similar to: MSBVAR Package

Hello, As I'm interested to search about the monetary transmission channel in our country by MSVAR model,Could you do me favor and tell me How I can run different types of MSVAR model (such as MSIAH(2)-VAR(2)) and finding impulse response function in different regimes and also variance decomposition? Thank you very much in advance. Best Regards, Ahmad [[alternative HTML version deleted]]

*Hi all, I got problems installing RSTAR, MSVAR, and MSVECM packages. * > install.packages("RSTAR")Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’ (as ‘lib’ is unspecified)Warning in install.packages : package ‘RSTAR’ is not available (for R version 2.15.1) > install.packages("MSVAR") Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’

Hello, As I'm interested to search about the monetary transmission channel in our country by MSVAR model,Could you do me favor and tell me How I can run different types of MSVAR model (such as MSIAH(2)-VAR(2)) and finding impulse response function in different regimes and also variance decomposition? Thank you very much in advance. Best Regards, Ahmad [[alternative HTML version deleted]]

My log files are full of crap about cups errors, despite smb4.conf explicitly stating not to load printers, and stating not to use cups in any case. Feb 27 16:32:38 arabian winbindd[1321]: [2014/02/27 16:32:38.591648, 0] ../source3/winbindd/winbindd_cache.c:3196(initialize_winbindd_cache) Feb 27 16:32:38 arabian winbindd[1321]: initialize_winbindd_cache: clearing cache and re-creating with

Hi Ahmad, I don't know of any, but this might help: http://maths-people.anu.edu.au/~johnm/courses/r/ASC2008/pdf/Rtimeseries-ohp.pdf Jim On Thu, Sep 28, 2017 at 2:12 PM, ah a <arabianahmad at googlemail.com> wrote: > Hi Jim > > Thank you very much for your reply and your help. > By the way, where can I find some tutorial videos? > Thanks again for your help. > >

On 20 Jan 2016, at 18:23, Hans Wennborg <hans at chromium.org> wrote: > > On Wed, Jan 20, 2016 at 5:25 AM, Dimitry Andric <dimitry at andric.com> wrote: >> Unfortunately I'm having lots of trouble with rc1 at this point: >> * libcxxabi can't build, because it requires unwind.h, which we do not yet have on FreeBSD 10.x (Ed Maste is working on it for 11.x, but

h?, I am preparing undergraduate thesis If you help me this would make me feel good. First I need to analyze effect of Dow Jones Industrial average(DJIA)'s return on Istanbul Stock Exchange(ISE). I want to use Markov-Switching Bayesian Vector Autoregression Models (MSBVAR) that is used to examine the effect of a large economy?s stock exchange movement on a small economy?s stock exchange

> On Oct 13, 2017, at 2:51 AM, PIKAL Petr <petr.pikal at precheza.cz> wrote: > > Hi > > You expect us to solve your problem but you ignore advice already recieved. > > Your data are unreadable, use dput(yourdata) instead. see ?dput > >> test<-read.table("clipboard", heade=T) > Error in scan(file = file, what = what, sep = sep, quote = quote,

attempting to do multivariate modelling in R with known future conditions (in this case variable 'b') using MSBVAR and hc.forecast. The sample code (a paired down representation) does not give anywhere near the expected results - I am assuming that a forecast 8 steps out would approximate 'a' as the sequence 1.1,2.1,3.1,100.1 corresponding to the input set. I have varied the input

Hemant's problem is that the indicators are not distributed uniformly. With a uniform distribution, categorization gives a reasonably optimal separation of cases. One approach would be to drop categorization and calculate the overall score as the mean of the standardized indicator scores. Whether this is an option I do not know. I did offer an "eyeball" set of breaks in a previous

Hello, I am wondering if anyone knows how to interpret the values returned by irf function in the MSBVAR library. Some of the literature I have read indicates that impulse responses in the dependent variables are often based on a 1 unit change in the independent variable, but other sources suggest that they are based on a a change of 1 standard deviation. Any ideas which irf uses to compute the

hello, I'm confused what you guys are talking about. i just want to set ideal threshold values for my RFM scores which can be done using Quantiles but i don't want to use quantiles because my data is not normally distributed so it will lead to wrong ranges of breaks. to fix this problem I'm looking for an approach which can define the ideal range to breaks to categorize RFM scores into

Dear R community, I'm starting to learn the MS-VAR methodology and I would like to know what I need to download (e.g. packages) to make MS-VAR estimations using R. Best, Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge [[alternative HTML version deleted]]

> On Sep 7, 2017, at 12:21 PM, Miluji Sb <milujisb at gmail.com> wrote: > > df is a data frame consisting of one variable (iso3 codes) such as > > USA > RUS > ARG > BGD > ITA > FRA > > > Some of these iso3 codes are repeated and I would like the corresponding continent name, the countrycode package does not seem to distinguish between North and

Hi all - To avoid floating point issues, I''ve decided to store monetary values in cents in the database. However, the user will enter these in dollars and cents. Two questions: 1) How do I do the validation for the currency format? It looks like ActiveRecord truncates the cents since it thinks the field type is a Fixnum. Am I forced to do validation in the controller? 2) Where

Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds

I'm trying to perform an RFM analysis on the attached dataset, I'm able to get the results using the auto_rfm function but i want to define my own breaks for RFM. as follow r <-c(30,60,90) f <-c(2,5,8) m <-c(10,20,30) but when i tried to define my own breaks i got the identical result for RFM i.e 111 for every ID. please help me with this with working R script so that i can get

IMHO, the priomap explanation in the 9.2.1.1. of the LARTC HOWTO is not clear enough. I only understood it''s real behavior until I read this document from Russell Stuart: http://ace-host.stuart.id.au/russell/files/tc/doc/tc/priority.txt So, based in this information, I''ve prepared an alternative priomap explanation for this section of the HOWTO, if you like it as it is I could

On Wed, January 7, 2015 10:33 am, Les Mikesell wrote: > On Wed, Jan 7, 2015 at 9:52 AM, Gordon Messmer <gordon.messmer at gmail.com> > wrote: >> >> Every regular file's directory entry on your system is a hard link. >> There's >> nothing particular about links (files) that make a filesystem fragile. > > Agreed, although when there are millions, the

Hello all, I am interested in personally hosting a mirror for CentOS 5 and 6 (not at home, but in a DC, with the future of going colo whe I have the monetary funds to do so). Would anyone have any recommendations on this and whether or not I should set the cron to use the rsync command or have the rsync command in a batch file and tell cron to execute the batch job. I am thinking the second