Displaying 5 results from an estimated 5 matches for "schmoeller".
Did you mean:
scheller
2004 Jul 25
1
Multivariate ARMA Model
...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
2002 Sep 06
2
Estimating parameters of a linear model
...te 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", "help", or "[un]subscribe"
(in the "body", not the subject !) T...
2004 Sep 21
0
DSE: covariance of white noise
...,
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
2002 Aug 06
2
Estimating Weibull parameters
...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", "help", or "[un]subscribe"
(in the "body", not the subject !) To...
2002 Jul 24
1
TS-library
...nks,
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 "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To...