search for: resarols

Displaying 2 results from an estimated 2 matches for "resarols".

Did you mean: resaons
2009 Nov 13
2
AR(2) modelling
...inary least square methods. And it works! Christophe PS : OLS code ###Ordinary Least Square reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2) #summary(reslm) coef1ols <- reslm$coefficients["myserieminus1"] coef2ols <- reslm$coefficients["myserieminus2"] resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE) cat("\t\tmanual ols\t\tar ols\n") cat("first coef", coef1ols,"\t", resarols$ar[1], "\n") cat("first coef", coef2ols,"\t", resarols$ar[2], "\n\n") -- Christop...
2009 Nov 13
2
AR(2) modelling
...inary least square methods. And it works! Christophe PS : OLS code ###Ordinary Least Square reslm <- lm(myserieminus0 ~ myserieminus1 + myserieminus2) #summary(reslm) coef1ols <- reslm$coefficients["myserieminus1"] coef2ols <- reslm$coefficients["myserieminus2"] resarols <- ar(myserie, method="ols", order.max=2, aic=FALSE) cat("\t\tmanual ols\t\tar ols\n") cat("first coef", coef1ols,"\t", resarols$ar[1], "\n") cat("first coef", coef2ols,"\t", resarols$ar[2], "\n\n") -- Christop...