search for: seotest

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2011 Oct 20
1
How to remove all objects except the sequence
...und Einstellung\\.....") library("tsDyn") z<-(1:1000)### sequence parameter sink("prueba.txt") for (i in seq(z)) { P1<-read.csv("2R_EQ_P_R1.csv") P2<-read.csv("2R_EQ_P_R2.csv") c<-data.frame(P1[i],P2[i]) c.t<-ts(c)*-1 try(print(z[i])) try(SeoTest<-TVECM.SeoTest(c.t, lag=1, beta=1, trim=0.1, nboot=100)) try(summary(SeoTest)) rm(list=ls(all=TRUE)) ### Here I want to erase all but "z" } best, Sergio René [[alternative HTML version deleted]]
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...for estimating VAR and VECM: lineVar -new function for estimating TVECM: function TVECM() -new function for estimating TVAR: function TVAR() -new function to test for setar: function setarTest() -new function to test for TVAR: function TVAR.LRtest() -new function to test for TVECM: functions TVECM.SeoTest() and HanSeo_TVECM() -new function to simulate/bootstrap a TVAR: function TVAR.sim() -new function to simulate/bootstrap a TVECM: function TVECM.sim() -new function to simulate/bootstrap a setar: function setar.sim() -new function to estimate regime-specific variance in setar: function resVar() -...
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
...for estimating VAR and VECM: lineVar -new function for estimating TVECM: function TVECM() -new function for estimating TVAR: function TVAR() -new function to test for setar: function setarTest() -new function to test for TVAR: function TVAR.LRtest() -new function to test for TVECM: functions TVECM.SeoTest() and HanSeo_TVECM() -new function to simulate/bootstrap a TVAR: function TVAR.sim() -new function to simulate/bootstrap a TVECM: function TVECM.sim() -new function to simulate/bootstrap a setar: function setar.sim() -new function to estimate regime-specific variance in setar: function resVar() -...