similar to: strange email client problems

Hi All, I'm currently doing nightly full backups of /home. I'm not sure if a full back up is the best way to do backups. I know with my fileserver i do weekly full backup and daily incremental which would file on those type of files. I guess my question to the group is, how do you guys backup Maildir? whats the best way of doing it? -- Gabe Granger Pancentric results-driven

Hi all, I'm using Debian (testing) for my office mail. I'm using sendmail and Dovecot to deliver email to clients over IMAP using mbox format. I want to move over and start using Maildir. I know that I can use different MTA's to do the job, but I really like sendmail, and I run additional sendmail servers across the my internal and external networks. I'm probably

Dear Community, this is my first programming in R and I am stuck with a problem. I have the following code which automatically calculates Granger causalities from a variable, say e.g. "bs" as below, to all other variables in the data frame: log.returns<-as.data.frame( lapply(daten, function(x) diff(log(ts(x))))) y1<-log.returns$bs y2<- log.returns[,!(names(log.returns) %in%

Dear Community, For my masters thesis I need to perform a multivariate granger causality test. I have found a code for bivariate testing on this page (http://www.econ.uiuc.edu/~econ472/granger.R.txt), which I think would not be useful for the multivariate case. Does anybody know a code for a multivariate granger causality test. Thank you in advance. Best Regards -- View this message in context:

Does anyone know of a package that includes the Modified Sims test [Gewerke, 1983, Sims, 1972]? This test is used in econometrics and is a kind of alternative to the Granger test [Granger, 1969], which is in the package lmtest. Thanks in advance, chris Refernces: Gewerke, J., R. Meese, and W. Dent (1983), "Comparing Alternative Tests of Causality in Temporal Systems: Analytic Results and

Hello dudes. I'm developing VAR analysis based on suggestions made by Horváth in its paper Canonical Correlation Analysis and Wiener-Granger Causality Tests. That's the reason I'm looking for if there's any R package to develop Wiener - Granger Causality Test. Thanks a lot for your unvaluable help. Regards from Mexico [[alternative HTML version deleted]]

Hi All, I've just a new server to help with migration of our email, the old email server is using mbox and the new is using Maildir. I've managed to some user mail migrated fine. The new server is only a temp server as I have too many users to migrate easily in one go(Also I want to nuke the current mailserver, remove SuSE and install Debian on it). So what i'm doing it

Dear R Users, Can someone point me to a R package which will help me optimally choose a lag for Granger Causality testing ? Many thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are

Dear Community, I am new to R and have a question concerning the causality () test in the vars package. I need to test whether, say, the variable y Granger causes the variable x, given z as a control variable. I estimated the VAR model as follows: >model<-VAR(cbind(x,y,z),p=2) Then I did the following: >causality(model, cause="y"). I thing this tests the Granger causality of

Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds

Hi All, Over the weekend I bit the bullet and migrated my entire office from server to another and converted everything from MBOX to Maildir. Althought it took ages and their we're a few little problems along the way, the migration was a complete success with no users reporting any problems(Mbox used to always cause file lock ups) or even noticing anything had changed... Which is

Dear R Users, The granger.test command in the MSBVAR package estimates all possible bivariate Granger causality tests for m variables. If one passes a data frame with 3 rows, it returns 6 granger tests in two rows, one for the F-statistic and another for the p-value. For example: > a<-rnorm(1:10) > b<-c(lag(a),rnorm(1)) > c<-c(lag(b),rnorm(1)) >

Hi, Please tell me the R codes for Engle Granger Test of cointegration. TIA Aditya

Hi useRs.. I cant figure out how to test for causality using causality() in vars package I have two datasets (A, B) and i want to test if A (Granger)cause B. How do I write the script? I dont understand ?causality. How do I get x to "contain" A and B. Further using the command VAR() to specify x, I dont either understand. Kind regards Tobias -- View this message in context:

Hi All, Bit the bullet last night and switched off UW-IMAP and turned on Dovecot. With any migration I've got some teething problems and hoping someone might be able to point me in the right direction. I tested the system using apple's Mail.app which worked fine, no problems at all, but it seems that most of my users are getting problems, i suspect Mail.app is hiding these messages

Thanks to all for pointing out the Thunderbird bug workaround, I've got another question Some of my users are complaining that when they select a message, the email client says "Loading Message" and either takes a long time to display a small message or does not display the message at all. Its odd becuase it seems that larger message on these users machines seem to open more

Hello to all- 1. When I run a regression which implements the augmented Dickey-Fuller test, I am confused about the names given to the regressors in the output. I understand what "xGE" stands for in a standard "lm" test involving an independent variable GE for instance, but if I lags and or differences are included in the model, what do the following "output" stand

I am using Ubuntu 16.04 LTS using NUT 2.7.4 with an APC Back-UPS RS1000G. The problem is I do test shutdown using sudo upsmon -c fsd and my computer shuts down ok but no matter how long I wait it never turns back on. Is there a way to fix this. I am using the usbhid-ups driver. -------------- next part -------------- An HTML attachment was scrubbed... URL:

Dear all, I know that my question is somewhat special but I tried several times to solve the problems on my own but I am unfortunately not able to compute the following test statistic using the quantreg package. Well, here we go, I appreciate every little comment or help as I really do not know how to tell R what I want it to do^^ My situation is as follows: I have a data set containing a

Dear R Community, I am currently student at the Vienna University of Technology writing my Diploma thesis on causality in time series and doing some analyses of time series in R. I have the following questions: (1) Is there a function in R to estimate the PARTIAL spectral coherence of a multivariate time series? If yes, how does this work? Is there an test in R if the partial spectral