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...s not significant. I wonder if I can run this bivariate regression again with the constraint that the coefficient for p1 in the second regression equation is zero? Thanks a lot. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)?? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...am able to get the covariance matrix of vector A, but how can I get the covariance matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix of A? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...11 -0.9422273 -1.8346134 [2,] 0.07811688 -1.61262688 0.1338694 0.2988365 [3,] -0.68167996 0.71079887 0.2004836 -1.1590184 [4,] 0.21869786 -0.13694344 -1.6356661 -1.2121355 Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...s of B, C, D and E to be include in the VAR model, as well as the number of lags. I wonder If someone would give some advice on such a series selection procedure. Thanks so much. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...(A_2),..., but unknown mean. How can I get the approximation of the variance of the product of the variables using numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...2~-1+sim1,weights=sqrt(sim1)*50) > coef(fit1) sim1 1.116028 > y=sim2/(sqrt(sim1)*50) > x=sim1/(sqrt(sim1)*50) > fit2=lm(y~-1+x) > coef(fit2) x 1.116273 Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Hi all, Is there an easy way to do cumulative matrix multipliation in R? What's the syntex? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...imply the code? plot(r[,1],type="n",ylim=c(0.4,1.2)) for (i in 1:7) {points(rep(i,8-i),r[,i][1:(8-i)],col=2) } for (i in 2:7) {points(rep(i,(i-1)),r[,i][(9-i):7],col=3)} Thanks Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America <mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]