similar to: BEKK help?

Dear all.. Can anybody help me with mgarchBEKK? After estimate bekk model, i want to check whether the residuals meet the required assumptions. Can i perform Portmanteau test, the ARCH-LM test, plots of the AC and PAC functions of the residuals? Can you give some example with the script in R? Please.. Thank You So Much [[alternative HTML version deleted]]

Dear All, I attempted to fit a DVEC and a BEKK multivariate GARCH model, but am wondering which package to use. 1. I tried to use "rmgarch" package in R, but I couldn't find the subroutines for DVEC and BEKK. 2. I tried to find "rmgarch" package of R, which is not located on the official R site. This is the latest version I can find, where the programs were

Dear ALL, I use BEKK package to estimate Bivariate GARCH model. But when the results come out, there's no t-stat or p-value of the estimated coeffients. Does anyone know how to get the significance? Followings are the codes I input, >P1=data.frame(x,y) >y1=mvBEKK.est(P1) >mvBEKK.diag(y1) Anyhelp would be appreciated! Sincere, Zoe -- View this message in context:

Dear all, I want to run the VECM BEKK model, but I cannot find the corresponding package to run this model. Anybody can help? Thanks a lot Ted -- View this message in context: http://n4.nabble.com/How-to-run-the-VECM-BEKK-model-in-R-tp1564555p1564555.html Sent from the R help mailing list archive at Nabble.com.

Hi, I am a novice in R. I would like to use a package called "mgarch", but I have trouble installing it. It is not available on CRAN servers. I downloaded the tar.gz file online. (mgarch_0.00-1.tar.gz) I have tried to install it using the "Install Packages" module. I am not even sure if it is a binary or source package, or what it is, but neither seem to work when I use the

Dear helpers, I am trying to write a function to return prediction values using package ts. I have written three different versions since I am not sure what's wrong with my func2. func and func1 return the same results.But func1 and func2 don't. In particular, the only difference between "func1" and "func2" is the function variable name being y and data, respectively.

Hi R-users Can the users let me know how to do MGARCH estimate (Bivariate GARCH) and volatility forecast for 2 variables in R. thanks and regards snvk

Hi, We just spent half an afternoon figuring out why "jruby -S rake spec" didn''t generate any output at all (no warnings) on an edge rails app. We were seeing different behaviour on different boxes, and after a while figured out that it was related to a missing diff-lcs gem on one box. HTH, Stefan -- Bekk Open Source http://boss.bekk.no -------------- next part

Is there a package or function for multivariate garch model in R? I am having a hard time in locating one. Thanks for help in advance. -Young [[alternative HTML version deleted]]

Hello! I'm using Asterisk 1.4.18 (I've tried 1.4.19,1.4.21 too) and zaptel version 1.4.11. Card is "Digium Wildcard TDM800P", with driver wctdm24xxp. From Asterisk side this card has FXS ports, and FXO from outside. I've connect to them GSM-FXO gateway Benq C5 APC-868 (http://www.kontec.ru/c5.php). The problem is that this equipment sends caller id information in format

Hi , Are there any multivariate GARCH package (e.g., BEKK) in R? I do see a few "projects" constructing multivariate GARCH package, but wonder if there is anyone that is ready for use. Thanks, Miao [[alternative HTML version deleted]]

Hi, I am working with the RCurl package and I am using the curlPerform function for an soap-query. The problem is that the code is usually working well, but sometimes the connection gets lost. So I wrote a while-loop to repeat the query if anything might happened so that the same query runs again, but if the query-faults it takes a very long time for the repetition. My question is if there

ALL I have set-up Samba to run as a PDC its been running great now for over 6 months with no probs. I am looking to add to this by setting up a Domain Administrator so I can run audits, remote patch updates, reg hacks etc. I have followed the instructions but have I have no domain rights with 'Domain Admins' but i do have domain rights with 'Admin Users'. Heres my set-up. Any

I run for tests a domain controller and a samba server with samba-3.0.0rc2. Domain users can authenticate locally on the domain controller, but I get a logon failure when I try to list the shares on the member server. The error the user gets is: "session setup failed: NT_STATUS_LOGON_FAILURE" but digging the logs of the member server , I get "domain_client_validate: unable to

Hi R, I have three queries regarding handling GARCH functions in R. Below I document the same: Unlike S-Plus, R doesn't handle Multivariate GARCH models. R has a package for BEKK GARCH model but not for DVEC GARCH models. The GARCH function in S-PLUS has the capability of fixing some model parameters at certain values to evaluate the fit of a particular model. But the same optionality is

Dear aDVISOR, Hope I am not disturbing you. Can you tell me how I can perform Multivariate Garch analysis in R. Also please, it is my humble request let me know some resource materials on Multivariate Garch analysis itself. Sincerely yours, -- Arun Kumar Saha, M.Sc.[C.U.] S T A T I S T I C I A N [Analyst] Transgraph Consulting [www.transgraph.com] Hyderabad, INDIA Contact # Home:

Hi, everyone! I''ve encountered a problem with form_remote_tag not passing all the parameters a "normal" form would pass. When the submit tag is an image (image_submit_tag), the form usually submits the x and y coordinates where the click was made, but form_remote_tag ommits them. I guess it''s because the it?s using JavaScript to serialize the form elements. Has

Reinventeaza-te! Ai fost invitat de CHELARIU CRISTIAN-IULIAN la jocul Regleaza Linkutil ca pagina de Start de pe www.linkutil.ro cu castiguri de 500 RON saptamanal! Acest email este trimis tie pentru ca prietenul tau/prietena ta CHELARIU CRISTIAN-IULIAN se afla in concurs si are nevoie de sprijinul tau, deoarece sansele se maresc daca se fac mai multe inregistrari pentru invitatii. Martea

Reinventeaza-te! Ai fost invitat de CHELARIU CRISTIAN-IULIAN la jocul Regleaza Linkutil ca pagina de Start de pe www.linkutil.ro cu castiguri de 500 RON saptamanal! Acest email este trimis tie pentru ca prietenul tau/prietena ta CHELARIU CRISTIAN-IULIAN se afla in concurs si are nevoie de sprijinul tau, deoarece sansele se maresc daca se fac mai multe inregistrari pentru invitatii. Martea

Reinventeaza-te! Ai fost invitat de CHELARIU CRISTIAN-IULIAN la jocul Regleaza Linkutil ca pagina de Start de pe www.linkutil.ro cu castiguri de 500 RON saptamanal! Acest email este trimis tie pentru ca prietenul tau/prietena ta CHELARIU CRISTIAN-IULIAN se afla in concurs si are nevoie de sprijinul tau, deoarece sansele se maresc daca se fac mai multe inregistrari pentru invitatii. Martea