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Dear All, I have a time series daily data with date are stored ( %dd-%mm-%yy format ) from 22-01-20 to 03-08-21. In total I have 560 observations. I am using the following command to declare as a time series object. Here the the data set is 7 days a week. oil <- read_xlsx("crudefinal.xlsx") pricet=ts(oil$price, start = c(2020, 22), freq = 365)

?s 20:52 de 16/01/2023, Upananda Pani escreveu: > Hi Rui, > > Thank you so much for your help. As I have to fit a Markov Switching Model > using MSwM package. > > May I know whether i can convert from zoo object to a time series object. > > As I have to use several packages which uses ts so I am not able to decide > how to do it. > > Grateful to you for your

Hi All, I'm using a call to eval to evaluate a linear model, however, I have found that despite calling options (contrasts=c("contr.sum", "contr.poly")) prior to evaluation, my model factors are coded using the indicator coding associated with the "contr.treatment" contrast option As an inelegant work around I am setting the contrast option explicitly in

Hello, I have a question on unit root test with urca toolbox. First, to run a unit root test with lags selected by BIC, I type: > CPILD4UR<-ur.df(x1$CPILD4[5:nr1], type ="drift", lags=12, selectlags ="BIC") > summary(CPILD4UR) The results indicate that the optimal lags selected by BIC is 4. Then I run the same unit root test with drift and 4 lags:

If you're one of the people who has cvsup'd to 4.8-stable since August 8th and you've since begun to experience panics on a previously stable system, please apply the attached patch and see if your previous stability has been restored. Please tell me your results. Thanks, Mike "Silby" Silbersack -------------- next part -------------- diff -u -r