similar to: ZA unit root test lag order selection

Dear R-users, I've been using R for a while and I am very satisfied! Unfortunately, I still have not figured out an efficient and general way to construct and use lags of time series, especially when I need to work with different packages. Let me give an example. I have two time series x and y and I want to estimate a variaty of distributed lags models and run different tests

Hi, R core team I am using the function {aidsEst} in package [micEcon] to do an AIDS model now. So far, everything is good. But I want to test the auto correlation and heteroskedasticity of the individual equation from AIDS demand system. How can I return the individual equation? PS: serial correlation test is {bgtest} in package [lmtest] and heteroskedasticity is {bptest} in package

Hi All, I have a question about TableGen RegisterClass definition. I need to map different size of MVTs into a register class as below. def TestReg : RegisterClass<"Test", [v8i32, v4i32], ...> When I look at TableGen and CodeGen, it looks the types are used as following: 1. MCRegisterClass's RegSize and Alignment 2. SpillSize in TableGen 3. Type constraint for instruction

Hi I'm trying to utilize the break command for breaking the loop when the p-value is less than 10 per cent using the urca package. But it does not break the loop, anyone that can help me? library(urca) set.seed(1) a1 <- runif(100) lag.max <- function(object, n = 12){ matris <- matrix(NA, nrow = n) for(i in 1:n) { matris[i] <- ur.df(object, lags = i,

Dear all, in my TestRegisterInfo.td file, I defined a register like this: class TestReg<bits<6> enc, string name> : Register<name> { let HWEncoding{5-0} = enc; let Namespace = "TEST"; } def D0 : TestReg<0x01, "d0">, DwarfRegNum<[1]>; but when I compile, the result I have in TestGenAsmMatcher.inc is this: case 'd': // 7

> Dear R Helpers! > > bgtest{lmtest} performs the Breusch-Godfrey test for higher > order serial > correlation. > > Is the Higher Order Correlation function already programmed in > R I couldn't find it? > > Sergei Petrov > ?acf ?pacf HTH, Bernhard ---------------------------------------------------------------------- If you have received this e-mail

On 9/17/2015 7:04 AM, Sky Flyer via llvm-dev wrote: > It seems like d0 is always 14! > I check it with ARMGenAsmMatcher.inc it was the same! > How is it possible? because it should give the same register value that > matches the underlying platform not any autogenerated value!? The returned number is the register id as defined in <YourTarget>GenRegisterInfo.inc. These numbers

I have been reading about autocorrelation in linear models over the last couple of days, and I have to say the more I read, the more confused I get. Beyond confusion lies enlightenment, so I'm tempted to ask R-Help for guidance. Most authors are mainly worried about autocorrelation in the residuals, but some authors are also worried about autocorrelation within Y and within X vectors

I need some real help on this, really stuck how are the coefficients for ur.ers(y, type = c("DF-GLS", "P-test"), model = c("constant", "trend"), lag.max = 0) The max lag is set at zero, so the regression should simply be Diff(zt) = a*z(t-1) where a is the value i'm trying to find and z(t)'s are the detrended values. but through performing

Dear R Users, Am using lm() with contrasts as below. If I skip the contrasts() statement, I get the coefficient names to be > names(results$coef) [1] "(Intercept)" "VarAcat" "VarArat" "VarB" which are much more meaningful than ones based on integers. Can anyone tell me how to get R to keep the coefficient names based on the factor levels

I have a project for which I used a Wicket template as a starting point. The original example uses prototype.js. I''m using an SVG image as a background and have included a javascript that causes the image to always fill the background, regardless of the client window dimensions. This works fine in Safari 3 (Firefox doesn''t display the background image, but I''ll deal

Hi, I am trying to learn time series, and I am attending a colleague's course on Econometrics. However, he uses e-views, and I use R. I am trying to reproduce his examples in R, but I am having problems specifying a AR(1) model. Would anyone help me with my code? Thanks in advance! Reproducible code follows: download.file("https://sites.google.com/a/proxima.adm.br/main/ex_32.csv

Hi, I am learning R. I've been using set.seed() for a while, but without actually understanding the significance of the "number" we put in the brackets. e.g. set.seed(135) & set.seed(930). Can anyone shed some light on this please? -- View this message in context: http://r.789695.n4.nabble.com/set-seed-tp4656788.html Sent from the R help mailing list archive at Nabble.com.

Hi, I am trying to run a panel regression using 88 observations and 9 variables. In-built Hausman Test did not work, then I found a code for auxiliary regression method for the Hausman test. The panel models are: fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index = c("id")) re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =

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