search for: mdoel

...odel: The empirical standard deviation of the last 10 days. So I calculate the standard deviation of the first ten days and this is my estimate for the 11th day and so on, until the end of my data. So I assume for each day a normal distribution with mean zero and a sigma estimated by the voaltility mdoel. So I use this estimated sigma to calculate the quantile, which gives me the Value at Risk. The code would be: volatility<-0 quantile<-0 for(i in 11:length(dat)){ volatility[i]<-sd(dat[(i-10):(i-1)]) } for(i in 1:length(dat)){ quantile[i]<-qnorm(0.975,mean=0,sd=volatility[i]) } # the...

Does anyone know how to program mover stayer models in R? They are a type of Markov chain model where there is a group of people who stays in the same place, a group who always moves, and a group who does both. Thanks. Leanne Sanders sanders.486@osu.edu [[alternative HTML version deleted]]

...mpare what one does. I know that there has been some discussion on this on the platform but I didn't find anything that helped me. I tried AICctab from the bbmle package but I couldn't figure out how to get my output from arima into the function. I tried with making a list of the logLik(mdoel) output and several other things but it never worked. Any help with this is most appreciated many thanks in advance cheers Beni