similar to: user in two groups - acl problem

Hello, I am struggling for some time now to estimate AR(1) process for commodity price time series. I did it in STATA but cannot get a result in R. The equation I want to estimate is: p(t)=a+b*p(t-1)+error Using STATA I get 0.92 for a, and 0.73 for b. Code that I use in R is: p<-matrix(data$p) # price at time t lp<-cbind(1,data$lp) # price at time t-1

On Fri, Mar 23, 2012 at 9:45 PM, JonY <jon_y at users.sourceforge.net> wrote: > On 3/23/2012 13:59, Glenn McCord wrote: >> Hi. I'm trying to get a project linking to libFLAC_static.lib but I >> get linker errors such as the following. >> >> The __imp__ prefix seems to imply that some kind of .dll usage is >> happening, which it shouldn't. >>

Hi, I have been trying to output my graphs to a file (jpeg, pdf, ps, it doesnt matter) but i cant seem to be able to get it to output. I tried a few things but none of them worked and am lost as what to do now. I am using the scatter3d function, and it prints out the graphs on tot he screen without any problems, but when it comes to writing them to a file i cant make it work. Is there any

I want to calculate Newey West robust standard error using NeweyWest. Comparing the results to what I get in STATA, in order to get the same results in I need to specify "prewhite=0". Can someone explain what this prewhite command means? Thanks [[alternative HTML version deleted]]

Hi All, I,m trying to do a GARCH simulation in R 2.3.0 release in Windows XP. I've seen garchsim function but that is for garch (1,1) and ?garch gives an example for ARCH simulation. Can anyone help me how can i extend the help shown in ?garch to GARCH simulation? Please help me in this regard. Thanks, Sumanta Basak.

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

I use fGarch package to estimate AR(1)-ARCH(1) process for a vector of returns. Then, using the estimated parameters I want to simulate 10 000 sample paths where each path has the same length as the vector of returns. So the first line of the code is: spec=garchSpec(model=list(ar= 0.440270860, omega=0.000374365,alpha=0.475446583 , mu=0, beta=0))---- The only way I can think of generating 10 000

Hello, I am trying to estimate parameters of mean reverting process with jumps given by: dp=k(mu-p)dt+sigma*dz+Jdq where dp represents change in log of price, k is reversion factor, mu is long run level of price, sigma is standard deviation, and dq equals one with probability lambda if jump occurs and 1-lambda otherwise. J is jump size with mean muj and standard deviation delta. Therefore, when

Greetings, I am using fGarch package to estimate and simulate GARCH models. What I would like to do is to perform Monte Carlo simulation. Unfortunately I cannot figure how to modify the code to achieve this. I use the following code to run a single simulation: spec=garchSpec(model=list(ar= 0.440270860, omega=0.000374365,alpha=0.475446583 , mu=0, beta=0)) sim<-garchSim(spec,

I am confused by obtaining different results when testing for unit root when using different packages. I have 2625 price entries for which I want to determine whether they exhibit unit root. First I test using adf.test from tseries package by running: > adf.test(P, k=30) Augmented Dickey-Fuller Test data: P Dickey-Fuller = -4.685, Lag order = 30, p-value = 0.01 alternative hypothesis:

Hi. I'm trying to get a project linking to libFLAC_static.lib but I get linker errors such as the following. 6>AudioDecoder.lib(CFlacDecoder.obj) : error LNK2019: unresolved external symbol __imp__FLAC__stream_decoder_process_until_end_of_metadata referenced in function "protected: int __thiscall CFlacDecoder::CreateDecoder(void)" (?CreateDecoder at CFlacDecoder@@IAEHXZ)

I am using rpart to build a model for later predictions. To save the prediction across restarts and share the data across nodes I have been using "save" to persist the result of rpart to a file and "load" it later. But the saved size was becoming unusually large (even with binary, compressed mode). The size was also proportional to the amount of data that was used to create the

>> Doesn't work. Apparently the Dell UEFI PXE firmware doesn't know HTTP. > > There's a lot of variation. Do you have a shell option > in your boot selections? None of Dell OptiPlex 990 (firmware A19), 9010 (firmware A22), nor 9020 (firmware A16) seem have a built-in EFI shell option, but in all three cases I had success running the external EFI shell from

Control: tag -1 +moreinfo On Tue, 2014-05-13 at 08:55 -0700, Mike Egglestone wrote: > After booting into kernel 3.13 dom0, the keyboard no longer works. > All other aspects work, ssh is needed to login to the system to > start working with the domU's. > They keyboard works at the grub menu just fine, and > works normal when booting into the non xen kernel. I think at a minimum

> > Is syslinux.efi supposed to be able to handle HTTP URLs? > > If the underlying firmware can. Try just specifying an HTTP URL in the > config or on the command line instead of the path-prefix option. Doesn't work. Apparently the Dell UEFI PXE firmware doesn't know HTTP. Somehow I was under the impression improvements from pxelinux variants like lpxelinux were

Yes dmesg | grep "EFI v" [ 0.000000] efi: EFI v2.70 by American Megatrends On Fri, 2020-04-03 at 14:29 -0400, Jonathan Billings wrote: > On Fri, Apr 03, 2020 at 07:37:10PM +0300, Georgios wrote: > > Hi. > > Im trying to set intel_iommu=on on kernel parameters at grub but > > for > > some reason it doesnt work. > > > > I edit

Hello, I'm facing issues with a Point of View GT210/218 and nouveau drivers. I'm using ubuntu server with LXDE on top of it... *lshw -c video* output: *-display description: VGA compatible controller product: GT218 [GeForce 210] vendor: NVIDIA Corporation physical id: 0 bus info: pci at 0000:01:00.0 version: a2 width: 64 bits clock:

Hi, I'm trying to get a Powerware 5115 to communicate with the NUT via USB under Debian Linux and need help. Here is the output that I see. co-nh5:/tmp/mnt/projects/pwusb/nut-2.4.1# /usr/local/ups/bin/upsdrvctl -u root start Network UPS Tools - UPS driver controller 2.4.1 Network UPS Tools - BCMXCP UPS driver 0.21 (2.4.1) USB communication subdriver 0.17 Communications with UPS lost:

On Sun, Sep 23, 2007 at 04:59:24PM +0200, Daniel Aleksandersen wrote: > Share your package on http://getdeb.net/ Or just wait, like, a day for me to finish the packaging... Patiently, -- Joshua Kwan

On Mon, Sep 24, 2007 at 04:15:51PM +0000, Andy Hawkins wrote: > I didn't realise someone was actually packaging it up 'properly'. I'd much > rather use an 'official' package than some home brewed one I made myself! It's official in the sense that it is now an official Debian package. I uploaded it yesterday. You can retrieve it from the unstable archive and it