similar to: What is the best way to lag a time series?

> Dear R Helpers! > > bgtest{lmtest} performs the Breusch-Godfrey test for higher > order serial > correlation. > > Is the Higher Order Correlation function already programmed in > R I couldn't find it? > > Sergei Petrov > ?acf ?pacf HTH, Bernhard ---------------------------------------------------------------------- If you have received this e-mail

Hi, I am trying to learn time series, and I am attending a colleague's course on Econometrics. However, he uses e-views, and I use R. I am trying to reproduce his examples in R, but I am having problems specifying a AR(1) model. Would anyone help me with my code? Thanks in advance! Reproducible code follows: download.file("https://sites.google.com/a/proxima.adm.br/main/ex_32.csv

hi R-users! does anyone know how I can access/print only the first two digits of a number? if i have the number 23732, i would like to get 23. if i have 355 i would like to get 35. if i have 4 i would like to get 40. thanks for your help! christian

Dear R-user, a few weeks ago I consulted the list-serve with a similar question. However, my task changed a little but sufficiently to get lost again. So I would appreciate any help on the following issue. I use the plm package and work with firm-level data in a panel. I would like to eliminate all firms that do not fulfill the requirement of having an observation in every variable used for at

Hi, I have a problem with a regression I try to run. I did an estimation of the market model with daily data. You can see to output below: /> summary(regression_resn) Time series regression with "ts" data: Start = -150, End = -26 Call: dynlm(formula = ror_resn ~ ror_spi_resn) Residuals: Min 1Q Median 3Q Max -0.0255690 -0.0030378 0.0002787

I was wondering if anyone could help with choosing optimal lag length for ZA test. There have been two lag order selection methods commonly used in the literature: 1) The ZA paper recommends to run the test with maximum number of lags. Then the lag order is reduced sequentially until the longest lag is statistically significant; 2) One could also use AIC or SBC or other criteria to choose lag

I have been reading about autocorrelation in linear models over the last couple of days, and I have to say the more I read, the more confused I get. Beyond confusion lies enlightenment, so I'm tempted to ask R-Help for guidance. Most authors are mainly worried about autocorrelation in the residuals, but some authors are also worried about autocorrelation within Y and within X vectors

Hi, R core team I am using the function {aidsEst} in package [micEcon] to do an AIDS model now. So far, everything is good. But I want to test the auto correlation and heteroskedasticity of the individual equation from AIDS demand system. How can I return the individual equation? PS: serial correlation test is {bgtest} in package [lmtest] and heteroskedasticity is {bptest} in package

System: Linux 2.6.25.6-55.fc9.x86_64 #1 SMP Tue Jun 10 16:05:21 EDT 2008 x86_64 x86_64 x86_64 GNU/Linux Dovecot: dovecot-1.0.14-8.fc9.x86_64 We have used Dovecot for several years. The error message below appears in the system log quite frequently. I have run a test which shows that this message is due to 2 or more users accessing the same mail (i.e connecting using the same userid). This

Dear R users, there is a new version of the package `lmtest' for testing linear regression models on CRAN. Except for a couple of minor bug fixes, there are essentially these new features: o added Breusch-Godfrey test for serial correlation (thanks to David M. Mitchell who provided the initial version of the code for bgtest) o new data sets: mandible measurements in fetuses,

Sorry, this is my first time to post. I have a big data set: first colume is date (ex: 2008-2-150, the second is time (10:30:00), and the following columes are variaty measurement data. Every 30 min, I have one data. I want to find an effecient way to calculate the hourly, daily, monthly and yearly average, and plot them, and eventually use these average data to do further analysis. Thanks!

https://bugzilla.netfilter.org/show_bug.cgi?id=911 Summary: The ICMPv6 type is param-problem or parameter-problem ? Product: nftables Version: unspecified Platform: x86_64 OS/Version: Debian GNU/Linux Status: NEW Severity: normal Priority: P5 Component: nft AssignedTo: pablo at

data:http://fmwww.bc.edu/ec-p/data/wooldridge/CRIME4.dta > a$call lm(formula = clcrmrte ~ factor(year) + clprbarr + clprbcon + clprbpri + clavgsen + clpolpc, data = cri) > bptest(a,st=F) Breusch-Pagan test data: a BP = 34.4936, df = 10, p-value = 0.0001523 > bptest(a,st=T) studentized Breusch-Pagan test data: a BP = 10.9297, df = 10, p-value = 0.363 >

How do you add an "Administrator" account to ldap. I want to leave root in /etc/passwd but have "Administrator" in ldap I have checked Howto Collection and the Samba-Ldap-3 but they contain no information. The Ldap-Howto has a suggestion but then says not to use. Godfrey

Hi all, I'm getting contradictory results from bptest and ncvTest on a model calculated by GLS as: olslm = lm(log(rr)~log(aloi)*reg*inv, data) varlm = lm(I(residuals(olslm)^2)~log(aloi)*reg*inv, data) glslm = lm(log(rr)~log(aloi)*reg*inv, data, weights=1/fitted(varlm)) Testing both olslm and glslm with both ncvTest and bptest gives: > ncvTest(olslm) Non-constant Variance Score Test

Relevant part of "net3 groupmap list" is System Operators (S-1-5-21-1617713866-2789119093-1479812082-1007) -> sys In howto there is the following example net groupmap modify ntgroup="System Operators" unixgroup=sys net groupmap modify ntgroup="Power Users" unixgroup=sys You can add System Operators but trying to add Power Users fails. If you do it in reverse

I have two versions of a bibtex database which have gotten badly out of sync. I need to find find all the entries in bib2 which are not contained in bib1, according to their bibtex keys. But I can't figure out how to extract a list of the bibentry keys in these databases. A minor question: Is there someway to prevent read.bib from ignoring entries that do not contain all required fields?

I originally brought this up in: https://github.com/rails/rails/issues/9067 Rails paved the way for Object#tap and Object#try...I''d like to propose Object#tap_if and its counterpart,Object#tap_unless. I''ve been following 37signals conventions of tapping variables in the views: <% account.owner.tap do |user| %> ... <% end %> But, I find myself having to do this

Dear all, Trying to test for heteroskedasticity I tried several test from the car package respectively lmtest. Now that they produce rather different results i am somewhat clueless how to deal with it. Here is what I did: 1. I plotted fitted.values vs residuals and somewhat intuitively believe, it isn't really increasing... 2. further I ran the following tests bptest (studentized

Hi r-programmers, I performe Breusch-Pagan tests (bptest in package lmtest) to check the homoscedasticity of the residuals from a linear model and I carry out carry out White's test via bptest (formula, ~ x * z + I(x^2) + I(z^2)) include all regressors and the squares/cross-products in the auxiliary regression. But what can I do if I want find coefficient and p-values of variables x, z, x*z,