similar to: cointegrating regression

When I list a directory within the linux OS, appears like this: ... -rwxr--r--. 1 root pgt.cxt 7,2K Nov 25 14:33 New Text OpenDocument.odt ... At smb.conf is of this way: [global] workgroup = PGT server string = Descricao security = DOMAIN obey pam restrictions = Yes ... registry shares = Yes idmap uid = 1000-20000 idmap gid = 1000-20000

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for

Hello to all- 1. When I run a regression which implements the augmented Dickey-Fuller test, I am confused about the names given to the regressors in the output. I understand what "xGE" stands for in a standard "lm" test involving an independent variable GE for instance, but if I lags and or differences are included in the model, what do the following "output" stand

I'm investigating the build out of a Push to Talk server with multiple subscribers as part of a mobile app. Has anyone seen this usecase with Icecast? Any suggestions or places to look. Thanks, *Orion Jensen* CEO | ClearLaunch 1408 East 13th Street | Austin, TX 78702 Skype: orion.jensen | Mobile: 1.512.270.3976 orionjensen at ClearLaunch.com <peyton at clearlaunch.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

Dear folk, I am stempting to estimate a vector error correction model using a seemingly fractionally integrated multivariate time series. The *fracdiff *package provides tools to estimate degree of fractional integration. But *fracdiff *can't help me to: 1. test equality of two degrees of fractional integration, say d1=d2? 2. estimate a multivariate cointegrating error correction model,

---1149173172-1804289383-983267779=:26068 Content-Type: TEXT/plain; charset=us-ascii Hello, and a big thank you for providing R! Please find attached a diff for coplot which you may want to consider for the next release. The diff is against R 1.2.2. The reasons for this patch are: 1. The boxes of coplot did not align very well with the panel graphs if applied to a factor 2. Putting the

Hello, I'm quite new to R but tried to learn as much as possible in the last few months. My problem is that I would like to estimate the model of Leon et al. (2005). I have shortly summarised the most important equations in the following pdf file: http://hannes.fedorapeople.org/leon2005.pdf My main question is now how could I introduce these two additional terms into the Likelihood

Dear all, I am struggling to understand the johansen test procedure in the context of co-integration in time series. Yes I understand that this forum is not directly statistics related but still I am posting here hoping that I would get som help. The error correction representation of a VAR[p] model can be written as: Delta y[t] = A[0]*y[t-1] + A[1]*Delta y[t-1] +..............

Hi, Is it possible to pick the context of a call from chan_sip based on the domain of the To: header of the INVUTE? I've had a quick look throught he code and can't see anything, I want to use the voicemail virtual hosting with chan_sip. Can the sip domain be picked out with a global in extensions.conf? This woud also solve my problem. If not is there any specifc reason/restriction

Whether can any R package run Full modified OLS (Phillips and Hansen 1990 ), DOLS (Stock and Watson 1993) and ADL model (Pesaran and Shin 2001) for cointegrated VAR model? I cannot find any useful order in VAR and SVAR package. Thanks. Eric Wang [[alternative HTML version deleted]]

Hi, I am brand new to R and not familiar with the language, though I have been reading the manuals and making some slow going progress. I am working with some source code from a Global Vector Auto -Regressive program written by Ranier Puhr from the R-forge group. I need help interpreting the processes of the following code. I am going to post in parts since it's pretty long: GVAR

Hi, I'm having especially hard time today and couldn't find any clue/answer through the internet. ?I hope you can help. I'm in a process of writing a script to estimate error correction model, and I was following an example in Bernhard Pfaff's Analysis of Integrated and Cointegrated Time Series with R. ?I have the following price data: > head(series,15) ?? ? ? ? ? PX_SETTLE

Use apps like mumble of Teamtalk, they are build to do what you want to do. Kind regards, Dennis Op 19-9-2015 om 00:32 schreef Marvin Scholz: > On 18 Sep 2015, at 23:31, Orion Jensen wrote: > >> I'm investigating the build out of a Push to Talk server with multiple >> subscribers as part of a mobile app. > That most likely will not work with Icecast, you might want to

Hi, I can plot the ca.jo package to view the cointegrated relationship for each eigen value. Or I can use the normalized eigen vector to reconstruct the cointegrated relationship series. However, since the package can plot that for me, I wonder is there any specific slot/method in the class from where I can invoke to get this relationship instead of doing a duplicated work? Thank you. - adschai

Hello guys, I'm trying to do a pairs trading cointegration analysis on two stocks (AXAP and AXANY), but I get an error that I don't understand... Here's my code: setwd("S:/Users/Alexis/Desktop/Essai") #chemin du dossier contenant les donn?es donnees <- read.csv("Data_R.csv", head=T, sep=";", stringsAsFactors=F) library(xts) dates <-

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Many thanks for your very useful comments and suggestions. Renaud 2006/5/30, Prof Brian Ripley <ripley at stats.ox.ac.uk>: > On Tue, 30 May 2006, Prof Brian Ripley wrote: > > > This is not really a bug. See > > > > http://developer.r-project.org/model-fitting-functions.txt > > > > for how this is handled in other packages. All model-fitting in R used =

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

Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips & Ouliaris test and Johansen's procedures give errors ("error in evaluating the argument 'object' in selecting a method for function 'summary'" respectiv "too many variables,