search for: shocking

Dear all: Greetings! I am trying to replicate a simple state space model in R, using the package 'dlm'. This model has two observation equations and three state equations. Each observation equation represents structural shocks based on SVAR for country i, where i=1 to 2. The structural shocks (S1 and S2) are to be decomposed into common (sv1) and country-specific (sv2, sv3) shocks. We

I have been trying for the past couple of week to get copernic agent professional and system shock 2 to run successfully under wine. But with no success. Every time I install copernic agent and it almost finish installing I get an error message unable to initialize folder. Now as for system shock I just will not start and I have tried reinstalling system shock 2 but that did not help at all. It

Dear all, I'm using R 2.8.1 under Vista. I programmed a Simulation with the code enclosed at the end of the eMail. After the simulation I want to analyse the columns of the single simulation-runs, i.e. e.g. Simulation[[1]][,1] sth. like that but I cannot address these columns... Can anybody please help? Best, Thomas ############################ CODE ############################

Hello, I'm doing a research on the impulse responses in VAR models and I'm having troubles in interpretation of R results. My question is what is the shock of impulse variable that is produced to obtain the response? Is it one-standard-deviation positive shock? If it is so how can I obtain the responses on other types of shocks, say, 10% negative shock? Thanks a lot, Marion

Ok, guys... Please be gentle with me. I have what is going to be the strangest question you will have ever heard, but I have no idea what to tell this person. I set up Asterisk 3 or 4 weeks ago, everything is running smooth. My receptionist has told me on two different occasions that she tried to transfer a call by pressing "#", and she heard a buzz noise in the phone and the

http://www.loreal.free-mascara.com L''OREAL Volume Shocking Mascara is a 2-in-1 mascara with a base coat at one end of the mascara wand and a top coat at the other. Bring on super-lush, luminous lashes in just 2 easy steps! -- Posted via http://www.ruby-forum.com/. --~--~---------~--~----~------------~-------~--~----~ You received this message because yo...

Dear R users, I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone

Hey! Just take a look at that crazy stuff, I'm slightly shocked! Here it is http://web.wacinema.com/6869 Yours, dovecot

I can't say whether this is either an Ices or a CentovaCast issue, but there are certain programs that play perfectly normally but generate just piles of email about invalid sample rates or frames containing metadata that's not supported. Is there a way to turn these emails off? One of them recently was over four thousand lines long, which really shocked me, and it takes a lot to shock me.

Has anyone ever managed to get this to run in wine, with no windows, on a clean linux installation? If so, please enlighten a newbie on how it was done. Thanks Miran

Hello, I managed, finally, to make System Shock 2 work smoothly on a Fedora 16 64-bit, wine version 1.3.33, on a computer using Intel Graphics (game installed, SSTool applied, VSync disabled, 16-bit mesa/libGL2 installed, LIBGL_DRIVERS_PATH set to /usr/lib/dri before the game is started via 'taskset -c 1') The problem was running intros. Until I run winetricks quartz devenum

Hi, I have used R rmgarch package to implement EGARCH ADCC model from which I can extract conditional covariance matrix. Now I would like to introduce positive and/or negative shocks to see the asymmetric response of covariance. I have come to know that impulse response function (IRF) or volatility IRF is not compatible for any asymmetric models, therefore, the only way to introduce shocks into

Dear all, I try to use read.table to get the data from a tab delimited file, and some of the data is shown below: 3185 heterogeneous nuclear ribonucleoprotein F 3187 heterogeneous nuclear ribonucleoprotein H1 (H) 3188 heterogeneous nuclear ribonucleoprotein H2 (H') 3189 heterogeneous nuclear ribonucleoprotein H3 (2H9) 3190 heterogeneous nuclear ribonucleoprotein K ///

Hi, We at 0xdata use Java and R together, and the new behavior for read.csv has made R unable to read the output of Java?s Double.toString(). This, needless to say, is disruptive for us. (Actually, it was downright shocking.) +1 for restoring old behavior. Thanks, Tom

type count 0 20 1 15 0 10 1 35 0 28 I would like to create two vectors from the data above. For example, type1=c(15, 35) and type0 = c(20, 10, 28). Can any one help Raphael

I have been trying to add a launcher to the gnome menu for some of my wine games, but I have found that when I add them to the menu the games complain about missing files, I assume because it is looking for the rest of the game files in the directory that the launcher is in. This doesn't happen when I run the same command within the games directory they work fine. I used to have this problem

Dear list members, I am facing a 3-level model, for which my research hypotheses suggest that the variance of both level-1 and level-2 residuals may be a function of a level-3 variable. To be a bit more clear: I am fitting a longitudinal model for a panel of companies grouped in industries. I suggest that some industry variables may create 'unexpected' shocks at especific points in

I am fitting a reduced form VAR model using VAR in the vars library. I have several endogenous variables, and two exogenous variables. I would like to explore the effects of a shock to one of the exogenous variables on one of the endogenous variables. Using irf in the vars library only calculates the irf for the endogenous variables, this is obviously by design, is there some theoretical

Not that anyone actually cares, but things are broken again. Probably want to fix it. Then again, probably not. Cheers! -bw

> Not that anyone actually cares, but things are broken again. Probably > want to fix it. > > Then again, probably not. It's all an evil plan to try you insane! Ciao, Duncan.