similar to: Problem in summary of var results

---------- Forwarded message ---------- From: Akhil dua <akhil.dua.12@gmail.com> Date: Wed, Jul 4, 2012 at 10:33 AM Subject: To: r-help@r-project.org Hi everyone I have data on stock prices and market indices and I need to run a seperate regression of every stock on market so I want to write a "for loop" so that I wont have to write codes again and again to run the

Dear R helpers,   I have a ts object, dadosvar, and want to run a VAR. These are my data:   > dadosvar[1:15,]          dl    rp        igpm   ereal crescpib jurosreal  [1,] 32.31    NA 39.07  419.59       NA   7025.95  [2,] 32.00    NA 40.78  596.57       NA  13401.25  [3,] 32.70    NA 45.71  867.63       NA   7738.64  [4,] 33.22    NA 40.91 1261.36       NA  15669.95  [5,] 33.58    NA 42.58

Is there any package to balance the unbalance panel data? -- Akhil Dua Mo:+91-7827-662-202 Consultant National Institute of Public Finance and Policy [[alternative HTML version deleted]]

asterisk-users-bounces@lists.digium.com wrote: > Isn't it possible to use T.38 for interconnecting hardware gates > supporting T.38 with asterisk using SIP REINVITE? > I'm not shure but but think its's might be possible because after > reinvite traffic goes directly from one gate to anotger, not over > Asterisk We've seen a problem here with asterisk. Wehn

Am I the only one who finds himself futilely double-clicking a CRAN mirror in the dialog for choosing a CRAN mirror? Yes, double-clicking works in Windows, but not in the Tk-based dialog on Linux. I'm going to wear out my mouse button. Adding the following line to the tk_select.list function in the tcltk package adds double-click functionality to list dialogs: tkbind(box,

Hello, I am trying to setup an Email Server with Exim, dovecot and sieve support. I am not sure about the settings for Sieve, right now its's not working properly: user: test3 at gewaltphantasien.de maildir: /var/mails/gewaltphantasien.de/test3 I have the .dovecot.sieve file in the root dir of the users emails: root at ubuntu:/var/mails/gewaltphantasien.de/test3# cat

Hello, I'm using VAR models in R in order to obtain impulse responses of stock market shock on US economy. I have series of quarterly changes in real gdp, S&P 500 and quarterly level of unemployment for 1985 - 2012 period. My series are stationary. So I did all the steps below. However I don't understand what do irf function results mean. These are the cumulative orthogonal responses

Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once

I am working on Johansen cointegration test, using urca and var package. in the selection of var, I have got following results. >VARselect(newd, lag.max = 10,type = "none") $selection AIC(n) HQ(n) SC(n) FPE(n) 6 6 6 5 $criteria 1 2 3 4 5 6 7 8 9 AIC(n) -3.818646e+01 -3.864064e+01

Your example is incomplete... as the bottom of this and every post says, we need to be able to proceed from an empty R environment to wherever you are having the problem (reproducible), in as few steps as possible (minimal). The example needs to include data, preferably in R syntax as the dput function creates... see the howtos referenced below for help with that. [1], [2], [3] You also need to

thank you for your valuable reply. I have attached my commands, results, and data with this mail..maybe it will be beneficial for you to feedback. On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote: > Your example is incomplete... as the bottom of this and every post says, > we need to be able to proceed from an empty R environment to wherever you

Folks, I have been using the VAR {vars} program to find a fit for the following bi-variate time series (subset): bivariateTS<-structure(c(0.950415958293559, 0.96077848972081, 0.964348957109053, 0.967852884998915, 0.967773510751625, 0.970342843688257, 0.97613937178359, 0.980118627997436, 0.987059493773907, 0.99536830931504, 1.00622672085718, 1.01198013845981, 1.01866618122606,

Dear R users, I need perform structural analysis on a no intercept VAR model. Unfortunately the functions irf.VAR and dfev that come with the MSBVAR package only work with objects output by the reduced.form.var function, which seems to only evaluate VAR models with intercept. Is there a way to suppress the estimation of intercept term in reduced.form.var? Do I need to modify the code, and if I

Hi everyone I have banking data set in long format with 4 columns.One of these columns is bank name which consist of 49 banks and I want the data for only 40 banks out of these 49 so can anyone help me on how to get this 40 banks data My data looks like Year Name totalliabilties assets 1990 a 90 10 1991 a 89 48 1992 a 87

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Hello, I'm willing to donate hardware, see the IRC log below for a few details. If you are interested, reply to "christoph at alte-pflasterei.de", I'll send an Open Document Spreadsheet then with the complete card list containing all details I know. -8<---- IRC chat log --------------------------------- (2019-09-04 16:50:54) chf: Hi, is any of the developers interested in

My mistake sir. I was literally engrossed in my stupid logic, and while doing so, overlooked the simple and very effective solution you had offered. Sorry once again sir and will certainly try to be very careful in future. Thanks again and have a great weekend sir. Regards Amelia --- On Fri, 7/1/11, Petr PIKAL <petr.pikal@precheza.cz> wrote: From: Petr PIKAL

Dear all, ## I have 4 tables like this: satu <- array(c(5,15,20,68,29,54,84,119), dim=c(2,4), dimnames=list(c("Negative", "Positive"), c("Black", "Brown", "Red", "Blond"))) dua <- array(c(50,105,30,8,29,25,84,9), dim=c(2,4), dimnames=list(c("Negative", "Positive"),

I have two R objects, allDataSubset1 and allDataSubset2 and the str of both of them is shown below ( I don't show all 18 lists for space purposes ). The difference between them is that the times ( and possibly the days ) and the data is different and what I want to do is merge them so that only the data in Subset2 that is the same day and times as Subset 1 remains in the merged dataset.

Hello Everyone I have the data long format and I want to draw the contour plot with it x1 x2 x3 0 1 2 0 2 1 0 3 5 1 1 4 1 2 2 1 3 3 when I am using contour(x1,x2,x3,col=heat.colors) or fill.contour its giving me an error that increasing x and y expected So please tell me what is the right function to draw contour when the data is not ordered and you cant order