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?
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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,
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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,
--
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