similar to: Model selection in nonstationary VAR

This happened two or three weeks ago and it's happening again. Spammers are using Nabble to attack R-Help. The psts are signed radhi and the posts' titles are taken from previous posts and therefore seem authentic but all messages end with "click here". I suggest you don't. And don't rply to this "radhi" And again on a weekend. Rui Barradas

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

Hi Bogaso, I see your ultimate goal is to extract the Date-time part from your expression, then below should help : > as.POSIXlt(gsub("[^0-9a-zA-Z]", "", "\":\"03-JAN-2018 16:00:00\""), format = "%d%b%Y%H%M%OS") [1] "2018-01-03 16:00:00 GMT" _____________________________________________________ Arun Kumar Saha, FRM

Dear R-helpers, I have been trying to carry out some variance ratio tests such as Lo-MacKinlay test and Chow-Denning test. However, When I write the function LM <- Lo.Mac(y,kvec) or any other functions I don’t get the results displayed. The only sign I get is < I don’t understand what’s wrong (is it the package, misspecification of the function, Vista). I am really stuck in and I would be

Hi, Can you tell me if there are an R package or code for STAR model estimation and test misspecification. If no, how i could do this. Thanks in advance Best regards AJMI Noomen Phd student TUNISIA --------------------------------- [[alternative HTML version deleted]]

Hi all, I have a package that contains a function foo that calls a function .fooInternal via match.fun('.fooInternal'). This step is necessary because I want to give the user an option to override .fooInternal with a custom function. The .fooInternal function name is not exported. The function foo runs perfectly well when used in a normal R session. However, the function fails the R CMD

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

All, I'm having problems w/ a simple attempt to subset an xyplot. The first plot below is a plot of y versus x for certain values of a third categorical variable z. Now I'd like to further restrict this to certain values of variable y. Neither of the two attempts below work. Any suggestions much appreciated. (note: I don't want to merely use ylim since I have a loess plot and I

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:

All, In the function below I have 24 individuals and 6 calculations per individual. The 6 calculations are collected each time in a 1:24 loop when calculating "delta". I'd like to collect all 144 = 24*6 calculations in one vector ("delta.patient.comb"). The function works as is via indexing, but is there an easier way to collect the measurements via appendinng the 6

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 would like to add mixed effects in a multinomial model and I am trying to use MCMCglmm for that. The main problem I face: my data set consits of a trapping data set, where the observation at eah trap (1 or 0 for each species) have been aggregated per traplines. Therefore we have a proportion of presence/absence for each species per trapline. ex: ID_line mesh habitat Apsy Mygl

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