search for: tsdyn

Displaying 8 results from an estimated 8 matches for "tsdyn".

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2006 Jul 21
0
tsDyn and RTisean packages on CRAN
Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routin...
2006 Jul 21
0
tsDyn and RTisean packages on CRAN
Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routin...
2010 Aug 28
1
star models
Hi, I am traying to implement an STAR model, but I have some problems. I am following the instruction of the model, that they are in: http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html that they are from: http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn The model is: star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh, thDelay, thVar, sig=0.05, trace=TRUE, control=list(), ...) I have implemented the example: mod.star &lt...
2011 Nov 06
1
VAR and VECM in multivariate time series
...ies model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once difference of it to make it stationary. library(tsDyn) VARselect(y,lag.max=20,type="const",season = NULL, exogen = NULL) y1=VAR(y, p = 16, type = c("const"), season = NULL, exogen = NULL, lag.max = NULL,ic = c("AIC")) summary(y1) plot(y1) How can I get estimation of AIC in this model? 3. I also get a VECM model v1=VECM...
2011 Oct 20
1
How to remove all objects except the sequence
...some bootstrapping, after the loop reaches a certain "i"th element, the operations start to be really slow. So I want to faster the loop by removing the objects and free memory after every operation. Below is my code: setwd("C:\\Dokumente 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, tri...
2011 Nov 13
1
Function not found, maybe respective package has to be put in environment?
...he package stats is because the function mean() works but the function adf.test() not. But how to solve the problem? Remark: The above code is an example to illustrate my problem. My original function is more complex and somewhere inside my function I refer to some other function from the package tsDyn. I hope you can help me. Kind regards, Andy.
2009 Feb 24
0
Searching for R programmer in India, New Delhi
Hello The National Institute for Public Finance and Policy is looking to hire someone for the month of March 2009. The project is in time series econometrics (threshold cointegration with package tsDyn) and involve computer intensive methods, so external help is needed for overall code optimisation, involving: - parallel work (set-up of a small cluster), -rewritting pieces of code from R to C of Fortran -set-up of algorithms for matrix computations. As current applications concern financial ma...
2012 Jul 30
3
cannot install RSTAR, MSVAR, and MSVECM packages
*Hi all, I got problems installing RSTAR, MSVAR, and MSVECM packages. * > install.packages("RSTAR")Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’ (as ‘lib’ is unspecified)Warning in install.packages : package ‘RSTAR’ is not available (for R version 2.15.1) > install.packages("MSVAR") Installing package(s) into ‘C:/Program