search for: londonphd

Displaying 9 results from an estimated 9 matches for "londonphd".

2013 Apr 09
1
sorting the VAR model output according to variable names??
I was wondering if one can have the coefficients of VAR model sorted according to variable names rather than lags. If you notice below, the output is sorted according to lags. >VAR(cbind(fossil,labour),p=2,type="const") VAR Estimation Results: ======================= Estimated coefficients for equation fossil: =========================================== Call: fossil = fossil.l1
2013 Feb 22
1
R on mac not installing packages
Hi, I have not been able to use R in my macbook pro. I am getting the following error message every time i try to install a package * installing *source* package ?Hmisc? ... ** package ?Hmisc? successfully unpacked and MD5 sums checked ** libs *** arch - i386 sh: make: command not found ERROR: compilation failed for package ?Hmisc? * removing ?/Users/ravshonbek/Library/R/2.15/library/Hmisc? *
2013 Jan 27
1
set.seed()
Hi, I am learning R. I've been using set.seed() for a while, but without actually understanding the significance of the "number" we put in the brackets. e.g. set.seed(135) & set.seed(930). Can anyone shed some light on this please? -- View this message in context: http://r.789695.n4.nabble.com/set-seed-tp4656788.html Sent from the R help mailing list archive at Nabble.com.
2013 Feb 03
1
package installation error in Mac OS X
Hi, I installed R in Mac OS X, and trying to installa package. R is not allowing me to install the meboot package. Below is the exact message I got from R: installation of package ?meboot? had non-zero exit status trying URL 'http://cran.ma.imperial.ac.uk/src/contrib/meboot_1.1-5.tar.gz' Content type 'application/x-gzip' length 411681 bytes (402 Kb) opened URL
2013 Apr 01
1
plm: Hausman Test error
Hi, I am trying to run a panel regression using 88 observations and 9 variables. In-built Hausman Test did not work, then I found a code for auxiliary regression method for the Hausman test. The panel models are: fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index = c("id")) re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =
2013 Feb 02
0
VAR simulation help
<http://r.789695.n4.nabble.com/file/n4657370/untitled.jpg> Hi Everyone, I am a new comer to R circle. I am trying to simulate a VAR estimation. The problem is given above in the image. Assume that the errors are iid and normally distributed. Here the number of observations x1=x2=64. I've written the code below. Not sure if it is correct.
2013 Apr 14
2
ZA unit root test lag order selection
I was wondering if anyone could help with choosing optimal lag length for ZA test. There have been two lag order selection methods commonly used in the literature: 1) The ZA paper recommends to run the test with maximum number of lags. Then the lag order is reduced sequentially until the longest lag is statistically significant; 2) One could also use AIC or SBC or other criteria to choose lag
2013 Apr 30
0
Panel Granger Causality Tests
Hi, I was wondering if there is a package/function for Panel Granger non-causality tests? I am interested in Toda-Yamamoto procedure in panel data setting. Thank you, -- View this message in context: http://r.789695.n4.nabble.com/Panel-Granger-Causality-Tests-tp4665834.html Sent from the R help mailing list archive at Nabble.com.
2013 May 04
0
Panel Granger Non-Causality Tests in R
Hi, I was wondering if there is a package/function for Panel Granger non-causality tests? I am interested in Toda-Yamamoto like procedure for panel models. Thank you, -- View this message in context: http://r.789695.n4.nabble.com/Panel-Granger-Non-Causality-Tests-in-R-tp4666316.html Sent from the R help mailing list archive at Nabble.com.