search for: johansen

Hi all, I am working on exporting "Johansen test statistics" (Johansen test: "ca.jo" in package "urca")to Excel. The problem is that the function output is not a number, but like this: ##################################################### # Johansen-Procedure Unit Root / Cointegration Test # ######################...

...ecause we got multiple companies on this Asterisk box. Company A's internal numbers: CID: User: 1000 - User 1 2000 - User 2 3000 - User 3 4000 - User 4 Company B's internal numbers: CID: User: 1000 - User 5 2000 - User 6 3000 - User 7 4000 - User 8 Is this allowed? Regards Arne Morten Johansen

Hi, I have a couple of questions about johansen's test, in general: 1. I was able to obtain error correction term (ect) from cajorls$rlm$model properly. According the my ca.jo object on 2-variate series, the test suggests that the integration rank is 1. Which means that my ect should be stationary. However, I did test stationariy on ect and...

Hi, Could someone please tell me the R codes for fitting VAR(p) (Vector Auto Regressive) models and doing the Johansen?s cointegration tests. TIA Aditya

Dear all, I am struggling to understand the johansen test procedure in the context of co-integration in time series. Yes I understand that this forum is not directly statistics related but still I am posting here hoping that I would get som help. The error correction representation of a VAR[p] model can be written as: Delta y[t] = A[0]*y[t-1...

...(billm) Cindy Swearingen (cindys) Lori M. Alt (lalt) Mark Shellenbaum (marks) Mark Maybee (maybee) Matthew A. Ahrens (ahrens) Neil V. Perrin (perrin) Jeff Bonwick (bonwick) Eric Schrock (eschrock) Noel Dellofano (ndellofa) Eric Kustarz (goo)* Georgina A. Chua (chua)* Tabriz Holtz (tabriz)* Krister Johansen (johansen)* All of these should be renewed at Core contributor level, except for those with a "*". Those with a "*" are no longer involved with ZFS and we should let their grants expire. I am nominating the following to be new Core Contributors of ZFS: Jonathan W. Adams (j...

Hi, I wonder if someone has already programmed the Johansen-Procedure for Testing and Estimation of cointegrated time series. Thanks Ralph -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscrib...

...ttachment which are not allowed in our mailing lists; manually fixed and approved, MM] Dear R-list, R: 1.5.1 OS: Windows NT additional packages needed: tseries for those of you who are interested, pls. find attached a function for estimating VECM's by employing the method of Johansen (see for example: Hamilton, "Time Series Analysis, Chapter 21"). Arguments: y: data matrix adf: logical, indicating wether Augmented-Dickey-Fuller Tests should be calculated or not. dtt: logical, wether the data matrix y is governed by a deterministic trend, too. graph: logical, diag...

Hi,I obtained the ect term from cajorls in urca. I found a result that would like to obtain some explanation here. My setting is that I have 2 variate time series. I use ca.jo to perform Johansen test. 1. I found that sometimes, in the case where the ca.jo test statistics suggest that I have 1 relationship. After I investigate the ect obtained from cajorls (with r=1), the ect series fails unit root test like adf.test completely. I still see high degree of non-stationarity. Would you please...

Dear all, I have a question. How to get the standard errors of alpha and beta when using "ca.jo" to test cointergration? In the paper by Bernhard Pfaff and Kronberg im Taunus “VAR, SVAR and SVEC Models: Implementation Within R Package” pp.24-25. The standard errors are listed on the table 5 following the code: R> vecm.r1 <- cajorls(vecm, r = 1) I tried this in my Mac R, but

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for

...auth client connected (pid=1768) But if I use psql and connects to the same db server with the same username and password, I can successfully connect... What am I missing? Regards, BTJ -- ----------------------------------------------------------------------------------------------- Bj?rn T Johansen btj at havleik.no ----------------------------------------------------------------------------------------------- Someone wrote: "I understand that if you play a Windows CD backwards you hear strange Satanic messages" To which someone replied: "It's even worse than that; play it...

...s. The way I've done it now is by multiple OR operators. There must be a better way. Anyone got some suggestions? This is basicly what I want. "If CID Exists in $File, goto s,10". So when I want to add a new CID I just add a new line in a txt file. Thanks, Arne Morten Johansen -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.digium.com/pipermail/asterisk-users/attachments/20060208/c2092955/attachment.htm

I am trying to run a conintegration analysis. I am a former user of S-Plus and understand the output of the coint and VECM output, but I am having trouble understanding the equivalent output in R. Here is what I ran > coint=ca.jo(data,constant=T,K=2,spec="longrun") > summary(coint) The first portion of the output that I did not understand [,1] [,2] [,3] y1

...cure authentication in my MUA, I get an error from dovecot telling me that this is not supported.. Is this because dovecot does not support this or am I missing some config? Regards, BTJ -- ----------------------------------------------------------------------------------------------- Bj?rn T Johansen btj at havleik.no ----------------------------------------------------------------------------------------------- Someone wrote: "I understand that if you play a Windows CD backwards you hear strange Satanic messages" To which someone replied: "It's even worse than that; play it...

Is there anyway to make dovecot create Sent, Draft, etc folder automatically? Or is this the job for a MUA? Regards, BTJ -- ----------------------------------------------------------------------------------------------- Bj?rn T Johansen btj at havleik.no ----------------------------------------------------------------------------------------------- Someone wrote: "I understand that if you play a Windows CD backwards you hear strange Satanic messages" To which someone replied: "It's even worse than that; play it...

...st member, an update of package 'urca' has been uploaded to CRAN (Mirror: Austria). In the updated release unit root and cointegration tests encountered in applied econometric analysis are implemented. The package is written in 'pure' R and utilises S4 classes. In particular, the Johansen procedure with likelihood ratio tests for the inclusion of a linear trend, restrictions on beta and/or alpha matrices, as well as the data used by Johansen, S. and Juselius, K. (1990) in their seminal paper have been added. Where applicable web-links to the original papers/articles and/or data sou...

...ht is calling a PHP-script from asterisk that communicates with the java-client through IP-sockets. But I don't see how this can make the applet able to transfer calls. I'm really stuck. Anyone got suggestions and tips? Any help would be greatly appreciated. Thanks Regards, Arne Morten Johansen

...gister gets the call. The way around this is to have your sip devices register under different accounts and create a ring group (dial(SIP/dev1&SIP/dev2&SIP/devN)) AFAIK, there isn't a reliable method of determining if a sip device is busy other than calling it. On 5/1/06, Arne Morten Johansen <amj@avio.no> wrote: Hi. How does this work? What if this SIP/account was a member (agent) of a queue? Ex: dial(SIP/account,20,tT). Would the dialstatus be set as busy when one of the phones is actively talking, or will the other phones continue to ring? You may have seen my other submi...

...as I actually need Asterisk to pick up and listen to some DTMF digits before hanging up and calling me back, but it works great for me, and requires no external agi scripts. Joseph Tanner On 2/3/06, bbench@mail.bg <bbench@mail.bg> wrote: > On Thursday 02 February 2006 11:40, Arne Morten Johansen wrote: > > How do I setup a Callback script? > > > > This script does what I want to do. But how do I set it up? > > > > http://www.junghanns.net/en/callback.html > > > > I see it uses PHP for scriptlanguage. So where do I place it (the .agi)? > > /va...