search for: johansens

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 # ##################################################### The value of the

Hi there. Is it possible to have different sip users have the same CallerId number in sip.conf. I need this because 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

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 it shows non-stationarity and my acf still shows

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] + A[1]*Delta y[t-1] +..............

The time has come to review the current Contributor and Core contributor grants for ZFS. Since all of the ZFS core contributors grants are set to expire on 02-24-2009 we need to renew the members that are still contributing at core contributor levels. We should also add some new members to both Contributor and Core contributor levels. First the current list of Core contributors: Bill

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]subscribe" (in the "body", not the

[message bounced because of "octet-stream" attachment 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,

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

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

I have configured a new server and copied the dovecot-sql.conf file that works a different server to the new server... But when Dovecot tries to connect to the database, the following error appears..: Mar 16 22:28:25 smtp dovecot: auth: Debug: Loading modules from directory: /usr/lib64/dovecot/auth Mar 16 22:28:25 smtp dovecot: auth: Debug: Module loaded: /usr/lib64/dovecot/auth/libauthdb_ldap.so

Hi there. I currently have a GotoIf statement that goes to a special extension priority if the CID match with one of the numbers in my "list" of CIDs. 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

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

I have enabled SSL support for my dovecot installation but if I enable secure 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

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

Dear R-list 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,

Hi there. We're going to develop a call centre app for internal use in our office. The call centre is probably going to be a java-based client installed on a windows machine that our secretary can use. Features should be a way to see incoming calls, answer them, and then transfer the calls to our different users/groups/divisions. If it also could be possible to have a way to see if the user

Thanks. I'm able to getting the asterisk calling back to my cellphone. But when I get to the authentication I get this message when I start to dial in my password: NOTICE[5178]: rtp.c:509 ast_rtp_read: Unknown RTP codec 96 received Is this a DTMF failure of some sort? Thanks again. -----Opprinnelig melding----- Fra: asterisk-users-bounces@lists.digium.com

Yeah I do use ring groups at the moment. But the problem is that I can't control "the flow". Let's take your example. dial(SIP/dev1&SIP/dev2&SIP/dev3) If I dial these 3 numbers, and dev2 is already one the phone. How do I check for that? I only want one of the three phones active at the time. But if no telephone is busy, they all should ring until the call is