Displaying 5 results from an estimated 5 matches similar to: "HAR-RV-CJ Moedel"
2012 Jul 12
0
Writing HAR-RV-CJ Model?
I am trying to write a loop to forecast realized volatility over successive
days for the purpose of VaR prediction using the HAR-RV-CJ model which is as
follows:
log(RV_t+1) = ?_0 + ?_CD log(CV_t) + ?_CW log(CV_t-5) + ?_CM
log(CV_t-22) + ?_JD log(J_t) + ?_JW J_t-5 + ?_JM J_t-22 + e_t
where RV is realized volatility, CV is continuous volatility and J is the
jump which is RV - CV, _t is
2014 Jul 14
0
Fatal: master: service(imap): child 20258 killed with, signal 6 (core not dumped - set service imap {, drop_priv_before_exec=yes }) (CJ Keist)
Have you tried:
10-master.conf
service imap {
drop_priv_before_exec=yes
}
as suggested by the error?
2001 Sep 17
0
variance of a linear model
Hi,
this question may be off topic:
the unbiased estimator of the variance of the errors in a
linear regression moedel with p coefficients is:
sigma2=sum((y-yi)^2)/(length(y)-p-1)
But what if i estimate transformations of the dependent an
independent variables (e.g. Box-Cox) too? May I calculate
the variance using
sigma2=sum((y-yi)^2)/(length(y)-2*p-1)
or should I use the first formula
2012 Jan 09
1
par.plot() for repeated measurements
Hello,
I am using the package gamlss in R to plot repeated measurements. The
command I am using is par.plot(). It works great except one thing about the
label of the axises. I tried to label both x and y axises using ylab and
xlab options. But the plot only gives variable variables. The labels did not
show up. Below is the code I used. Any comments are appreciated! Thanks.
library(gamlss)
2003 Jan 29
1
Multiple Samba Instances on a Single Distribution.
Hello, I am wondering if anyone else has thought that it might be good
to be able to run multiple instances of samba on a single machine ?
I currently accomplish this task with VMware and multiple vm's.
But it seems to me that it may be simpler if samba were able to
run multiple instenses, with unique configs and smbpasswds,
binding to unique aliased ethernet devices!
Such that on a single