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 Team, I am writing to bring to your attention an issue we have encountered following the recent update of our Linux server from RHEL 7 to RHEL 8. We have an R script designed to create demand forecasts utilizing parallel computing on the Linux server. Before the version update, the script executed successfully within approximately two hours. However, since updating to RHEL 8, the script has

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