similar to: Re: R: tseries

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

> Subject: [R] Question on running tseries::garch on Mac OSX > Date: Sat, 18 Jan 2003 15:58:50 -0800 > From: Nicholas Waltner <nwaltner at attbi.com> > To: <R-help at stat.math.ethz.ch> > > Hello, > > When I run the garch examples, I get the following output: > > > dax.garch <- garch(dax) > > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****

> Subject: [R] LRT in arima models > Date: Mon, 17 Feb 2003 11:53:04 +0100 > From: "vito muggeo" <vito.muggeo at giustizia.it> > To: <r-help at stat.math.ethz.ch> > > Dear all, > > For some reason I'm evaluating the size of the LRT testing for the effect of > some explanatory variable in arima models. > I performed three different simulations

-------- Original Message -------- Subject: [R] Re: tseries Package for R Date: Mon, 27 Sep 2004 23:56:34 -0800 From: Martin Renner <martin.renner at stonebow.otago.ac.nz> To: Adrian Trapletti <a.trapletti at bluewin.ch> References: <61CBB4C9-10C7-11D9-A624-000D932E990C at comcast.net> <4158F5B6.3020103 at bluewin.ch> see http://cran.stat.ucla.edu/bin/macosx/ and

I have R 1.9.1 on MacOSX. The automated package download appears broken in this version. Is there any documentation on how to compile and install this the tseries package on MacOSX? I've looked around and tried a few things but with luck. Thanks! -Francisco

Thanks a lot for "tseries"! The new (0.1-2) version of the tseries package contains the following in ./README : >> Author(s): A. Trapletti <A.Trapletti@ci.tuwien.ac.at>, >> B. LeBaron ("./src/bdstest.c"), >> K. Krischer, and T. M. Kruel ("./src/muin2ser.f", >> "./misc/mutinfo-1.21b.tar.gz") >>

Fritz just put tseries_0.3-1 on CRAN. It should now be more compatible across different platforms than 0.3-0. Thanks to Brian Ripley, Karl Syring, and Dirk Eddelbuettel. Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at

Fritz just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif

Fritz just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif

Dear Dr. Trapletti, I am trying to use your tseries 0.7-0 package with R 1.2.1 (the latest version) under redhat linux 6.2, but the command library(tseries) causes R dump to core with a segmentation fault. Do you have any suggestions how to fix this? Thank you, Keith Dr. Keith M. Briggs, Complexity Research Group, BTexaCT. Adastral Park admin2 pp5, Martlesham Heath, IP5 3RE, Suffolk, UK Tel:

Hello Alexander I doubt that such an analyis is very useful as the data is not sampled synchronously (equity close in the US for ^gspc and even that is not always at the same time, some average price from Oanda data). Also fx data from others sources as suggested in another mail on this list would not really help with this unless it is really sampled at exactly the same times as the equity

Martyn Plummer wrote: > Dear Adrian, Hi Martin > > > Thank you for providing your time series library for R. I have been > working on a time series package myself, with help from Paul Gilbert. It > is called "bats" (doesn't stand for anything except possibly "basic time > series") and can be found in the devel directory on CRAN. > > The

There is a new version of tseries with an enhanced "get.hist.quote" available: * "get.hist.quote" now optionally returns a "zoo", "ts", or "its" object (thanks to Achim Zeileis) * New provider "oanda" is implemented which provides access to one of the largest foreign exchange databases * Some minor improvements, see the

There is a new version of tseries with an enhanced "get.hist.quote" available: * "get.hist.quote" now optionally returns a "zoo", "ts", or "its" object (thanks to Achim Zeileis) * New provider "oanda" is implemented which provides access to one of the largest foreign exchange databases * Some minor improvements, see the

Dear colleagues, the tseries package is updated and should now work with R-1.2.0. best and merry Xmas Adrian -- Adrian Trapletti, Olsen & Associates Ltd., See- feldstrasse 233, CH-8008 Zürich, Switzerland Phone: +41 (1) 386 48 48 Fax: +41 (1) 422 22 82 E-mail: adrian@olsen.ch WWW: http://www.olsen.ch

For Windows users, some instructions how to use R 4.0.0 with Intel MKL: https://linkedin.com/pulse/r-400-intel-mkl-windows-adrian-trapletti Best Regards Adrian Adrian Trapletti Steinstrasse 9b, 8610 Uster, Switzerland P +41 44 994 56 30 | M +41 79 103 71 31 adrian at trapletti.org | www.trapletti.org

For Windows users, some instructions how to use R 4.0.0 with Intel MKL: https://linkedin.com/pulse/r-400-intel-mkl-windows-adrian-trapletti Best Regards Adrian Adrian Trapletti Steinstrasse 9b, 8610 Uster, Switzerland P +41 44 994 56 30 | M +41 79 103 71 31 adrian at trapletti.org | www.trapletti.org

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++ bootfuns.q Thu Dec 9 10:06:51 1999

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++ bootfuns.q Thu Dec 9 10:06:51 1999