similar to: ARCH modelling/MA process

Hi I have a problem on how to proceed with further steps in my analysis. I did a linear OLS regression (ri,t=alpha*beta*rm,t+et) with my daily data of stock and index returns. There is now the problem of arch in my error terms. Thus I used the following r command: /garch(resid_desn, order=c(0,2)) ## This ARCH(2) process seems to fit the best after trial and error. Consequently, I get there

The following paper may be of interest to some. The author is generous about sharing a recently revised version. <A HREF="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=259648">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=259648</A> [[alternative HTML version deleted]]

The specific standards process used to develop the MPEG codecs creates patent minefields that royalty-free codecs don't generally face. Because many knowledgeable people have heard of the problems faced by these patent-soup standards, they may extrapolate these risk to codecs developed under a different process where these problems are less considerable. This is a mistake, and I'll explain

When run from the console, the following code works, when run through the WEBrick server I get a "You have a nil object where you didn''t expect it!" class Competition < ActiveRecord::Base has_many :comp_dates, :order=>:position def initial_date comp_dates.first end def display_dates i_d = initial_date if i_d.nil? return "unknown"

Dear list members, Any help on this efficiency issue would be greatly appreciated. I would like to find the most efficient way to run a non-vectorized function (here: fisher exact test p-value) iteratively using 4 matrices with identical dimensions. And as a result I aim for an array with identical dimensions containing the corresponding p-values. Please consider some code using a trivial

Ein eingebundener Text mit undefiniertem Zeichensatz wurde abgetrennt. Name: nicht verf?gbar URL: https://stat.ethz.ch/pipermail/r-help/attachments/20070510/b26482f4/attachment.pl

Dear R help. Hello. I want to fit the model of "FIGARCH" on TimeSeries data. So I need to use the code of "garchOxFit". I don't know how to estimate FIGARCH model. Please let me know which package I need and what is procedure of estimating FIGARCH by R. I think I need this code! &gt; garchOxFit(formula.mean = arma(0, 0), formula.var = garch(1,1), series =

Dear R Helpers, Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to where do I start for this particular assignment. I tried to search google for CRAN and Fast Fourier

I am doing a Search in my ''properties'' table on column ''name'' using in my controller : conditions = ["name LIKE ?", "%#{@params[:query]}%"] unless @params[:query].nil? this ''properties'' table has a FK (owner_id) in teh column ''owner'' to link it with the table Users... I can display the owner.name, and

Here''s the posting from our web site. This is an entry-level position (45-55k in this area). Web Applications Developer (Ruby on Rails) We are seeking a dynamic individual to join our fast-paced, team-oriented environment. Primary responsibilities will be to develop web-based applications. We are have begun migrating to developing in Rails, but we maintain sites built in

Dear all, Is there anyway too generate MA plot for 2 qPCR assays (an array of 2x 400). -- View this message in context: http://r.789695.n4.nabble.com/Bioconductor-MA-plot-for-qPCR-array-tp4182805p4182805.html Sent from the R help mailing list archive at Nabble.com.

*Fish Ecology Post-Doctoral Research Associate needed in Woods Hole, MA * To apply: Send resume and two references to HR at IntegratedStatistics.com <mailto:HR at IntegratedStatistics.com> Integrated Statistics is looking for a postdoc to work on a joint project between scientists at the National Marine Fisheries Service and the Woods Hole Oceanographic Institution examining the ecology

Hi everyone, I am performing the time series regression analysis on a series of data sets. A few data sets followed an ARMA(1,1) process. However, they all had a same value of moving average MA coefficients = -1, constantly, from output of function “arima" . Example: > arima(residuals, order=c(1,0,1)) Call: arima(residuals, order = c(1, 0, 1)) Coefficients:          ar1      ma1  intercept

Dear colleagues, I am relatively new to R and time series and so I am experiencing difficulties in interpreting the output of "arima" in MA models (but not in AR models). I cannot make sense of the 1st innovations returned by "arima". In an AR(1) model I expect data[t]=phi1*data[t-1]+a[t] and in a MA(1) model data[t]=a[t]+theta1*a[t-1]. My interpretation from R-help is

Dear R People: I ran an ARIMA(1,0,1) on a particular series in R and got a negative MA(1) estimate. Then I ran an ARIMA(1,0,1) on the same series in Minitab and got a positive MA(1) estimate. The values are about -0.69 and 0.70. Does R show the opposite value, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston -

Hello, I asked this question on the r-finance list server and didn't get a reply. Thought I would try here to. I am trying to deseasonalize some financial time series data and I wanted some feedback on the best methods for doing this. I found two Centered Moving Average and Holt-Winters. Which is better and/or more appropriate for financial time series data in your opinion? I understand

I created a tarball for redhat 7.3 with kernel 2.4.28, asterisk v1.0.3-CVS-01.04.05 and alsa-1.0.6a... see the README / download it here: ftp://ftp.linuxsys.com/pub/packages/rh73/asterisk/ -- Andrew McRory - President/CTO Linux Systems Engineers, Inc. - http://www.linuxsys.com Located in beautiful Tallahassee, Florida Office 850-224-5737 Office 850-575-7213 Mobile 850-294-7567

2018-05-10 21:57 GMT+02:00 Lance Albertson <lance at osuosl.org>: > I see with the introduction of CentOS 7.5 there's a new qemu-kvm-ma > package on ppc64le (which is actually newer than qemu-kvm-ev currently). > Does anyone know what the difference is between these two packages? We > currently use qemu-kvm-ev and we've run into this bug [1] which got me > wondering

I'd like to start offering my server's users multi-factor authentication. Right now, I funnel all authentication through dovecot. Before I get too far down the fantasy design path, I'm wondering if anyone else has already done this and could share some details or code. (I loaded up the subject line with acronyms to show how serious I am. :-)) I am specifically thinking of

On 10/5/20 3:33 am, Sebastian Nielsen wrote: > And then this in plugins.conf: > > plugin { > sieve_plugins = sieve_imapsieve > imapsieve_mailbox1_name = Trash > imapsieve_mailbox1_before = file:/etc/dovecot/sieve/trash.sieve > } Maybe adding this will help... imapsieve_mailbox1_causes = COPY FLAG