search for: ressq

Hello, First, sorry for my poor english, I will try to be understood. It's the first time I try this "r-help mailing list" and I hope it will be a success. I am working on heteroscedasticity analysis. I would like to get the "Box-Ljung" and the "Lagrange multipliers" test. I found the first one in the library "ts", but I can't find the second one.

...47887,0.0596026490066225 ,0.61578947368421); x2 <- c(1,3,4,5,6,7); x3 <- c(3600,169200,185400,255600,271800,342000); observs <- data.frame(y, x1, x2, x3); # function definition rss <- function(par, y, x1, x2, x3) { par1 <- par[1] par2 <- par[2] par3 <- par[3] ressq <- (y - par1 * (x1 + 1) * x2^(-par2) * x3^par3)^2 sum(ressq) } #call to optimizer opti <- constrOptim(c(0.5, 0.5, 0.1), rss, NULL, ui = rbind(c(0, 0), c(1, 0), c(0, 1)), ci = c(0, 1, 1)); [[alternative HTML version deleted]]

...108 ,0.0128205128205128,0.0136078431372549) x1 <- c(0,0.978723404255319,0.087378640776699,0.549295774647887,0.0596026490066225 ,0.61578947368421) x2 <- c(1,3,4,5,6,7) x3 <- c(3600,169200,185400,255600,271800,342000) par1 <- par[1] par2 <- par[2] par3 <- par[3] ressq <- (y - par1 * (x1 + 1) * x2^(-par2) * x3^par3)^2 sum(ressq) } #call to optimizer opti <- optim(c(0.5, 0.5, 0.1), rss, gr = NULL, method = "L-BFGS-B", lower = c(-Inf, 0, 0), upper = c(Inf, 1, 1) ) # ***** End script file ********* [[alternative HTML version deleted...