similar to: Simulate values from VAR

Dear list subscriber, I am quite puzzled by the behaviour of processing Sweave files within an R session, i.e. Sweave("foo.Rnw") versus R CMD Sweave foo.Rnw In the former the environmental variable 'SWEAVE_STYLEPATH_DEFAULT = TRUE' is obeyed (this is set in etc/Renviron.site as well as under the users home directory in .Renviron). That is the hard-coded path to Sweave.sty is

Dear list subscriber, suppose, I do have a minimal Sweave file 'test.Rnw': \documentclass{article} \begin{document} <<printx>>= x @ \end{document} Within R, I define the following function: f <- function(x){ Sweave("test.Rnw") } The call: f(x = 1:10) results in the following error message: > f(x = 1:10) Writing to file test.tex Processing code chunks

Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables. For the single equation approach of ECM, there is a requirement of the

Dear list-member, I am currently developing a package with S4 classes. The NAMESPACE and DESCRIPTION is printed below. Within this package I have set a method "residuals" for two classes. In version 2.8.1 these two are reported whereas in R-Devel (2009-01-28 r47766). What have I missed? What has changed and how can I rectify the issue? Your help and pointers are welcome. For 2.8.1:

Dear list subscriber (R-Core), there is a minor typo in the Windows specific NEWS for R 2.9.0: http://cran.at.r-project.org/bin/windows/base/CHANGES.R-2.9.0 There is no function 'memory.limits() but memory.limit() (see below). Secondly, I am kind of irritated by the function's behaviour. It returns an Error, but as it seems the memory limit is set according to the numeric value for

Hello! I'm using the blrtest() function in the urca package to test cointegration relationships. Unfortunately, the hypothesis (restrictions on beta) specifies the same restriction on all cointegration vectors. Is there any possibility to specify different restrictions on the cointegration vectors? Are there any other packages in R using cointegration tests? Thanks and best regards. Dennis

Hello! I'm doing a svar and when I make the estimation the next error message appears: In SVAR(x, Amat = amat, Bmat = bmat, start = NULL, max.iter = 1000, : The AB-model is just identified. No test possible. Could you help me to interpret it please. Also I have the identification assumption that one of my shocks is exogenous relative to the contemporaneous values of the other variables

Hello, I'd like to simulate data according to an SVAR model in order to demonstrate how other techniques (such as arima) yield biased estimates. I am interested in a 2 variable SVAR with 2 lags (in the notation of the vars vignette, K = 2, P = 2, where B = I_K). I'm using the {vars} package outlined here: http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf I thought that the

Dear R-Devel subscriber, first, let me express my thank to the R-Core team for the new release! I appreciate their efforts and time spent to enhance R. In accordance with the 'NEWS' file (see excerpt of it below), [... o Changed the environment tree to be rooted in an empty environment, available as emptyenv(). baseenv() has been modified to return an environment with emptyenv() as

Dear R-Devel subscriber, first, let me express my thank to the R-Core team for the new release! I appreciate their efforts and time spent to enhance R. In accordance with the 'NEWS' file (see excerpt of it below), [... o Changed the environment tree to be rooted in an empty environment, available as emptyenv(). baseenv() has been modified to return an environment with emptyenv() as

Dear R-list subscriber, is it possible that the omegahat-site is down? I was looking for package 'RDCOMClient', but could not establish a connection. In case somebody has the latest binary zip-file for Windows, would she/he mind to send it directly to my emaim adress stated in the signature? Many thanks, and sorry for bothering/misusing R-help in this instance. Best, Bernhard Dr.

Dear useR! an updated version of package 'vars' has been shipped to CRAN lately. Information on package 'vars': ============================== Title: VAR Modelling Version: 0.1.3 Date: 2006-07-27 Author: Bernhard Pfaff Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de> Depends: R (>= 2.0.0), MASS, strucchange Saveimage: yes

Dear R - helpers, I am using the urca package to estimate cointegration relations, and I would be really grateful if somebody could help me with this questions: After estimating the unrestriced VAR with "ca.jo" I would like to impose the rank restriction (for example rank = 1) and then obtain the restricted estimate of PI to be utilized to estimate the VECM model. Is it possible? It

Dear list-subscriber, in the process of writing a general code snippet to extract coefficients in an expression (in the example below: 0.5 and -0.7), I stumbled over the following peculiar (at least peculiar to me:-) ) sorting behaviour of the function all.names(): > expr1 <- expression(x3 = 0.5 * x1 - 0.7 * x2) > all.names(expr1) [1] "-" "*" "x1"

Dear All: stepping in late, but @Joris, if you would like to take 'from a single file' literally, have a look at: https://github.com/bpfaff/lp4rp (lp4rp: literate programming for R packages); Cheers, Bernhard ps: incidentally, within the noweb-file roxygen is employed. -----Urspr?ngliche Nachricht----- Von: R-devel [mailto:r-devel-bounces at r-project.org] Im Auftrag von Joris

Hello folks! I'm using R-Package {vars} and I'm trying to estimate an A-Model. I have serious problems regarding the restrictions. 1) My A-Matrix needs (!) to have the following form: # 1 NA NA NA # 0 1 NA NA # 0 0 1 NA # 0 0 0 1 That is done in R by: A_Matrix <- diag(4) # main diagonal = 4 restrictions A_Matrix [1, 2] <- NA # A_Matrix [1, 3] <- NA #

Dear R-Devel subscriber, I encountered the following problem for tex-formatted table with xtable(). Suppose I do want the following matrix as a table in LaTeX: library(xtable) a11 <- "\\color{green}\\textbf{big green}" a21 <- "\\color{red}\\textbf{big red}" a12 <- "\\color{green}green" a22 <- "\\color{red}red" A <- matrix(c(a11, a21, a12,

Frances, I would not advise Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge. You can write your model as a non linear system of equations and use one of the nonlinear solvers. See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve). These package are certainly able to handle medium sized models.

> On 13 Jul 2017, at 12:55, Pfaff, Bernhard Dr. <Bernhard_Pfaff at fra.invesco.com> wrote: > > Who was speaking about non-linear models in the first place??? > The Klein-Model(s) and pretty much all simultaneous equation models encountered in macro-econometrics are linear That's really not true. Klein model is linear but Oseibonsu did not say that explicitly. "Klein

Who was speaking about non-linear models in the first place??? The Klein-Model(s) and pretty much all simultaneous equation models encountered in macro-econometrics are linear and/or can contain linear approximations to non-linear relationships, e.g., production functions of the Cobb-Douglas type. Best, Bernhard -----Urspr?ngliche Nachricht----- Von: Berend Hasselman [mailto:bhh at xs4all.nl]