similar to: help about Hannan-Rissanen model selection

When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > **Variable Coefficient Std.

Dear Sirs, I have a problem with the garchOxFit output. I want to display only the value of max.like.est and the information criteria. How can I do that; I enclose a part of GarchOxFit output, which is what I want to display. Best regards, Vasilios Ismyrlis GarchOxFit output No. Observations : 1000 No. Parameters : 2 Mean (Y) : -0.05511 Variance (Y) : 1.06869

Hello!!, for linear models fit I use Gretl, but now I'm starting to use R, I would like to know if is there some function to obtain a extended summary like in Gretl. I will write a example in Gretl Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest Coeficient St error t-ratio p-value const 377,631 35,0955 10,7601 <0,00001 *** GNP

Hola!! A ver si alguien puede ayudarme!! Para ajuste de modelos lineales normalmente uso Gretl. Ahora estoy empezando a hacerlo en R. Me gustaría saber si existe alguna función que haga un summary extendido como el de Gretl. Os pongo un ejemplo del summary de Gretl. Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest              Coeficiente   Desv. Típica

OS: Digital Unix 4.0E Compiler: vanilla f77 and cc. Build error: f77 -o ../../bin/R.binary arithmetic.o array.o attrib.o bind.o builtin.o character.o coerce.o colors.o complex.o context.o cov.o cum.o debug.o deparse.o deriv.o devices.o dotcode.o dstruct.o duplicate.o envir.o errors.o eval.o format.o fourier.o gram.o gram-ex.o graphics.o iosupport.o list.o logic.o main.o match.o memory.o

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

Dear r developers, I'm writing a set of new functions for an existing R package on R-forge (called COGARCH). I wrote the new R code (but still no documentation), and updated the NAMESPACE file. I installed it from my local repository and everything seems to work. I checked the local repository and the check did not produces errors, but 2 warnings and 2 notes (I attach the log) one of which

On Tue, 2004-01-20 at 23:44, Josh Coalson wrote: > Miroslav did some experiments with searching for optimum blocksize. > from what I remember it made at best a couple percent difference. > there was a thread about it here a while back. > Did his changes make it in? I can think of a coupla ways to approach this and I'd like to hear about what he tried. A couple of % doesnt seem

I did some research on patent claims on range and arithmetic coding. The original range code pdf presented in the UK by an ibm employee at the time asserts no patent claims what so ever. If there are patents I cant find em. I have the original paper in PDF if anyone cares to see it. Its a good candidate for encoding because browsing a few of the implememntations avaialable on line, I can roll my

I tried to post this a few times last week and it seems to have got stuck somehow so I'm trying from a different email in the hope that works. If somehow this has appeared on the list 20 tiems and I never saw any of them I apologize ;-) I'm basically an R-newbie. But I am VERY computer literate. But this has me stumped... All the examples for using the rmeta package to create a

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Hi all, I'm setting up a number of samba DC's across several branch offices using the Samba 3.0.0 release's native LDAP support. I'd like to build some redundancy into my setup, such as having slave LDAP servers in case the master is down/unavailable. However, when I have multiple ldapsam entries in my smb.conf I get duplicate or triplicate users listed when performing a

Doug, I thought perhaps that you might be interested in the comparison of lme to the results for the same models fitted by Richard Jones' carma (I just wrote the R interface to his Fortran code). The code to run the example from the lme help and for the equivalent with carma is in the file below. The two main differences in results are 1. the random coefficients covariance matrix is quite

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I have just encountered another problem and thought I'd post it to the list. In this case,

Batch: For me, batch in its present state is broken and useless. My primary need for batch is to produce a final output file of a session after I have worked out a sequence of procedures. I save my instructions in a file that I can source, then run it in batch to have a copy of input and output together. (If there was a log file (or dribble), this problem would be solved.) At present, there are

Hi all, I've got kind of strange setup, wherein all of my data is on a big NFS server (RH linux 8.0 running the 2.4.18 kernel and nfs-utils 1.0.1-2.80) and my Samba 3.0.0 PDC server (RH linux 7.3 w/ 2.4.18 kernel, nfs-utils 0.3.3-6.73) mounts the NFS export with the following options: rw,vers=3,wsize=8192,rsize=8192,hard,intr This mounted partition is then re-exported to the windows users

An executable version 0.6 of my libraries is now available at www.luc.ac.be/~jlindsey/rcode.html This works with MS R0.64.2 and appears possibly to work with R65.0. There is a serious problem with the Fortran compiler as some of the examples for elliptic and carma crash it. These same examples do not crash R63.0 with the library executables of Jan 99. I am releasing this anyway because of the

-Bugs and fixes reported to Diethelm Wuertz. -In the interim. To make the Ox functions part of the fSeries package work please follow the following steps. ------------------------------------------------- 1. Install R-project. 2. Install fSeries. 3. Download: http://www.core.ucl.ac.be/~laurent/G@RCH/site/xbdcons/garch42.zip (G@RCH package for Ox) 4. Download:

This small patchset adds const to of_device_id arrays in drivers branch. Fabian Frederick (35): ata: constify of_device_id array regulator: constify of_device_id array thermal: constify of_device_id array tty/hvc_opal: constify of_device_id array tty: constify of_device_id array power: constify of_device_id array char: constify of_device_id array dma: constify of_device_id array

This small patchset adds const to of_device_id arrays in drivers branch. Fabian Frederick (35): ata: constify of_device_id array regulator: constify of_device_id array thermal: constify of_device_id array tty/hvc_opal: constify of_device_id array tty: constify of_device_id array power: constify of_device_id array char: constify of_device_id array dma: constify of_device_id array