Displaying 4 results from an estimated 4 matches for "emiln_leifsson".
2012 Aug 21
1
Trace values in the function ca.jo()
Hi all R users,
I'm trying to replicate the same results that are given in a published
article after been granted
the same data that the authors use.
I'm having problems to determine the cointegration rank of my data set using
the Johnasen's trace test.
This trace test is already programmed in the package ur.ca and can be found
in the function
ca.jo().
After I run the ca.jo()
2012 Aug 27
2
Assigning colors on low p-values in table
Hi all R-users,
I?m trying to assign colors on those p-value in my table output that fall
above a certain critical value, let?s say a p-value >0.05.
My table looks like this:
Assets ADF-Level P-Value
ADF-First D P-Value ADF-Second D P-Value
[1,] Liabilities -2.3109 0.1988 -3.162
0.025 -6.0281
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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2012 Jul 27
2
Extracting results from the VAR output
Hi everyone,
I'm working with the Vector Autoregressive Model (VAR), and it seems like
the ur.ca package provides the best
function for this purpose.
My problem is, that I don't know how to extract a certain value from the
output without using the variables names.
I was hoping that this could be done by using numerical value, e.g. [1],
instead of writing for instance $Liabilities. The