similar to: cannot install RSTAR, MSVAR, and MSVECM packages

Hello, As I'm interested to search about the monetary transmission channel in our country by MSVAR model,Could you do me favor and tell me How I can run different types of MSVAR model (such as MSIAH(2)-VAR(2)) and finding impulse response function in different regimes and also variance decomposition? Thank you very much in advance. Best Regards, Ahmad [[alternative HTML version deleted]]

Hello, As I'm interested to search about the monetary transmission channel in our country by MSVAR model,Could you do me favor and tell me How I can run different types of MSVAR model (such as MSIAH(2)-VAR(2)) and finding impulse response function in different regimes and also variance decomposition? Thank you very much in advance. Best Regards, Ahmad [[alternative HTML version deleted]]

dear sirs or madam, As I'm interested to search about the monetary transmission channel in our country by MSVAR model, I would be grateful if you help me and tell me how can I run MSVAR in R or send me the related code to run this model . Actually, I'm new user of R and I don't know how to run Markov Switching Var Model in R. Thank you very much in advance for your help. Best

Kinda confused by this... I have a Cisco 7960 configured with a couple SIP extensions configured on the phone. Just trying to dial one extension from the other on the same phone, but when I do, I get: -- Remote UNIX connection -- Executing Dial("SIP/2001-ffd4", "SIP/2002") in new stack -- Called 2002 -- Got SIP response 486 "Busy here" back

Dear R community, I'm starting to learn the MS-VAR methodology and I would like to know what I need to download (e.g. packages) to make MS-VAR estimations using R. Best, Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge [[alternative HTML version deleted]]

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum

Dear R community, I'm starting to learn the MS-VAR methodology and I would like to know what I need to download (e.g. packages) to make MS-VAR estimations using R. Best, -- Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge

Dovecot 2.2.9-1 accepts SETACL commands that share mailboxes to non-existent mailboxes. There is no error message. Is this intended behavior? I think it's bad because clients present a success message when indeed the intent of the user failed. Typos are hard to catch.

Hi, I know the problem now. Previously i use as.timeSeries function, but the error message of setar function still came out. Anyway, many thanks to Pascal for the solution. Best Regards, Ario On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote: > Hello, > > It works for me (with a warning message), by adding this line before the > setar procedure: > >

Is there any package for Vector Auto-regressive with exogenous variable other than fastVAR? Because it is not able to solve my problem of not taking the base in the model. Please suggest some appropriate solution!!!! -- View this message in context: http://r.789695.n4.nabble.com/Is-there-any-package-for-Vector-Auto-regressive-with-exogenous-variable-other-than-fastVAR-tp4644964.html Sent from

Hi, I live in Portugal. I have a Windows 2000 server with file sharing activated in my company. I have a linux box with a 200Gb disk for backups with rsync. I make an smbmount to /mnt/w2kbox then I use rsync like this: rsync -ar /mnt/w2kbox /200gb_disk The problem is that we use accents and cedillas and those files are not copied to the backup directory. Rsync says: file has vanished:

Hello, Where I can find remmina for CentOS 6.3? Thanks, L?zaro.

Dear members, I'm fitting linear model using "lm" which has numerous auto-regressive terms as well as other explanatory variables. In order to calculate prediction intervals, i've used a for-loop as the auto-regressive parameters need to be updated each time so that a new forecast and corresponding prediction interval can be calculated. I'm fitting a number of these models

Hi, Could someone please tell me the R codes for fitting VAR(p) (Vector Auto Regressive) models and doing the Johansen?s cointegration tests. TIA Aditya

Hi all, I am asking this for my friend. In VAR models, how do we test the goodness-of-fit of a VAR model? More specifically in R? Moreover, are there assumptions on the joint distribution of the data in the model? Thanks a lot! [[alternative HTML version deleted]]

Dear all, I need to fit a gee model with an auto-regressive correlation structure and I faced some problems. I attach a simple example: ####################################################### library(gee) library(geepack) # I SIMULATE DATA FROM POISSON DISTRIBUTION, 10 OBS FOR EACH OF 50 GROUPS set.seed(1) y <- rpois(500,50) x <- rnorm(500) id <- rep(1:50,each=10) # EXAMPLES FOR

Hi, I am brand new to R and not familiar with the language, though I have been reading the manuals and making some slow going progress. I am working with some source code from a Global Vector Auto -Regressive program written by Ranier Puhr from the R-forge group. I need help interpreting the processes of the following code. I am going to post in parts since it's pretty long: GVAR

R 1.4.0 is now sinking into feature freeze, and we'd like some help testing it under Windows. Duncan Murdoch and Uwe Ligges have already volunteered. I've put a copy of SetupR140.exe at http://www.stats.ox.ac.uk/pub/bdr/RWin Also in that directory is a file TESTING suggesting some tests, not all of which have been run on this build. As the graphics internals have been changed a lot

I have made program code for Vector Auto Regressive in terms of completing my undergraduate program using R. I have an important question related to my project. If I have: data(Canada) var.2c <- VAR(Canada, p = 2, type = "const") var.2c.stabil <- stability(var.2c, type = "OLS-CUSUM") I want to get the value of plot(var.2c.stabil). Can you help

Hello I am facing a curious problem.I have a time series data with which i want to fit auto-regressive model of order p, where p runs from 1:9.I am using a for loop which will fit an AR(p) model for each value of p using the *ar.ols* function. I am using the following code for ( p in 1:9){ a=ar.ols (x=data.ts, order.max=p, demean=T, intercept=T) } Specifying the *order.max* to be p, it gives me a