similar to: variance ratio test

Hello I am a new user of R software. I benefit from using vrtest-package. However, the codes provided by the aforementioned package, for example, calculate the test statistics for Lo and Mackinlay (1988) under the assumptions of homoscedasticity and heteroscedasticity without computing the value of the variance ratio itself.   I would be grateful if you could instruct me how to calculate the

Hello, I am looking for a code in R for the variance ratio test statistic (the Lo and Mackinlay version or any other versions). Does anybody have such a code they can share or know a library in which I can find this function? Basically I have a number of time series which I need to check for persistence. One other test I can use is the runs test in the tseries package. Any help will be greatly

Dear R-helpers, I have been trying to carry out some variance ratio tests such as Lo-MacKinlay test and Chow-Denning test. However, When I write the function LM <- Lo.Mac(y,kvec) or any other functions I don’t get the results displayed. The only sign I get is < I don’t understand what’s wrong (is it the package, misspecification of the function, Vista). I am really stuck in and I would be

Hi all, I am trying to calculate the variance ratio of a time series under heteroskedasticity. So I know that the variance ratio should be calculated as a weighted average of autocorrelations. But I don't find the same results when I calculate the variance ratio manually and when I compute the M2 (M2 for heteroskedasticity) variance ratio using Lo.Mac function in R. Anybody knows what

>hi, >I am using R version 2.10.0.when i am trying to retrieve the previous used R commands >by using ↑ and ↓ keys,but i get the output like this ^[[A^[[A^[[A^[[B^[[C^[[A. >can any one tell me how i can solve this problem. -- Regards Ab Rauf Shah -- Regards Ab Rauf Shah [[alternative HTML version deleted]]

Hello, I would like to use push in qmail+dovecot environments. Can someone tell me which components should I use to enable this feature for mobile devices? Thanks. -Ibrahim.

Dear all, how can i search multiple text or string patterns in a text file. i have written the following script but it is for only single searches at a time. how can i get multiple searches e.g "xyz","abc","pqr".....at a time and can save the results to an out file. script:: x<- "abc" z<-NULL;for (i in 1:1235){{if

Hi all, May i know does R has packages or code to run "Bayesian Relative Survival Analysis"? I have look through Bayesian Survival Analysis(2001) by Joseph George Ibrahim<http://www.google.com/search?tbo=p&tbm=bks&q=inauthor:%22Joseph+George+Ibrahim%22>, Ming-Hui Chen<http://www.google.com/search?tbo=p&tbm=bks&q=inauthor:%22Ming-Hui+Chen%22>, Debajyoti

Dear Rhelp I am first time user of R and I have the following questions: 1. How I can load my data (it is a matrix 10x1618) with the titles of the variables in the first row? 2. How I can run vrtest to calculate Variance Ratio Tests for Weak-form Market Efficiency? Thanks in advance. Jasim ____________________________________________________________________________________ the

So finally I got the net vampire to work. I had to roll back to commit 62e0a74 bypassing all the updates done by mdw at samba.org for now. Now the replication PDC1 is the first domain controller created by provision PDC2 is the second is the second domain controller created by net vampire on PDC1 I added user using "net newuser testuser1" in few seconds it appeared on PDC2 using the

I'm trying to get MSSQL Query analyzer to work it loads up i can enter the sql server name and user name and password. in the sql client utility it is setup for tcpip with an alias for the server name and the ip address. it tries to connect then comes back with an error: [Microsoft][ODBC SQL SERVER DRIVER][TCP?IP SOCKET]General network error odbc32 is native wsock32 is native winsock is

Dear Olly, I am very excited to contribute in open source community through the platform of Google Summer of Code 2011. I have visited the ideas of ?Xapian? at http://trac.xapian.org/wiki/GSoCProjectIdeas for GSoC 2011. I am interested in working on ?Improve Existing Bindings?. The reason for my interest is that I have previously worked on .NET related projects both in VB and C#. I also have

have anybody succeeded to run an application that connects to a MSSQL database on another pc using odbc32.? I'm desperate for an answer guys Ibrahim hamouda system administrator Internode Networks

Hi there, I am currently working on my dissertation which is about testing the martingale hypothesis in the stock market using a methodology involving a range of variance ratio tests and multiple variance ratio tests. I contacted the author of a reference paper and I was told that the tests can be conducted using R programming language. Although I have gone through the theoretical background of

Hello I was testing HTB using IPerf TCP traffic and the results were very good. Until I tried to add some UDP traffic the results were a little strange. this is my setup tc qdisc del dev eth1 root tc qdisc add dev eth1 handle 1:0 root htb default 2 tc class add dev eth1 parent 1:0 classid 1:1 htb rate 1mbit tc class add dev eth1 parent 1:1 classid 1:2 htb rate 500kbit ceil 1mbit tc class add

Hello Experts, I have a tree of categories in this category object there is a property called type. the root categories have no type but the children have. so how I can get all the roots with filled in children that have category type = ''B'' for instance. I tried to run Category.roots then delete children With a category not equal to ''B'' but this causes a major

Hi all. I created a smb-share on my el6 for all windows-pcs in my home-network (I'm the only Linux-User in my family) for sharing all the stuff we have, like music and videos and documents. The share will be shown on the other pcs (Windows XP), but they can't open it. The error-message ist "Share not found" on our preferred language of course! SELINUX-CONFIG sh-4.1# cat

Dear R-helpers, I am using a vrtest on time series data. My commands are as follows; read.table("B.txt",sep="\t",fill=TRUE, na.strings = "NA") require(vrtest) rm(list=ls(all=TRUE)) datamat <- read.table("B.txt",sep="\t",fill=TRUE, na.strings = "NA") column <- 1 nob <- nrow(datamat) y <-

Dear All I want to generate multivariate normal data in R for a given covariance matrix, i.e. my generated data must have the given covariance matrix. I know the rmvnorm command is to be used but may be I am failing to properly assign the covariance matrix. Any help will be greatly appreciated thanks. M. R. Ahmad

Hi, I found that Xapian doesn't support Arabic, so I decided to help in that issue ... -- *YOURS* -------------- MOHAMED IBRAHIM ELDESOUKI Researcher @DBSRC ISSR - Cairo University Egypt - Cairo +201116500535 mailto: disooqi at gmail.com -------------- next part -------------- An HTML attachment was scrubbed... URL: