similar to: Re cursive regression

Hello, I am a new user of R. I am trying to use the packages fBasics and fExtremes when i am running the examples I get few error. Could someone tell me what is happenig? Thank you beforehand. from Fbasics packages: xmpfBasics() Error in file(file, "r") : unable to open connection In addition: Warning message: cannot open file '/usr/lib/R/library/fBasics/demoIndex'

Hi all R gurus out there, Im a kind of newbie to kalman-filters after some research I have found that the dlm package is the easiest to start with. So be patient if some of my questions are too basic. I would like to set up a beta estimation between an asset and a market index using a kalman-filter. Much littarture says it gives superior estimates compared to OLS estimates. So I would like to

I tried to specify a model in dse1 but something isn't right. Anybody have any tips? model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p) Error in locateSS(model$R, constants$R, "R", p, p, plist) : The dimension of something in the SS model structure is bad. > dim(f) [1] 5 5 > dim(g) [1] 5 1 > dim(h) [1] 1 5 > dim(q) [1] 5 5 > dim(z) [1] 5 1 > dim(p) [1] 5 5 thanks, Bob

Hi Guys, I had a monthly time series's data of land temperature from 1980 to 2008. After plotting a scatter diagram, it seems that annually, there is a semi sinusoidal cycle. How do I run Fourier's series to the data so that I can fit model on it? I am really sorry for my question sound stupid, but I just don't know where to start. I am desperately looking for help from you guys.

Hello all, This is a request for help from somebody who has the Ox interfaces working in R. I am trying to get the Ox interfaces working for Arfima and Garch modelling. However, I am having several problems: 1. The link to download G at rch_v40 does not work. Does anybody have a copy to email to me please? 2. Various guides offer different instructions for installing Ox in the correct place

Hi, I'm trying to work with TsayData in fSeries package. How can i fetch any time series data of this package. Please advice. Thanks, Sumanta Basak. Send instant messages to your online friends http://in.messenger.yahoo.com

Hi, I'm slowly working through Tsay's "Analysis of Financial Time Series" 3rd ed. ?I'm trying to replicate Table 2.1 on p.47, which gives PACF, AIC, and BIC for the monthly simple returns of the CRSP value-weighted index. The data: http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/m-ibm3dx2608.txt > da <-

Hi all, I am looking for study resources for (financial) time series? Hopefully I could find video lectures then it will reduce the learning curve. Thanks a lot! [[alternative HTML version deleted]]

I am new to using R and would appreciate some advice on which books to start with to get up to speed on using R. My Background: 1-C# programmer. 2-Programmed directly using IMSL (Now Visual Numerics). 3- Used in past SPSS and Statistica. I put together a list but would like to pick the "best of" and avoid redundancy. Any suggestions on these books would be helpful (i.e. too much

Hi I compouted a multiple linear regression with repeated measures on one explanatory variable: BOLD peak (blood oxygenation) as dependent variable, and as independent variables I have: -age.group (binaray:young(0)/old(1)) -and task-difficulty measured by means of the reaction-time 'rt'. For 'rt' I have repeated measurements, since each subject did 12 different tasks. -> so

Hi! I know that there is function in fBasics package for univariate Jarque-Bera test and a funtion for univariate Ljung-Box test in stats package. But I am wondering if there is a function somewhere to do the tests for multivariate time series? Thanks, John [[alternative HTML version deleted]]

I have a problem wirh R: After loding fBasics packages log funtion doesn't work like as fallow: Cenap ERDEMIR Hacettepe University Turkey > log(20) [1] 2.995732 > local({pkg <- select.list(sort(.packages(all.available = TRUE))) + if(nchar(pkg)) library(pkg, character.only=TRUE)}) Loading required package: fImport Loading required package: fSeries Loading required package: robustbase

I need help I am not able to use profiles with samba 2.2.0 When I try to connect to the Domain from a WinNT4 client I obtain this REquest: "It has been found a slow network connection Do you want to obtain the Profile from the net or do you want to use a local copy?" A) If I choose the "obtain from the net" it complains: "The Common Profile is not available I am trying

The prob package has been archived because it depends upon some other packages which have issues. However, such projects as Introduction to Probability and Statistics in R depend upon it for learning. There are a few other resources that also use it. Does anyone know of any workarounds? Someone at stack exchange mentioned using R 2.9. However, that broke my RStudio (WSOD) and the dependent

The issue is fAsianOptions. Is there a version that works with the latest version of R? If not, which version of it works with which version of R and where can it be found? I tried several at the archive already. Alternatively, is there another package that behaves similarly to prob? On Wed, Nov 1, 2017 at 6:17 PM, David Winsemius <dwinsemius at comcast.net> wrote: > > > On Nov

Yes. That's the version I've been discussing that has non-zero exit status. That situation is why CRAN retired the prob package. It's possible you installed that library earlier in development and it's been "carried" along. It no longer installs, now. The problems with all of this seem to have started this month according to the conversations. However, no one has

Yes, that is exactly what I was doing two days ago. Warning in install.packages : installation of package ?fAsianOptions_3010.79.tar.gz? had non-zero exit status Which is what a reading of the explanation for why "prob" was retired leads one to expect. Do you have some other suggestion about how to get it to work? I notice you're not using Windows which might have a relationship

> On Nov 1, 2017, at 12:51 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The prob package has been archived because it depends upon some other > packages which have issues. > > However, such projects as Introduction to Probability and Statistics in R > depend upon it for learning. There are a few other resources that also use > it. > > Does anyone

> On Nov 2, 2017, at 11:15 AM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The issue is fAsianOptions. Is there a version that works with the latest version of R? If not, which version of it works with which version of R and where can it be found? I tried several at the archive already. sessionInfo() R version 3.4.2 Patched (2017-10-04 r73465) Platform:

Rtools is not available for the current version of R. What I'm looking for is an alternative package or how others have managed to create workarounds. On Thu, Nov 2, 2017 at 4:25 PM, David Winsemius <dwinsemius at comcast.net> wrote: > > > On Nov 2, 2017, at 1:09 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > > > Yes, that is exactly what I was doing