similar to: simulating stable VAR process

Hello, I ran AIC for some competing models I created. I get df and an AIC score from the AIC procedure. Can I use the models with the lowest AIC scores from this procedure to choose my 'best' models? If not, what else do I need to do (and know) and how can I do it in R to chose the 'best' models? Thank you kindly, Michael [[alternative HTML version deleted]]

Hallo, as I see there is a new version for R available. Can anyone tell me how I can update my version 2.5.0 under Windows? The last times I just uninstalled the old version and installed the new one. Afterwards I had to install also all needed packages again. All in all it cost me half a day until my system works fine again. Is there a quicker option? If yes please tell me the commands. Thanks,

Dear R-experts, It is a quite stupid question but please help me. I am very confuced. I am able to import normal txt ant mat-files to R but unable to import .xls-file I do not understand the online help. Can please anyone send me the corresponding command lines? The .xls-file is attached. In my file we use commas for the decimal format (example: 0,712), changes might be needed. Thanks, Corinna

I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao

>From the R Studio downloads, look below the installers. This is off topic however. If there is no zipped, no exe, no installation required of R, then I thank you very much for your help and trolling. (BTW, I think my question was pretty clear, concise and specific, I appreciate that some of you tried to solve a problem related to what I have, but I have already reviewed all options, and what

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.

Hi R users Having both a faster CPU and more memory will boost computing power. I was wondering if only adding more memory (1GB -> 2GB) will significantly reduce R computation time? Taka, _________________________________________________________________ Get FREE company branded e-mail accounts and business Web site from Microsoft Office Live

Dear R People: Is it possible to run R on a netbook/mini, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com

I recently installed R 2.6.2 and am getting errors on startup that relate to svIDE being loaded by Tinn-R. Loading required package: tcltk Loading Tcl/Tk interface ... done Warning messages: 1: '\A' is an unrecognized escape in a character string 2: unrecognized escape removed from ";for Options\AutoIndent: 0=Off, 1=follow language scoping and 2=copy from previous line\n" 3: In

I'm using stableFit from the package fBasics to estimate the parameters of a truncated normal distribution (I'm interested in the parameters of the underlying normal distribution). It is correct to generalize this truncated normal distribution as a stable distribution ? Thanks David -- View this message in context:

Are any seasonal adjustment programs, like Tramo/Seats, Census X12 ARIMA or Berliner Verfahren implemented in R? I am doing a simulation study and I don't know how to adjust the series in R. The possibility to access external the exe.files of the seasonal adjustment programs seems to be quite difficult. Can anyone help me? Thanks, Ingo

Hi all, I got another VAR question here and really appreciate if somebody would help me out :) I have five time series, say A,B,C,D,E. My objective is to predict the series A using the rest, that is, B, C, D and E. A Vector Autoregression Model should work here. But first of all, I should select which series of B, C, D and E to be include in the VAR model, as well as the number of lags. I wonder

Based on the feedback received, I did the following: a) moved my lib sub-directory from the existing installed R version to c:\myRLib b) installed the updated R version c) created .Renviron file in the home directory (C:\R-2.5.1) with the line R_LIBS=c:/myRLib d) used .libPaths() command to confirm that the new R installation was recognizing the myRLib sub-directory e) deleted my old R

I have some programs which were writen in mathematica or c language, but I donot know how to use these software. So I want to run them in R. Can I do it ? How to run "mathematica" or "c" programs in R? Jian Zhang [[alternative HTML version deleted]]

Can you please explain where you get the R-studio zip file and how you manage to run r-studio from it without expanding it. I do not see how this is possible and would be delighted if you would share that knowledge with us. Obviously this possibility has not occurred to anyone on the list John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html

Hello, I am very new to R and Time Series. I need some help including R codes about the following issues. I' ll really appreciate any number of answers... # I have a time series data composed of 24 values: myinput = c(n1,n2...,n24); # In order to make a forecasting a, I use the following codes result1 = arima(ts(myinput),order = c(p,d,q),seasonal = list(order=c(P,D,Q))) result2 =

Hello ! I'm already using "fBasics" to generate alpha-stable variables or compute their density or distribution function but do you know where I could find .R tools for computing the correlation and fit a regression between two alpha-stable variables ? Thanks in advance ! Kind regards, Pascal Grosbuis (France) [[alternative HTML version deleted]]

Dear R-users, I have an anual info of gross product and I would like to disaggregate to trimestral data. Can I import a matlab library of Quilis? ( http://www.mathworks.com/matlabcentral/fileexchange/24438-temporal-disaggregation-library ) Thanks, Sebasti?n.

Hello R-Users, The following questions are not R-technical, but more of general statistical nature. 1. NORMALITY I built a normal linear regression model and now I want to check for the residual normality assumption. If I check the distribution graphically and look at the descriptive characteristics (skewness and kurtosis are below 1), I would confirm that the residuals are normally

Hello, I have just upgraded from R-2.4.1 to R-2.5.0 for Windows. I had installed a large number of add-on packages under 2.4.1. Is there an easy way to install (or load, if that's the easier way) those packages under 2.5.0, without having to install each package by hand? Thanks, Jeff