Displaying 3 results from an estimated 3 matches for "regvar".
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2009 Mar 24
0
Unit root
...esis: stationary
Warning message:
In adf.test(P, k = 30) : p-value smaller than printed p-value
But adf.test includes a time trend that I wan to omit, which I do not know if it is possible. Thus I have to run ADF .test from uroot package and obtain the following:
ADF.test(Plevel, itsd=c(1,1,c(0)),regvar=0, selectlags=list(Pmax=30))
--------- ------ - ------ ----
Augmented Dickey & Fuller test
--------- ------ - ------ ----
Null hypothesis: Unit root.
Alternative hypothesis: Stationarity.
ADF statistic:
Estimate Std. Error t value Pr(>|t|)
adf.reg -0.326 0.015 -21....
2007 Feb 13
0
adf test: trend, no drift - rep: invalid 'times' argument
...erms, the regressor estimate of the drift term is not significantly different from zero. So I apply the test to a model without drift term, with deterministic trend only. But then I always get the following error:
summary(ADF.test(wts=ts(seasons$summer, start=1850, frequency=1), itsd=c(0,1,c(0)), regvar=0, selectlags=list(mode=c(1,2,3))))
Error in rep(NA, ncol(table)) : invalid 'times' argument
Error in summary(ADF.test(wts = ts(seasons$summer, start = 1850, frequency = 1), :
error in evaluating the argument 'object' in selecting a method for function 'summary'
I have n...
2011 Oct 22
0
covariance matrix of model parameters
I am applying a hidden markov model on joint multivariate gaussian
distribution for 2 vectors. I am using the depmixS4 package in R.
Specifically, I am using the following code:
mod<-depmix(list(response = mom ~ mkt + p0 + p1, mkt~1), data = regvar,
nstates = 2,
family = list(gaussian(), gaussian()),instart = delta, trstart=Pi)
It seems that depmixS4 doesnt output the covariance estimates of the
parameters. What is the best package to obtain them?
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