similar to: Help with Regular expression

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

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

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

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

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:

Another question on functions - I have something that looks like plotter<-function(i){ temp.i<-rwb[rwb$vector1 <=(i*.10),] with(temp.i, plot(vector2, vector3, main=(i*.10),)) mod<-lm(vector3~vector3-1,data=temp.i) r2<-summary(mod)$adj.r.squared rsqrd[i]<-r2 legend("bottomright", legend=signif(r2), col="black") abline(mod) rsqrd<<-rsqrd } I'd

Hi Prof. Williams, thanks for your suggestion. The updated code is below. It turns out it was a matter of displaying the second column in yval to get the number of N and subtracting it from the n column in the frame to get the number of Y remaining in a binary example. once this is added now the function returns the rules along with Y and N count affected by the resulting rule. I am ccing

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

Hello again, I am having a problem on Regular expression. Let say I have following code: > gsub("[',]", "", "'asd'f") [1] "asdf" This is perfect. However I am having problem if I include "" (i.e. the double quote) in the first argument as the pattern search: > gsub("[',"]", "",

That's fine. The issue is how you called Lapply_me(). What did you pass as the argument to FUN? And if you did not pass anything that how is FUN declared? You have not shown that in your email. On Sun, Mar 4, 2018 at 7:11 PM, Christofer Bogaso < bogaso.christofer at gmail.com> wrote: > My modified function looks below : > > Lapply_me = function(X = X, FUN = FUN, Apply_MC =

Hi, I was working on following expression : "\":\"03-JAN-2018 16:00:00\"" This is basically a combination of Date and Time mixed with some Noise. I want to extract only Date and Time part i.e. "03-JAN-2018 16:00:00 I tried following : gsub("![0-9][0-9]-[a-zA-Z][a-zA-Z][a-zA-Z]-[0-9][0-9][0-9][0-9] [0-9][0-9]:[0-9][0-9]:[0-9][0-9]", "",

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

The reason that it works for Apply_MC=TRUE is that in that case you call mclapply(X,FUN,...) and the mclapply() function strips off the mc.cores argument from the "..." list before calling FUN, so FUN is being called with zero arguments, exactly as it is declared. A quick workaround is to change the line Lapply_me(as.list(1:4), function(xx) { to Lapply_me(as.list(1:4),

hi i've configured a Beronet BN8S0 Card with misdn beronet utility. the card is configured with all lines in TE and P2P mode, and it is connected with the special cable with an ISDN connection. i've turned on debugging to level 4, this is the output from the asterisk cli when i receive a call: P[ 5] MGMT: Short status dinfo 1000001 P[ 5] MGMT: SSTATUS: L1_ACTIVATED P[ 5] handle_frm:

Hello, I'm an absolute beginner with R. I'm hoping to do some time-series analysis on my data. The data looks like #time value 18 153 20 426 70 7 83 130 84 7 and so on where time could be in seconds or hours or days (not all at the same time). How could I import such a file to R and do some simple stuff (say plot the values)? As per the tutorials on time series, I could use the ts()

Hi Christofer, Before you made the change that I suggested, your program was stopping at the statement: list(...) = list(..) .etc This means that it never tried to execute the statement: return(lapply(X,FUN,...)) Now that you have made the change, it gets past the first statement and tries to execute the statement: return(lapply(X,FUN,...)). That attempt is generating the error message because