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Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Dear Mr. Matthieu Stigler i so excited for your package 'tsDyn'. firstly introduce myself, i student at Gadjah Mada University,Indonesia. i'am new user of R and applying it for solving Bi-Variate ( interest rate and inflation ) with threshold vector error correction model. now, i writing my final examination about threshold vector error correction model and i use refference from paper

Hi, I am currently looking for a program or programmng language easy to learn, easier to operate on.I heva heard about "R", However I understand that "R" is designed especially for statisticians. As an economist, working on applied econometrics, I am not sure if it can meet my needs. Will I be able to reach precise time series or panal data regression results with

Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once

Hi, is anyone aware of estimation functions for threshold vector error correction / threshold cointegration models? I didn't find anything for R using RSeek or Google. Thanks a lot for any pointers, Werner __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com

Dear Friends, I do require centos 4.2 x86_64 cds here in delhi,India. If anyone of you can arrange that for me i will be vary grateful. The requirement is urgent. Thanks for your time and effort. -- Regards Abhishek Jain -------------------------------------------------------------------- mail2web - Check your email from the web at http://mail2web.com/ .

We''re a very open, fun and friendly ruby meetup group in New Delhi, India and we have something for everyone, from the curious who just appreciates the ruby, to the intermediate learner who wants to learn best practices, to the pros who would like to reminisce with other developers. We regularly organize monthly meetups which anybody can attend. The February edition of Ruby Meetup will

I would like to estimate bivariate VAR(X) models where I don't know the optimal lag length X and would also like to use F-tests to determine the granger causality of each of the variables. I'm aware of Achim's econometric packages description but I was wondering if someone could recommend a specific R econometrics package that does this. If it is recommended to use the sort of ideas

Hi - i am looking for a package with which I can perform panel cointegration tests. Old threads suggest plm and urca package, but I don't find suitable tests in these packs. Somebody knows more? best regards, Philipp -- View this message in context: http://r.789695.n4.nabble.com/panel-cointegration-tp4593443p4593443.html Sent from the R help mailing list archive at Nabble.com.

Dear R Core Team, I am using package {urca} to do cointegration and estimate ECM model, but I have the following two problems: (1) I use ca.jo() to do cointegration first and can get the cointegration rank, alpha and beta. The next step is to test some restrictions on beta with blrtest(),bh5lrtest(), and bh6lrtest(). But none of them can add restrictions on all the cointegration

Hello, I am using urca package to run cointegration. I would like to find the standard error in the (normalized, Johansen) cointegration relationship. How can I do it? As far as I know, The function "cajorls" in the "urca" package provides the normalized cointegrating relationships. Nevertheless, it does not provide the standard deviation of the coefficient for each

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis,

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis,

Hello! I'm using the blrtest() function in the urca package to test cointegration relationships. Unfortunately, the hypothesis (restrictions on beta) specifies the same restriction on all cointegration vectors. Is there any possibility to specify different restrictions on the cointegration vectors? Are there any other packages in R using cointegration tests? Thanks and best regards. Dennis

Hi Our organisation, Food and Agricultural Organization of the United Nations (FAO) has launched a small pilot project to encourage the use of R within FAO. In this regard, we are looking for a motivated person with strong skills in R, able to teach R to beginners, and to develop specific packages on request. More specifically, the candidate will be given the challenge to build staff's

Hi R users, How can I automatically export results and graphs to a file? Thanks in advance Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html Sent from the R help mailing list archive at Nabble.com.

Hi, I am traying to implement an STAR model, but I have some problems. I am following the instruction of the model, that they are in: http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html that they are from: http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn The model is: star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh, thDelay, thVar, sig=0.05, trace=TRUE,

Hi, Could someone please tell me the R codes for fitting VAR(p) (Vector Auto Regressive) models and doing the Johansen?s cointegration tests. TIA Aditya

Hi, I am trying to test the cointegration among 5 time series, grouped in pairs. I would like to save in a table the cointegration vectors for the 10 tests. I used the urca package, but I dont know how to extract the data only for the cointegration vector. Thanks in advance for help ! Eduardo