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Dear R helpers, I am trying to read a CSV file in R called EUROPE (originally an Excel file which I have saved as a CSV file) using the command EUROPEDATA <- read.csv("EUROPE.csv") EUROPE.csv is basically a matrix of dimension 440*44, and has a line of headers, i.e. each column has a name. Using read.csv I can't load the data into R properly. Although the first 20 columns or

Hello R helpers, I am trying to do a linear OLS regression of y on two variables x1 and x2. I want to constrain the coefficients of x1 and x2 to sum up to 1. and therefore run a constrained OLS. Can anybody help with this? (I have seen some answers to similar questions but it was not clear to me what I need to do) - I have tried the lm function with offset but I must not have used it properly.

Hello everybody, I've got a matrix called EUROPEDATA and I want to calculate the adf test statistic (part of the tseries package) on a rolling basis for window my.win on each column; i.e. each column of EUROPEDATA represents a particular variable; for the first column I calculate the adf test statistic for window my.win = 60 for example, roll forward one observation, calculate the adf

Hello, I have just recently started using R and was wondering whether anybody had a code written for White's heteroscedasticity correction for standard errors. Also, can anybody share a code for the GARCH(1,1) and GARCH-in-mean models for modelling regression residuals? Thanks a lot in advance, Spyros --------------------------------- [[alternative HTML version

Hello, I am looking for a code in R for the variance ratio test statistic (the Lo and Mackinlay version or any other versions). Does anybody have such a code they can share or know a library in which I can find this function? Basically I have a number of time series which I need to check for persistence. One other test I can use is the runs test in the tseries package. Any help will be greatly