search for: hannan

Dear all, I am sorry , I have not enough English or I am fool to understand the helping system 1- if someone has written the code for Hannan-Rissanen model selection in ARMA models, how can I find this R module or the code ? 2- I wrote the algorithm and the code for the Levy driven CARMA and COGARCH models, could anybody check or verify that I have done? Best regards yours sincerely R-help@r-project.org,R-help-request@r-project.or...

...r 0.014816 > **Adjusted R-squared 0.499556 S.D. dependent var 0.016274 > **S.E. of regression 0.011513 Akaike info criterion > -6.060182 > **Sum squared resid 0.020676 Schwarz criterion -5.964486 > **Log likelihood 492.8446 Hannan-Quinn criter. -6.021326 > **F-statistic 40.92897 Durbin-Watson stat 2.012062 > **Prob(F-statistic) 0.000000 > ** > **Inverted MA Roots .40 -.94 * This is R result > *> dlcpihTsLen <- length(ausT2Ts[,4]) > **> dlcpihArm...

...2 Mean (Y) : -0.05511 Variance (Y) : 1.06869 Skewness (Y) : -0.01496 Kurtosis (Y) : 3.49490 Log Likelihood : -1453.572 Alpha[1]+Beta[1]: -0.00021 Information Criterium (to be minimized) Akaike 2.911144 Shibata 2.911136 Schwarz 2.920960 Hannan-Quinn 2.914875

...Average of Dep Var. 276,0067 St Error Dep. Var 117,5827 Squared Sum of remainders 818,6362 Regression standar error 9,047852 R^2 0,995771 R^2 adj 0,994079 F(4, 10) 588,6040 p-value (de F) 8,09e-12 Log-likelihood -51,28100 Akaike 112,5620 Schwarz 116,1023 Hannan-Quinn 112,5243 rho -0,440663 Durbin-Watson 2,757428 Like you can see Gretl shows more statisticas. The same model in R: Call: lm(formula = Invest ~ CPI + GNP + Interest + Year, data = Tabla6_3) Residuals: Min 1Q Median 3Q Max -16.397 -3.864 1.391 4.219 15.779...

...os  818,6362   D.T. de la regresión    9,047852 R-cuadrado              0,995771   R-cuadrado corregido    0,994079 F(4, 10)                588,6040   Valor p (de F)          8,09e-12 Log-verosimilitud      -51,28100   Criterio de Akaike      112,5620 Criterio de Schwarz     116,1023   Crit. de Hannan-Quinn   112,5243 rho                    -0,440663   Durbin-Watson           2,757428 Sin considerar la constante, el valor p más alto fue el de la variable 4 (Interest) Como veis incluye más estadísticos que el de R: Call: lm(formula = Invest ~ CPI + GNP + Interest + Year, data = Tabla6_3) R...

...0 0.085592 -3.671586 0.0004 R-squared 0.104144 Mean dependent var -0.000365 Adjusted R-squared 0.089337 S.D. dependent var 0.007945 S.E. of regression 0.007581 Akaike info criterion -6.902354 Sum squared resid 0.006955 Schwarz criterion -6.834122 Log likelihood 430.9460 Hannan-Quinn criter. -6.874637 F-statistic 7.033211 Durbin-Watson stat 2.070520 Prob(F-statistic) 0.001289 Inverted AR Roots -.31 / -- View this message in context: http://r.789695.n4.nabble.com/Problem-with-Autocorrelation-and-GLS-Regression-tp4631336.html Sent from the R help...

...the examples for using the rmeta package to create a forest plot or simillar seem to use the catheter data: Name n.trt n.ctrl col.trt col.ctrl inf.trt inf.ctrl 1 Ciresi 124 127 15 21 13 14 2 George 44 35 10 25 1 3 3 Hannan 68 60 22 22 5 7 4 Heard 151 157 60 82 5 6 ... As I see it thats a summary of data from several published trials. What I want to do is do a forrest (forest) plot for subgroups within my single dataset as a test of heterogeniety. I h...

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Hi all, I'm setting up a number of samba DC's across several branch offices using the Samba 3.0.0 release's native LDAP support. I'd like to build some redundancy into my setup, such as having slave LDAP servers in case the master is down/unavailable. However, when I have multiple ldapsam entries in my smb.conf I get duplicate or triplicate users listed when performing a

...2.793 0.00522 *** Mean of dependent variable = 0.613926 Standard deviation of dep. var. = 12.3617 Mean of innovations = 0.843443 Variance of innovations = 145.801 Log-likelihood = -2021.5668 Akaike information criterion (AIC) = 4051.13 Schwarz Bayesian criterion (BIC) = 4068.13 Hannan-Quinn criterion (HQC) = 4057.79 Finally, R: gold.data <- cbind(ts(GoldData$Spot), lag(ts(GoldData$X),-1)) gold.2 <- arima(gold.data[,1], order = c(0,1,2), xreg=gold.data[,2], method="ML") Call: arima(x = gold.data[, 1], order = c(0, 1, 2), xreg = gold.data[, 2], method = "...

...e Skewness -0.34713 6.3012 2.9538e-010 Excess Kurtosis 3.5233 31.994 1.3249e-224 Jarque-Bera 1060.7 .NaN 4.7645e-231 --------------- Information Criterium (to be minimized) Akaike 1.125214 Shibata 1.125206 Schwarz 1.136537 Hannan-Quinn 1.129375 --------------- Q-Statistics on Standardized Residuals Q( 10) = 10.1220 [0.4298588] Q( 15) = 17.0402 [0.3164691] Q( 20) = 19.2929 [0.5028690] H0 : No serial correlation ==> Accept H0 when prob. is High [Q < Chisq(lag)] -------------- Q-Statistics on Squared St...

Hi all, I've got kind of strange setup, wherein all of my data is on a big NFS server (RH linux 8.0 running the 2.4.18 kernel and nfs-utils 1.0.1-2.80) and my Samba 3.0.0 PDC server (RH linux 7.3 w/ 2.4.18 kernel, nfs-utils 0.3.3-6.73) mounts the NFS export with the following options: rw,vers=3,wsize=8192,rsize=8192,hard,intr This mounted partition is then re-exported to the windows users

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast

Hi all, I've dug into a problem I've been having with Samba-3.0.0 (trying out 3.0.1 right now) on a linux system (2.4.18-3 kernel) with glibc 2.2.5 ... when I run a ./configure (with or without --with-spinlocks) it tests out my fcntl.h, and it fails the first fcntl.h test, the following one (where it tests for a broken glibc 2.1), but then passes the 64 bit fcntl test!? Now when it

I'd like to buy a SIP phone from a retail store, or from a local computer store in the south bay San Francisco area. Can anyone suggest a place from which I can make such a purchase? So far, I've only found online. Thanks. -alan

Hi all, I've tried searching all over the net for any information about this error but can't seem to find any. I've compiled Samba 2.2.8a on a RH Linux 7.3 box (kernel 2.4.18-3) with lsapsam support against openldap 2.0.23-4. I'm also using pam_ldap such that all authentication (unix + samba/windows) is done through LDAP, which is working quite nicely. However, none of my NT