine. Grab a lunch or two, rent a video, or whatever,
in the meantime...
./tools/wineinstall: syntax error at line 149: `}'
2009 Jul 30
1
how to navigate files instaled on wine
hi im newbie user
how to navigate files instaled on wine
c:\\program filess\\ etc