search for: schm

..., I have two correlated time series X[t] and Y[t]. X[t] can be modeled as X[t] = a[1]X[t-1] + a[2]X[t-2] + e[t] + 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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-....

...estimate an ARMA(1,1)-model. For multivariate processes there are the functions "estVARXar" and "estVARXls" from package "DSE". But how 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

Hi R-Community, I have a vector of Weibull distributed observations and I would like to estimate the parameters "shape" 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 a...

...this library the ts-modul is not included. Thus, my question is: How can I get 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-...

..., I estimated a VARMA model with bft in dse1 without input: A(L)yt = B(L)et I got the auto-regressive polynomial array A and the moving-average polynomial array B, 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