search for: schinkelstra

Displaying 5 results from an estimated 5 matches for "schinkelstra".

Estimating parameters of a linear model
2002 Sep 06
2
Estimating parameters of a linear model
...+ b[1]e[t-1] + b[2]e[t-2] + c[0]Y[t] where e[t] is a white noise process. Is there a way to estimate the coefficients a[1], a[2], b[1], b[2] and c[0]? Much thanks in advance, Hagen Schm?ller -- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra?e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 80-96734 Fax : +49 (0)241 80-92197 Hagen.Schmoeller at iaew.rwth-aachen.de -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info&quo...
Multivariate ARMA Model
2004 Jul 25
1
Multivariate ARMA Model
...w can I estimate an VARMA(1,1)-model, or even better determine the orders and estimate the parameters? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schm??ller Leiter Forschungsgruppe Stromerzeugung und -handel Institut f??r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra??e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 80-96734 Fax : +49 (0)241 80-92197 Hagen.Schmoeller at iaew.rwth-aachen.de
TS-library
2002 Jul 24
1
TS-library
...et a library including the ts-Modul or how can I use the ts-modul out of my C/C++/Fortran source code?? Tanks, Ingo + Hagen -- ----------------------------------------------------------------------- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra?e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 - 80 - 96734 Fax : +49 (0)241 - 80 - 92197 Hagen.Schmoeller at iaew.rwth-aachen.de -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "i...
DSE: covariance of white noise
2004 Sep 21
0
DSE: covariance of white noise
...but how can I access the covariances of the white noise et (disturbance vector), e.g. for simulation? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schm??ller Leiter Forschungsgruppe Stromerzeugung und -handel Institut f??r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra??e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 80-96734 Fax : +49 (0)241 80-92197 Hagen.Schmoeller at iaew.rwth-aachen.de
Estimating Weibull parameters
2002 Aug 06
2
Estimating Weibull parameters
...and "scale" of the Weibull distribution. Is there a way to do this in R? Much thanks in advance, Hagen Schm?ller -- ----------------------------------------------------------------------- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra?e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 - 80 - 96734 Fax : +49 (0)241 - 80 - 92197 Hagen.Schmoeller at iaew.rwth-aachen.de -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "i...