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...his worked. I also read through the fracdiff package manual with no success to find any help with the residuals. I would be very grateful for any help. Thank you! Best regards, François Messer HEC, Faculty of Business and Economics University of Lausanne Message-id: <3C3D6095.5EB01FAA@lmttrading.com> > Date: Wed, 9 Jan 2002 07:57:31 +0000 > From: Susana Barbosa <susanabarbosa@novalis.fc.up.pt <mailto:susanabarbosa@novalis.fc.up.pt?Subject=Re:%20[R]%20How%20to%20obtain %20the%20series%20of%20residuals%20from%20fracdiff> > > Subject: [R] How to obtain the series...

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

>Date: Fri, 22 Feb 2002 09:48:16 -0600 (CST) >From: sun at cae.wisc.edu >Subject: [R] Does R have semiparametric package for time series > >Hello, All: I am new to R. I wonder if there is package for nonparametric or >semiparametric processing of time series. Thank you very much. > >Hongyu Sun Have a look at package "sm" and, in particular function

Kurt Hornik wrote: > >>>>> Duncan Murdoch writes: > > > The problem is in the .C call to pred_garch, which is short by one > > parameter. In the garch.c file, the header is > > > void pred_garch (double *y, double *h, int *n, double *par, int *p, > > int *q, int *genuine) > > > but in garch.R, the call is coded as > > > pred

> Subject: [R] Question on running tseries::garch on Mac OSX > Date: Sat, 18 Jan 2003 15:58:50 -0800 > From: Nicholas Waltner <nwaltner at attbi.com> > To: <R-help at stat.math.ethz.ch> > > Hello, > > When I run the garch examples, I get the following output: > > > dax.garch <- garch(dax) > > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****

> Subject: [R] LRT in arima models > Date: Mon, 17 Feb 2003 11:53:04 +0100 > From: "vito muggeo" <vito.muggeo at giustizia.it> > To: <r-help at stat.math.ethz.ch> > > Dear all, > > For some reason I'm evaluating the size of the LRT testing for the effect of > some explanatory variable in arima models. > I performed three different simulations

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

Can anybody give me a hint why as.POSIXlt doesn't recognize the same timezones that zdump knows about (Linux Suse 8.1 and Suse 7.3)? Is there a workaround? R : Copyright 2002, The R Development Core Team Version 1.6.1 (2002-11-01) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type `license()' or `licence()' for

Norbert Klink wrote: > Hi! > > I would like to use your tseries GARCH functionality in conjuction with > S-Plus 6 under Windows. Unfortunately, in order to make DLLs usable for > S-Plus it requires you to generate a so-called "S-Plus Chapter DLL", which > carries some S-Plus specific overhead. Loading your DLLs as they are > wouldn't work. Trying to compile the

> Date: Wed, 20 Mar 2002 14:31:03 +0100 (CET) > From: =?iso-8859-1?Q?G=F6ran_Brostr=F6m?= <gb at stat.umu.se> > Subject: [R] optim with gradient > > I want to maximise a function using 'optim' with a method that requires > the gradient, so I supply two functions, 'fun' for the function value > and 'd.fun' for its gradient. My question is: Since