search for: equalt

Displaying 3 results from an estimated 3 matches for "equalt".

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2007 Aug 18
1
Restricted VAR parameter estimation
...ha[5,0] + beta[5,3, 1]*y[3,t-1]+............+beta[5,3, 12]*y[3,t-12] + beta[5,5, 1]*y[5,t-1]+............+beta[5,5, 12]*y[4,t-12] + e[5,t] All variables are stationary Now I want to estimate the coefficients under a VAR[12] framework. Is it mathematically correct to estimate coefficients of each equaltion with simple OLS separately? Or how I can use R [mAr.est() function) to estimate them? Regards, --------------------------------- [[alternative HTML version deleted]]
2012 Nov 02
2
Merge data frame with mispelling characters
Hello dear R-helpers, I'm working with R-2.15.2 on Windows 7 OS. I'm stucked with a merge of two data frames by characters. In each data frame I got two different list of names, that is my main-key to be merged. To figure out what I'm saying, I build up a modified "?merge" example, with errors by purpose: # Data for authors: authors <- data.frame( surname =
2007 Aug 21
2
Partial comparison in string vector
...]+............+beta[5,3, 12]*y[3,t-12] >+ beta[5,5, 1]*y[5,t-1]+............+beta[5,5, 12]*y[4,t-12] + e[5,t] > >All variables are stationary > >Now I want to estimate the coefficients under a VAR[12] >framework. Is it mathematically correct to estimate >coefficients of each equaltion with simple OLS separately? Or >how I can use R [mAr.est() function) to estimate them? > > Regards, > > > >--------------------------------- > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat....