similar to: DCC help

Displaying 20 results from an estimated 1000 matches similar to: "DCC help"

2011 May 15
4
DCC-GARCH model
Hello, I have a few questions concerning the DCC-GARCH model and its programming in R. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And the aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument = "^gspc",start = "2005-01-07",end =
2011 May 12
2
DCC-GARCH model and AR(1)-GARCH(1,1) regression model
Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =
2011 Jul 19
0
Questions about DCC-GARCH Model
Dear list members, I'm trying to use DCC-GARCH model to estimate the correlation. I have downloeaded ccgarch packeage but can't understand some argument in the formula. dcc.estimation(inia, iniA, iniB, ini.dcc, dvar, model, method="BFGS", gradient=1, message=1) which is on R.Help I understand others except "ini.dcc" which is described as "a vector of initial
2011 May 10
0
DCC-GARCH model and AR(1)-GARCH(1, 1) regression model - help needed..
Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =
2009 Feb 04
1
package ccgarch - dcc.estimation
Hello, I am trying to model a bivariate time series called 'residuals' as a dcc-garch model. I want to use the function dcc.estimation(a, A, B dcc.para, dvar, model) to estimate the parameters. No matter how I tried to define a, A and B, I always got the message "Error in constrOptim(theta = para, f = loglik.dcc2, gr = grad.dcc2, ui = resta, : initial value not
2007 Jan 26
3
Installing DCC on CentOS 4.4
Hi, I want to install dcc on CentOS 4.4 as I am ruunig Dual-Sendmail with amavisd-new. I am looking for DCC RPM pkg. I searchrd bit I could not find any RPM pkg. Pls help me to find DCC RPM pkg. Have you installed DCC on CentOS 4.4. then Pls guide me. -- Thank you Indunil Jayasooriya -------------- next part -------------- An HTML attachment was scrubbed... URL:
2011 Jun 07
2
About DCC-garch model...
Hi, everyone, I currently run into a problem about DCC-Garch model. I use the package cc-garch and the function dcc.estimation. One of the output of this function is DCC matrix, which shows conditional correlation matrix at every time period you gives. However, I cannot figue out how the function calculate the conditional correlation matrix at the first time period, since there is no data to be
2006 Feb 03
1
[Bug 440] New: Space in filename causes Forged DCC command from x.x.x.x: 0.0.0.0:0
https://bugzilla.netfilter.org/bugzilla/show_bug.cgi?id=440 Summary: Space in filename causes Forged DCC command from x.x.x.x: 0.0.0.0:0 Product: netfilter/iptables Version: linux-2.6.x Platform: All OS/Version: All Status: NEW Severity: normal Priority: P2 Component: NAT
2011 Oct 12
2
dcc in 'bootRes' package
Hello, I am trying to complete a response function analysis using the command dcc in the package 'bootRes'. Here is my code: DC<-read.table("Dalton.txt", header=T) climate<-read.table("climate.txt", header=T) dcc.DC<-dcc(DC, climate, method ="response", start = -4, end =9) My data is formatted correctly for this analysis, with 'DC' being a
2006 Apr 12
2
DCC transfers don't work, but IRC works
Hi! Already searched for it and asked in IRC channel but all replies talk about ip_conntrack_irc and ip_nat_irc. I have a rule in 'NEW' section of 'shorewall/rules' to irc: ACCEPT fw net tcp 6667 #IRC and 'lsmod|grep irc' shows: ip_nat_irc 3648 0 ip_nat 22572 8 [...] ip_conntrack_irc
2004 Aug 04
6
DCC rule set
I have been given a set of "firewall rules" to open my firewall for DCC to support my spam filtering. (I have done many web searches trying to find info relating to DCC with Shorewall, to no avail. The problem is that I am clueless on how these "rules" translate into the shorewall rule format. Could someone please help me translate these? allow udp local gt 1023 to remote
2009 Feb 06
2
annotating a filled contours plot with a grid of points
Dear R-help members, I am trying to plot annotate a filled contours plot (with filled.contour) with a grid of points. I have read ways of annotating it with individual points but not with grids in another matrix. Any ideas? Thank you very much. Dario ___________________________________ Dario Martin-Benito CIFOR-INIA Dpto. Sistemas y Recursos
2011 Feb 28
3
nls not solving
I am running the following nls equation. I tried it with data that excel was fitting and got the error: singular gradient matrix at initial parameter estimates I thought it was due to a low number of points (6), but when I create a dataset, I get the same problem. If I remove the parameter "a," then it can find a solution. Does anyone know what I can do to fit this model?
2010 Jun 06
2
Generalized DCC GARCH ML estimation
-- View this message in context: http://r.789695.n4.nabble.com/Generalized-DCC-GARCH-ML-estimation-tp2245125p2245125.html Sent from the R help mailing list archive at Nabble.com.
2007 May 25
0
dcc error on centos 5
Hi, I set up DCC on CentOS 5 with Dual Sendmail - Amavisd-new and and Spam assassin. I installed DCC from AT rpms. pls see below for installed DCC rpm. [root at mailgw ~]# rpm -qa |grep DCC DCC-1.3.50-16.0.el5 Then, I configured in Deamon mode. I did below steps. [root at mailgw ~]# yum install DCC then, [root at mailgw ~]# cdcc "delete 127.0.0.1" [root at mailgw ~]# cdcc
2012 Jul 30
0
Problem with Bootres dcc and Dendroclim match
Dear all, I hope someone can assist with soliving my problems with the DCC function in the BOOTRES package. Initially did my analyses in Dendroclim, but when I tried to repeat the analyses in dcc I encountered some problems, that I think I should report. First I encountered that that one variable (April precipitation) that was determined as significant in Dendroclim's response function
2017 Jun 07
0
Getting forecast values using DCC GARCH fit
Hi, I am trying to fit a multivariate time series model using DCC GARCH model and forecast it. The data looks like this: > head(datax) x vibration_x Speed 1 2017-05-16 17:53:00 -0.132 421.4189 2 2017-05-16 17:54:00 -0.296 1296.8882 3 2017-05-16 17:55:00 -0.572 0.0000 4 2017-05-16 17:56:00 -0.736 1254.2695 5 2017-05-16 17:57:00 0.000
2017 Jun 07
0
Getting forecast values using DCC GARCH fit
Hi, I am completely new to GARCH models and trying to fit a multivariate time series model using DCC GARCH model and forecast it. The data looks like this: > head(datax) x vibration_x Speed 1 2017-05-16 17:53:00 -0.132 421.4189 2 2017-05-16 17:54:00 -0.296 1296.8882 3 2017-05-16 17:55:00 -0.572 0.0000 4 2017-05-16 17:56:00 -0.736 1254.2695 5
2002 Feb 27
0
[ANNOUNCE] Security Advisory about IRC DCC connection tracking
--k1lZvvs/B4yU6o8G Content-Type: text/plain; charset=us-ascii Content-Disposition: inline Content-Transfer-Encoding: quoted-printable Hi! It is my duty to inform you about this very unfortunate security issue in the IRC DCC connection tracking code. The following mail has just been sent to bugtraq, Linux Vendors have been informed two weeks in advance in order to prepare their advisories.
2004 Aug 17
0
dcc irc sessions
Witam Anybody know how to deal with dcc irc sessions? I want to put them to lower priority queue, but i dont know how to track them, and then mark to use with fw filter. I tried iptables with -m helper --helper irc, but it seems to match only outgoing dcc sessions. But what about incoming? I''m shaping traffic from and to my small, NATed lan. -- Pozdrawiam Marcin