search for: macroeconom

Hi all, Please recommend good books for the following three categories. (I am aim at finance, macroeconomics, trading and business applications). (1) statistical (financial) data analysis; (2) time series; (3) econometrics. More specifically, I am looking for the following two types of books: (1) Books that provide big pictures and intuitions and books that connect dots... For example, there are lo...

Hello, Is there a package or sample code that shows how to do ex ante forecasts with a macroeconomic structural equations model? I looked at the "sem" package, which lets you estimate e.g. Klein's model, but I'm not sure how to make simulations using the full set of equations, including the identities. Thank you, Ronaldo Carpio rncarpio at yahoo.com

hello to all. I am working on macroeconomic data series of India, which in a yearly basis. I am unable to convert my data frame into time series. kindly help me. also using zoo and xts packages. but they take only monthly observations. 'data.frame': 30 obs. of 4 variables: $ year: int 1980 1981 1982 1983 1984 1985 1986 1987 198...

I'm an R newbie and had a question about the read.xls function. I've heard that this is often not a reliable function to use for importing data. However, I have created numerous xls files which contain information about voter turnout and macroeconomic indicators in India. I'm writing a paper on the relationship between economic growth and voter turnout. This is the command I use: data <- read.xls("India.xls", header=TRUE) I get the following error message: Error: could not find function "read.xls" Anyone ha...

I am going to attend MSc Data Science in September, so I consider upgrading my system to be more efficient with my projects.I used RStudio for my Macroeconomics Undergraduate Thesis and I had a couple of loops which needed almost 30 minutes to occur. My system specifications are the following: - CPU: i7 4970k @ 4.0 GHz - RAM: 8GB DDR3 - Hard Drive: SSD M.2 950 PRO Since I have only used RStudio, is there any dramatic difference between R a...

Dear all, I am looking for a clustering method usefull to classify the countries in some clusters taking account of: a) the geographical distance (in km) between countries and b) of some macroeconomic indicators (gdp, life expectancy...). Are there some packages in R usefull for this? Thanks a lot for your help, Dorina

Hello, I am interested in looking at the dataset used by Stock and Watson in their "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business and Econ. Statistics, April 2002, pp158-161) or the set used by D'Agostino and Giannone "Comparing Alternative Predictors [...]"(October 2006) in R. Does anyone know if the R-code to retrieve these series from FRED (as opposed...

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations. > > 'data.frame': 30 obs. of 4 variables: > $ year: int 1980 1981 1982...

> On 15 Sep 2017, at 12:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. Do you really need to convert your data to time series/xts/zoo? I don?t know you try what kind of an analysis but perhaps you don?t have to. > kindly help me. > also using zoo and x...

...on circular=F, the returned series don't have the correct dates. The removed dates are all at the beginning instead of half at the beginning and half at the end. It is particularly useful when we need to smooth the series (or remove a trend using a filter) before estimating a model (like in macroeconomics) or simply to plot the original series with the smoothed one. Of course, there is always the option of doing it by hand of the use circular=T and trim the series but I thought it would be nicer that way. Here is my suggestion (maybe not the nicest way to do it but it works) kernapply.ts &...

...in his "Bloom County" comic strip ) On Sun, Aug 20, 2017 at 7:39 AM, Vasilis Bardakos via R-help <r-help at r-project.org> wrote: > I am going to attend MSc Data Science in September, so I consider upgrading my system to be more efficient with my projects.I used RStudio for my Macroeconomics Undergraduate Thesis and I had a couple of loops which needed almost 30 minutes to occur. > My system specifications are the following: > > - CPU: i7 4970k @ 4.0 GHz > - RAM: 8GB DDR3 > - Hard Drive: SSD M.2 950 PRO > > Since I have only used RStudio, is there any d...

tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together with some of t...

tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together with some of t...

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations. > > 'data.frame': 30 obs. of 4 variables: > $ year: int 1980 1981 1982...

...-01 1984 173.3462 53.2851 60.6946 1985-01-01 1985 171.7075 53.1596 60.7598 On Sat, Sep 16, 2017 at 9:55 AM, Berend Hasselman <bhh at xs4all.nl> wrote: > > > On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > > > hello to all. I am working on macroeconomic data series of India, which > in > > a yearly basis. I am unable to convert my data frame into time series. > > kindly help me. > > also using zoo and xts packages. but they take only monthly observations. > > > > 'data.frame': 30 obs. of 4 variables: &gt...

...lot(dat, xTickFreq="monthly", xTickSkip=6) # graph ends in 11/2008, but looks to start some time in late 1999 tisPlot(dat, xTickFreq="monthly", xTickSkip=12) # graph looks to end around 3/2009 ## end TIA, Kyle ___________________________________________ Research Associate, Macroeconomics Federal Reserve Bank of San Francisco [[alternative HTML version deleted]]

...1985-01-01 1985 171.7075 53.1596 60.7598 > > > On Sat, Sep 16, 2017 at 9:55 AM, Berend Hasselman <bhh at xs4all.nl> wrote: > >> >> > On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: >> > >> > hello to all. I am working on macroeconomic data series of India, which >> in >> > a yearly basis. I am unable to convert my data frame into time series. >> > kindly help me. >> > also using zoo and xts packages. but they take only monthly >> observations. >> > >> > 'data.frame...

....e., you are assessing the stability of your model. Because forecast-errors cumulate over time in a dynamic ex-post forecast, this is a rather good and stringent model-test. Incidentally, when you use simultaneous equation models on a larger scale (say, between 200-300 equations, like medium-sized macroeconomic models), the only route to go for, is by estimating your reaction equations separately and then putting all your pieces - including identities and/or technical equations - together in a format suitable for applying the Gauss-Seidel method. Hence, forget about 2SLS or 3SLS and Haavelmo-bias. Best...

...6 60.7598 >> >> >> On Sat, Sep 16, 2017 at 9:55 AM, Berend Hasselman <bhh at xs4all.nl> wrote: >> >>> >>> > On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: >>> > >>> > hello to all. I am working on macroeconomic data series of India, which >>> in >>> > a yearly basis. I am unable to convert my data frame into time series. >>> > kindly help me. >>> > also using zoo and xts packages. but they take only monthly >>> observations. >>> > >&gt...

...re assessing the stability of your model. Because forecast-errors cumulate over time in a dynamic ex-post forecast, this is a rather good and stringent model-test. > > Incidentally, when you use simultaneous equation models on a larger scale (say, between 200-300 equations, like medium-sized macroeconomic models), the only route to go for, is by estimating your reaction equations separately and then putting all your pieces - including identities and/or technical equations - together in a format suitable for applying the Gauss-Seidel method. Hence, forget about 2SLS or 3SLS and Haavelmo-bias. >...