search for: susanabarbosa

...h the residuals. I would be very grateful for any help. Thank you! Best regards, François Messer HEC, Faculty of Business and Economics University of Lausanne Message-id: <3C3D6095.5EB01FAA@lmttrading.com> > Date: Wed, 9 Jan 2002 07:57:31 +0000 > From: Susana Barbosa <susanabarbosa@novalis.fc.up.pt <mailto:susanabarbosa@novalis.fc.up.pt?Subject=Re:%20[R]%20How%20to%20obtain %20the%20series%20of%20residuals%20from%20fracdiff> > > Subject: [R] How to obtain the series of residuals from fracdiff > > Hi > > I'm using fracdiff package to estimate the pa...

Hi I'm using fracdiff package to estimate the parameters of a fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted to have also the filtered series and the series of residuals. I understand these are calculated in the subroutine fdfilt, in the program fdcore.f, but I can't manage to get them out. Any suggestion would be much appreciated Thanks Susana Barbosa

Hi, I used function StructTS some time ago to fit a structural model to a time series. Now with R 1.6.2-1 I repeated the analysis with the same series and I get the following error: Error in KalmanLike2(y, Z, -1) : invalid argument type I tried with other series and I get the same error; I checked the examples in the documentation and they work fine. I suspect I am missing something