similar to: Spammer radhi

Folks, Is there any implementation available in R for the simultaneous selection of lag order and rank of a nonstationary VAR as described in Chao & Phillips (1999): Model selection in partially nonstationary vector autoregressive processes with reduced rank structure, J. Econ. (91). Or any other systematic procedure for the consistent selection of lag order and cointegration rank? I

Hi, I am Linux Ubuntu 9.04 user. I'm using R-2.6. Actually, I am developing R package for reading/writing 3D images. I needed to use the R package Rcpp in order to make profit of available C/C++ codes. My problem is that my C code is not able to include the Rcpp.h In fact, when I run this command R CMD build rply, I got the following error message in the file

Dear members, I estimated a vector error correction model (VECM) using the "ca.jo" function in package "urca". I need to simulate the estimated model using R. I am aware how to simulate a VAR(p) model. Since the VECM is in difference form, I can't modify the VAR simulation codes to VECM. May one help me in this regard please? Thanks Mamush [[alternative HTML version

Hi All, a) Is it possible to estimate the strength of seasonality in timeseries data. Say I have monthly mean prices of an ten different assets. I decompose the data using stl() and obtain the seasonal parameter for each month. Is it possible to order the assets based on the strength of seasonality? b) which gives a better estimate on seasonality stl() or a robust linear model like

HI everyone, I''m trying to assign colors to multiple lines in a graph. Problem is I don''t want to type in as many colors as there are lines....is there a way around this? In brief, I''m plotting the logratio for up to 60 samples and want a different color for each sample. Here is the code I''m using now.. Any help is greatly appreciated.. Best LT data <-

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

1. I have a R program in a file say "functions.R". I load the "functions.R" file the R using source("function.R") and then call functionsf1(), f2() etc. which are declared and defined within "function.R" file. I also need to load a couple of R libraries using library() before I can use f1(), f2() etc. My question is can I acheive all this (i.e. calling

i am new to time series,whatever i know up till now,from that i have uploaded time series file & what to build arma model,but for that i want p & q values(orders) tell me how to calculate best p & q values to find best AIC values for model i am doing but giving error >bhavar<-read.table(file.choose()) #taking time series file > decompose(bhavar$V1) Error in

Hello, I have conducted an SEM in which the resultant standardized path coefficients are much higher than would be expected from the raw correlation matrix. To explore further, I stripped the model down to a simple bivariate relationship between two variables (NDVI, and species richness), where it's my understanding that the SEM's standardized path coefficient should equal the correlation

Hi friends, I need help. I''ve PPTP Server running behind Shorewall. The PPTP server is working OK in my LAN, but I want to connect outside and It isn''t working. I''ve configurate shorewall like http://www.shorewall.net/PPTP.htm. I add only this lines in my rules DNAT net loc:165.182.15.15 tcp 1723 - IPext DNAT net loc:165.182.15.15 47 - - IPext It isn''t

Hi listers. People here are trying to push me into moving the Outlook .psts on a samba share for back-up reasons. I'd like to hear your experience about this: is it feasible in the size of 20 users with 400...800MB each .pst? Any special settings on samba side? Something special that I should pay attention to? Or is just "NO"?

Hi, Let me start with wishing you all the best for this new year, and I hope we'll see a lot of new features and not so much new bugs ;-) I'm trying to convert a number of PSTs to maildir. Just plain drag&drop in Outlook doesn't work (gives a very cryptic error message in a certain folder, but that folder is perfectly all right), and using the import option also barfs when

Hi All, I have a 1.8GB PST file that is backed up every night from a cygwin install) and every night rsync transfers about 1.8GB of data for that file. It changes a bit, but for all intents and purposes the entire file is transferred. There are other files on this system that rsync more typically, so I'm fairly certain this isn't a switch or command error on the calling end. I have also

Dear r-users, Suppose I have two data sets data set-1 Date height ------------------------ 1/11/2005 10 2/11/2005 23 3/11/2005 54 4/11/2005 21 5/11/2005 22 data set-2 weight -------- 32 45 11 Now I want to combine this two data sets. i.e. i want to see: Date height weight ------------------------------------------- 3/11/2005 54

Dear aDVISOR, Hope I am not disturbing you. Can you tell me how I can perform Multivariate Garch analysis in R. Also please, it is my humble request let me know some resource materials on Multivariate Garch analysis itself. Sincerely yours, -- Arun Kumar Saha, M.Sc.[C.U.] S T A T I S T I C I A N [Analyst] Transgraph Consulting [www.transgraph.com] Hyderabad, INDIA Contact # Home:

Dear all R users, I want to insert the R logo in every graphic that I made in my Statistical analysis using R. Can anyone tell me whether is it possible or not and if possible how to do this? your help will be highly appreciated. Thanks and Regards, Arun [[alternative HTML version deleted]]

Dear all, I have a variable 'x' like that: > x [1] "2005-09-01" Here, 2005 represents year, 09 month and 01 day. Now I want to create three variables naming: y, m, and d such that: y = 2005 m = 09 d = 01 can anyone tell me how to do that? Regards, [[alternative HTML version deleted]]

Hello, I'm using fArma package to estimate the value of Hurst exponent using R/S method. However, for a certain set of data I get H ~ 1.8. How do I interpret this? Following are the output that I get for this set: > mean(data[,2]) [1] 400.5433 > sd(data[,2]) [1] 1139.786 > > rsFit(data[,2], levels = 64) Title: Hurst Exponent from R/S Method Call: rsFit(x = data[, 2], levels

Hi, Any folks on this list who have installed CentOS 6.3 on the new Dell Poweredge R815 servers? How was your experience? Thanks -Surya -- Surya Saha Department of Plant Pathology and Plant-Microbe Biology Cornell University, NY, USA http://www.linkedin.com/in/suryasaha

Hi all, I am wondering how to write a 'list' object to a file. I already gone through some threads like http://mail.python.org/pipermail/python-list/2001-April/080639.html, however could not trace out any reliable solution. I tried following : > write.table(calc, file="c:/data.csv") Error in data.frame("200501" = c(-0.000387071806652095, -0.000387221689252648, :