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Displaying 20 results from an estimated 1000 matches similar to: "Simple Slots Question"

2008 Nov 08
2
[Stat related] Understanding Portmanteau test
Sorry to be off-topic. Can somebody please explain me what is Portmanteau test? Why it's name is like that? When I would say, a particular test is portmanteau test? I did some googling but got no satisfactory answer at all. Please anybody help for understanding that? Regards, -- View this message in context:
2007 Apr 13
2
[LLVMdev] http://llvm.org/Name.html
Hi, There's been quite a bit of interest and discussion for naming LLVM. So much so that I can't keep up with all the changes and ideas. We're working on getting a Wiki and CMS system running but its likely not to be available for a while. Until then, I'd like to change the rules for name submission: 1. If you have commit access, make the changes yourself. Please don't
2007 Apr 16
0
[LLVMdev] http://llvm.org/Name.html
Reid Spencer wrote: Reid, Seeing as we don't have a wiki, do you need help applying these patches? -- John T. > Hi, > > There's been quite a bit of interest and discussion for naming LLVM. So > much so that I can't keep up with all the changes and ideas. We're > working > on getting a Wiki and CMS system running but its likely not to be > available >
2011 Apr 29
1
question of VECM restricted regression
Dear Colleague I am trying to figure out how to use R to do OLS restricted VECM regression. However, there are some notation I cannot understand. Please tell me what is 'ect', 'sd' and 'LRM.dl1 in the following practice: #OLS retricted VECM regression data(denmark) sjd <- denmark[, c("LRM", "LRY", "IBO", "IDE")] sjd.vecm<-
2011 Nov 06
1
VAR and VECM in multivariate time series
Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series 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
2011 Nov 11
1
Fwd: Use of R for VECM
----- Forwarded Message ----- From: vramaiah at neo.tamu.edu To: "bernhard pfaff" <bernhard.pfaff at pfaffikus.de> Sent: Friday, November 11, 2011 9:03:11 AM GMT -06:00 US/Canada Central Subject: Use of R for VECM Hello Fellow R'ers I am a new user of R and I am applying it for solving Bi-Variate (Consumption and Output) VECM with Co-Integration (I(1)) with three lags on
2011 Jan 13
2
standard errors in johansen test
Dear all, I have a question. How to get the standard errors of alpha and beta when using "ca.jo" to test cointergration? In the paper by Bernhard Pfaff and Kronberg im Taunus “VAR, SVAR and SVEC Models: Implementation Within R Package” pp.24-25. The standard errors are listed on the table 5 following the code: R> vecm.r1 <- cajorls(vecm, r = 1) I tried this in my Mac R, but
2011 Mar 30
1
VECM with UNRESTRICTED TREND
Dear All, My question is: how can I estimate VECM system with "unrestricted trend" (aka "case 5") option as a deterministic term? As far as I know, ca.jo in urca package allows for "restricted trend" only [vecm <- ca.jo(data, type = "trace"/"eigen", ecdet = "trend", K = n, spec = "transitory"/"longrun")].
2012 Mar 07
1
VECM simulation
Dear members, I estimated a vector error correction model (VECM) using the "ca.jo" function in package "urca". I need to simulate the estimated model using R. I am aware how to simulate a VAR(p) model. Since the VECM is in difference form, I can't modify the VAR simulation codes to VECM. May one help me in this regard please? Thanks Mamush [[alternative HTML version
2006 Mar 13
1
Vector Autoregeressive Models: Adequation tests to perform
Hello, I am currently testing a Vector AR of dim 3 over not a lot of data (135 * 3 observations) . To test the adequation of my vecot ar, I use the Schwarz Bayesian Criterion and the classic modified Portmanteau test on the residuals (it can be found for instance in http://www.iue.it/PUB/ECO2004-8.pdf , page 15) -> the null hypothesis is "the residuals process are a vectorila white
2007 Apr 13
0
[LLVMdev] "Name that compiler"
I don't like very much mithology or fantasy names. A portmanteau is more professional (even if it sounds funny). For now IMHO the best proposal is Omnipiler and OmniC, even if the last one reminds too much of C. Maybe Omnic (with the lowercase c), or Omnip are better. Simple, elegant and somehow reminds of something technological (to me at least :P). So my idea is to list some key words and
2005 Nov 19
3
cointegration rank
Dear R - helpers, I am using the urca package to estimate cointegration relations, and I would be really grateful if somebody could help me with this questions: After estimating the unrestriced VAR with "ca.jo" I would like to impose the rank restriction (for example rank = 1) and then obtain the restricted estimate of PI to be utilized to estimate the VECM model. Is it possible? It
2005 Feb 25
1
summary method in URCA package doesn't work
I can't figure out how to get the "summary" method in the URCA package to work. E.g. when I use the following code fragment in the help for the "ca.jo" function, it always tries to use the "summary" method from the "base" package, not the "urca" package. How do I force it use the "summary" method of the "urca" package?
2012 Aug 10
1
Interper output from cajorls and VECM
Hi all R users, I'm finding it a bit hard to interpret the output from the cajorls and VECM function. I'm trying to model a VECM model with cointegration rank of 6, and therefore I get the varibles ECT1, ECT2... ECT6 in my output. Are these representing the estimates for my loading matrix or also denoted the "alpha" matrix? Thanks in advanced Emil -- View this message in
2007 Jul 09
1
ca.jo
Dear R users; I'm using ca.jo for a VECM model. Is there a way that I can get sd/p-value to see whether coefficients estimated are statistical significant? Thank you Yours, Yihsu [[alternative HTML version deleted]]
2004 Mar 25
1
S+Finmetrics cointegration functions
Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for
2015 Jan 13
3
[PATCH] mkfs: add 'label' optional argument
Add the 'label' optional argument to the mkfs action, so it is possible to set a filesystem label direct when creating it. There may be filesystems not supporting changing the label of existing filesystems but only setting it at creation time, so this new optarg will help. Implement it for the most common filesystems (ext*, fat, ntfs, btrfs, xfs), giving an error for all the others, just
2015 Jan 15
1
[PATCH] mknod: filter modes in mkfifo, mknod_b, mknod_c (RHBZ#1182463).
Since mkfifo, mknod_b, and mknod_c add the correct file type to the modes of the resulting file, make sure the specified mode contains only permissions bits. --- daemon/mknod.c | 15 +++++++++++++++ generator/actions.ml | 21 ++++++++++++++++++--- 2 files changed, 33 insertions(+), 3 deletions(-) diff --git a/daemon/mknod.c b/daemon/mknod.c index 7f71210..9af8701 100644 ---
2007 Apr 12
0
[LLVMdev] "Name that compiler"
On 4/12/07, Chris Lattner <sabre at nondot.org> wrote: > Note that the name need not capture every aspect of the project. Just > having a distinguished name with no specific connotation is probably good > enough. 20 years ago, "google" and "yahoo" had very different meanings, > and "mozilla" or "firefox" were pretty meaningless. Today,
2008 Mar 20
1
Cointegration no constant
Hi, I am trying to estimate a VECM without constant using the following code: data(finland) sjf <- finland sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = 2,spec=c("transitory"), season = NULL, dumvar = NULL) cajools(sjf.reg) While the cointegration test does not use a constant, it is used in the cajools which I do not want. I am sure I am