similar to: updating packages?

Hi, I have a simple linear regression for which I want to obtain HAC corrected standard errors, since I have significant serial/auto correlation in my residuals, and also potential heteroskedasticity. Would anyone be able to direct me to the function that implements this in R? It's a basic question and I'm sure I'm missing something obvious here. I looked up this post:

Dear all, I am trying to install RSQLite package since I want to install "sqldf", and I used >> install.packages("RSQLite") first, which gave Error message as below: make: *** [RS-DBI.o] Error 1 chmod: cannot access `/usr/lib/R/library/RSQLite/libs/*': No such file or directory ERROR: compilation failed for package 'RSQLite' ** Removing

Dear All, I use R to conduct multilevel modeling. However, I have a problem about the interpretation of random effect. Unlike the variables in fixed effects, the variables in random effects have not shown the p-value, so I don't know whether they are significant or not? I want to obtain this figure to make the decision. Thanks a lot! Below is the syntax and output of my program:

CRAN (and crantastic) updates this week New packages ------------ Updated packages ---------------- New reviews ----------- This email provided as a service for the R community by http://crantastic.org. Like it? Hate it? Please let us know: cranatic at gmail.com.

Dear All, I have just upgraded to Debian stable 10 and rebuilt most of the R packages. I use the R backported packages from here https://cran.r-project.org/bin/linux/debian/#debian-buster-testing for the core system. I encounter some issues when updating quantmod, tseries and forecast. For instance, see the following > install.packages("tseries") which finally fails with the

Dear All, I have just upgraded to Debian stable 10 and rebuilt most of the R packages. I use the R backported packages from here https://cran.r-project.org/bin/linux/debian/#debian-buster-testing for the core system. I encounter some issues when updating quantmod, tseries and forecast. For instance, see the following > install.packages("tseries") which finally fails with the

R version 2.12.0, 64 bit on Windows. Here is a short script that illustrates the problem: library(tseries) library(xts) setwd('C:\\cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests') x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0) str(x) y <- data.frame(as.POSIXlt(paste(x$V2,substr(x$V4,4,8),sep=" "),format='%Y-%m-%d

Hello R group, I'm using the tseries package to forecast variance and I would like to do the same with correlation. I can't find any way to do that with the function garch(). for example, I have a matrix of time series Date CACIndex SPXIndex DAXIndex NKYIndex 1 05/01/1998 3072.84 977.07 4384.81 14896.1 2 06/01/1998 3037.73 966.58 4352.63 14896.40 3

Dear R People: Is there a way to forecast with GARCH modeling as found in tseries, please? When I use the predict command, I get an output of length 100, regardless of what I put in the n.ahead steps. R Version 1.9.0 Thanks in advance. Sincerely, Laura mailto: lauraholt_983 at hotmail.com download! http://toolbar.msn.click-url.com/go/onm00200413ave/direct/01/

Dear all, I encountered a core dump like this, (R:24072): Gdk-CRITICAL **: gdk_drawable_get_display: assertion `GDK_IS_DRAWABLE (drawable)' failed *** caught segfault *** address 0x78, cause 'memory not mapped' Possible actions: 1: abort (with core dump, if enabled) 2: normal R exit 3: exit R without saving workspace 4: exit R saving workspace Selection: 1 aborting ... Segmentation

Hi , please help me which model is helpful for forecasting giving following inputs (inputs are not linear) sales date shopnuber total 20%profit 10%profit 2009-10-03 1 41891 2863 39028 2009-10-04 1 49152 7588 41564 2009-10-05 1 45804 23543 22261 2009-10-06 1 48395 48371 24 2009-10-07 1 48906 20204 28702 2009-10-08 1 47003 19442 27561 2009-10-09 1 46296 21635 24661 2009-10-10 1

Dear all, I have a list like this: l <- list(list(a=1,b=NULL), list(a=2,b=2)) I want to find out the elements with value of NULL and replace them with NA. The actual case has a very long list, so manually find out and replace them is not an option. I can use for loop to do this, but I want to know if there is vectorized way (or other ways) to do it? Thanks -- Wincent Rong-gui HUANG Doctoral

Dear all, I try to show a subset of coefficients in my presentation. It seems that a "standard" table is not a good way to go. I found figure 9 (page 9) in this file ( http://www.destatis.de/jetspeed/portal/cms/Sites/destatis/Internet/DE/Content/Wissenschaftsforum/Kolloquien/VisualisierungModellierung__Beitrag,property=file.pdf ) looks pretty good. I wonder if there is any function for

Hi, I am wondering if some experienced users would help put the ready-to-run code of the examples in the manuals. It would help new users learn R faster by putting all the examples in an ready-to-run R script file. Can somebody help do so sometime and post the code along with the pdf manuals? http://cran.r-project.org/manuals.html Regards, Peng

Dear list, I have been working on a report with around 60 images in it, and everything has been fine, until now. I find that the image output that is produced by odfWeave produces images that are NOT readable by OpenOffice or NeoOffice. I get empty boxes with Read-Error written in them. While generating the file using odfWeave, I can see them being generated on the screen, and they all seem fine.

Hi all, I am currently woking with hundreds of objects in workspace and whenever I invoke ls() to observe the names of the objects, there are too much of unnecessary variables. For example, if I only require say 3 or 4 objects from hundreds of objects in workspace, are there any methods that may do the job? I have tried rm(-c(x,xx,xxx)), but no luck.. Your feedback in this problem would be

Hi, Although my doubt is pretty,as i m not from stats background i am not sure how to proceed on this. Currently i am doing a forecasting.I used ARIMA to forecast and time series was volatile i used garchFit for residuals. How to use the output of Garch to correct the forecasted values from ARIMA. Here is my code: ###delta is the data fit<-arima(delta,order=c(2,,0,1)) fit.res <-

Hello, The "arma" function in the "tseries" package allows estimation of models with specific "ar" and "ma" lags with its "lag" argument. For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated with the following specification : arma(y, lag=list(ar=3,ma=2)). Is this possible with the "arima" function in the

Sender: r-help-bounces at r-project.org On-Behalf-Of: comtech.usa at gmail.com Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company... Message-Id: <b1f16d9d0810231239k506d582i7ecb908b84bc1642 at mail.gmail.com> Recipient: ngottlieb at marinercapital.com -------------------------------------------------------- This information is being sent at the

Dear All, I have loaded package(tseries), but when I run predict.garch(...) R tells me could not find function "predict.garch", however ?predict.garch shows me something. I am confused about this. How can I forecast garch volatility? I have tried: predict(...,n.ahead=...),give me fitted value predict(...,n),give me NA,NA