Displaying 4 results from an estimated 4 matches for "nyblom".
2011 Oct 09
1
strucchange Nyblom-Hansen Test?
I want to apply Nyblom-Hansen test with the strucchange package, but I don't
know how is the correct way and what is the difference between the following
two approaches (leeding to different results):
data("longley")
# 1. Approach:
sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longle...
2011 Sep 20
1
Data
...e rugarch-package and its great!
I have a pretty easy problem, but i just dont get it, so thanks if you can
help me.
Normally i use:
/
data(DATANAME)
spec = ugarchspec()
fit = ugarchfit(data = x[,1], spec = spec)
fit
slotNames(fit)
names(fit at fit)
coef(fit)
infocriteria(fit)
likelihood(fit)
nyblom(fit)
signbias(fit)
head(as.data.frame(fit))
head(sigma(fit))
head(residuals(fit))
head(fitted(fit))
gof(fit,c(20,30,40,50))
uncmean(fit)
uncvariance(fit)
plot(fit,which="all")/
I want to use my data now.
I figured out how to load excel sheets.
setwd("C:/Users/UserofComputer/Des...
2006 Sep 29
6
List-manipulation
Hi,
Sorry for the question, I know it should be basic knowledge but I'm
struggling for two hours now.
How do I select only the first entry of each list member and ignore the
rest?
So for
> $"121_at"
> -113691170
> $"1255_g_at"
> 42231151
> $"1316_at"
> 35472685 35472588
> $"1320_at"
> -88003869
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
...RCH)
Test P-value
Sign Bias t-Test 1.31906 0.18715
Negative Size Bias t-Test 0.24103 0.80953
Positive Size Bias t-Test 0.66341 0.50707
Joint Test for the Three Effects 2.87881 0.41069
---------------
Joint Statistic of the Nyblom test of stability: 0.664173
Individual Nyblom Statistics:
Cst(M) 0.16731
Cst(V) 0.35503
ARCH(Alpha1) 0.26363
GARCH(Beta1) 0.33496
Rem: Asymptotic 1% critical value for individual statistics = 0.75.
Asymptotic 5% critical value for individual statistics = 0.47.
--...