similar to: Dummy variable regression

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

Dear list members, I am trying to estimate parameters of the AR(1)-GARCH(1,1) model. I have one additional dummy variable for the AR(1) part. First I wanted to do it using garchFit function (everything would be then estimated in one step) however in the fGarch library I didn't find a way to include an additional variable. That would be the formula but, as said, I think it is impossible to add

Hello, I have a few questions concerning the DCC-GARCH model and its programming in R. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And the aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument = "^gspc",start = "2005-01-07",end =

Yeah, there's a lot of things this could be. On the memdep side: Note that memdep is not actually properly updated in all cases by most passes that claim to not invalidate it (they don't invalidate dependent pointers, only pointers they directly touch). There's already a bug filed about this. So far we've only seen missed-opt, not wrong code from this. But it should be possible

Hi, I've stumbled upon a case where I think gvn does a bad (wrong) optimization. It's a bit messy to debug though so I'm not sure if I should just write a PR about it a let someone who knows the code look at it instead. Anyway, for the bug to trigger I need to run the following passes in the same opt invocation: -sroa -instcombine -simplifycfg -instcombine -gvn The problem

Help-Rs,   I'm doing some string manipulation in a file where I converted a string date in mm/dd/yyyy format and returned the date yyyy.   I've used regexpr (hat tip to Gabor G for a very nice earlier post on this function) in steps (I've un-nested the code and provided it and an example of what I did below.  My question is: is there a more efficient way to do this.  Specifically is

I large datset that includes subjects(ID), Dates and events that need to be counted.  Not every date includes an event, and I need to only count one event per 30days, per subject.  So in essence, I need to create a 30-day "black out" period during which time an event cannot be "counted" for each subject.  The reason is that a rule has been set up, whereby a subject can only be

Hello, What would be the best set of R functions to parse and transform a file? My file looks as shown below. I would like to plot this data and I need to parse it into a single data frame that sorts of "transposes the data" with the following structure: > df <- data.frame(n=c(1,1,2,2),iter=c(1,2,1,2),step=as.factor(c('Step 1', 'Step2', 'Step 1',

Hi! Thanks for providing great help in R-related statistics. Now, however I'm stuck. I'm not a statistics person but I was recommended to use R to perform a nmds plot and PerMANOVA of my dataset. Sample(treatment) in the columns and species (OTU) in the rows. I have 4 treatments (Ambient Temperature, Ambient temperature+Low pH, High temperature, High temperature+low pH), and I have 16

I am estimating daily electricity prices using GARCH (1,1). What I would like to see is whether there is some kind of daily or seasonal effect in variance of the price series. For instance, variance of electricity prices might be different (higher) during weekdays as opposed to during weekend. Thus, I would like to include some dummy variables in variance equation -but I don't know how to

Bill Wendling wrote: > Things get really out of hand (and I tend to lose my temper and write > hotly worded emails) when things obviously break, and the build bots > send out emails about these breakages, but people ignore them, and the > build is broken for half a day or more. This morning, I got to the > office and couldn't build TOT, it was so bad. So... what's the

Hi, i need a little help! i must create a dummy variable to insert as external regressor in the variance equation of a garch model; this dummy is referred to the negative sign of returns of an asset, so it has to be 1 when returns are negative and 0 when they are positive, and in my model the dummy is multiplied by another time series, the daily range. (have i explained well?!) thank's a lot

Dear all, I am new to R and to it's programming philosophy. The following function is supposed to work on a vector, but I can't figure out how to do that without looping through every element of it. Is there a more elegant way? Note: I have shortened it, so it is NOT correct from the pipe hydraulics point of view # Calculate wall friction factor # reynolds: Reynolds number # dk:

Hi all I''m new to rails an i''m trying to build a step by step form / process to gather data. For example: form one: User enters a 8 digit number the submit button points to form 2. form two: the 8 digit number from form one becomes a hidden field in form 2. The problem I have is that the entire hash from form 1 is showing up in form two rather than just the input data.

Dear all, Is there a good way of doing the following conversion: [YYYY]-[MM]-[DD] [Time] [Day] [Name][Integer].[Extention] to become C:\test\[Name]\[YYYY]-[MM]-[DD] [Time] [Day]\[YYYY]-[MM]-[DD] [Time] [Day] [Name][Integer].[Extention] i.e. these 2009-04-10 1400 Fri Foo1.txt 2009-04-10 1400 Fri Universities2.txt 2009-04-10 1400 Fri Hitchhikers Guide To The Galaxy42.txt will become

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Hi, We are looking at the VAD implementation used in opus. We are looking at the code where speech probability is calculated based on which SNR is estimated. Below is the part of the code I am talking about. /*********************************/ /* Speech Probability Estimation */ /*********************************/ SA_Q15 = silk_sigm_Q15( silk_SMULWB( VAD_SNR_FACTOR_Q16, pSNR_dB_Q7 ) -

Hi, I have a R program running very long and I run it in batch mode as below: R CMD BATCH < myRcode.R In myRcode.R, I have four steps and I want to "echo" the entry when the program reaches that point. However, using cat command only output "echo" info into .R.Rout file. Is there a way to do like this onto the screen: step1 is running... step1 is done. and so on.

Hello All, I have a data frame (dput information below) with food item weight for fish species. I need to calculate the Mean proportion by weight of each food item for each specie, as show in solution data frame (dput information below). I use the ddply function (plyr package) in two steps. First calculate the proportion of weight for each individual: step1 = ddply (example, .(ID), transform,