similar to: modified test of phillips-perron

Hi all, Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(melbmax)

If I try the breakpoints() function (strucchange package) with a minimum segment size = the number of regressors, there appears the following error message: "minimum segment size must be greater than the number of regressors" According to the documentation: "breakpoints implements the algorithm described in Bai & Perron (2003) for simultaneous estimation of multiple

Hi, Am I interpreting the results properly? Are my conclusions correct? > KPSS.test(df) ---- ---- KPSS test ---- ---- Null hypotheses: Level stationarity and stationarity around a linear trend. Alternative hypothesis: Unit root. ---- Statistic for the null hypothesis of level stationarity: 1.089 Critical values: 0.10 0.05 0.025 0.01 0.347 0.463

Dear R users, I need to to the the following. Let a= 1 2 3 4 5 6 and b= -1 -2 -3 be (2x3) matrices. -4 -5 -6 I need to combine the two matrices into a new (2x6) matrix like this: ab = ( 1 -1 2 -2 3 -3 ) 4 -4 5 -5 6 -6 How can this be done in R? ----------------------------------------------------------------- ?????? ???

Situation: I had tired a 1000-data generated by random error(i.i.d.), then I sub it into different unit root tests. I got different results among the tests. The following are the test statistics I got: adf.test @ tseries ~ -10.2214 (lag = 9) ur.df @ urca ~ -21.8978 ur.sp @ urca ~ -27.68 pp.test @ tseries ~ -972.3343 (truncation lag =7) ur.pp @ urca ~ -973.2409 ur.kpss @ urca ~ 0.1867 kpss.test @

I''m searching for code analysing tools for Ruby (on Rails). I know some tools for Java and DotNet but I can''t seem to find much for Ruby. Things I''m interested in are metrics like coupling (fan-in, fan-out), complexity (McCabe), inheritance nesting levels etc. The only tools I found so far are saikuro(only mccabe) and kwala (seems like a frontend for saikuro) If you

Good Afternoon, I am currently writing a program to perform a cusum with v-mask and since I am experiencing a few problems, was wondering if there is something similar in existance? Many thanks in advance, Gavin McCabe Gavin McCabe University of Strathclyde Department of Statistics & Modelling Science Livingstone Tower (Rm. L7.47) 26 Richmond Street GLASGOW G1 1XH U.K. Tel.: +44

Dear R users, I have a function (below) which encompasses several tests. However, when I run it, only the output of the last test is displayed. How can I ensure that the function root(var) will run and display the output from all tests, and not just the last one? Thank you, b. root <- function(var) { #---Phillips-Perron PP.test(var, lshort = TRUE) PP.test(var, lshort = FALSE)

Dear R users, I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone

Dear R users, I need perform structural analysis on a no intercept VAR model. Unfortunately the functions irf.VAR and dfev that come with the MSBVAR package only work with objects output by the reduced.form.var function, which seems to only evaluate VAR models with intercept. Is there a way to suppress the estimation of intercept term in reduced.form.var? Do I need to modify the code, and if I

Hi, How can I access the Values stored in kpssstat-class given by KPSS.test function and store it in a variable. For example: >x <- rnorm(1000) >test <- KPSS.test(ts(x)) >test ---- ---- KPSS test ---- ---- Null hypotheses: Level stationarity and stationarity around a linear trend. Alternative hypothesis: Unit root. ---- Statistic for the null

Dear R-list member, an update of package 'urca' has been uploaded to CRAN (Mirror: Austria). In the updated release unit root and cointegration tests encountered in applied econometric analysis are implemented. The package is written in 'pure' R and utilises S4 classes. In particular, the Johansen procedure with likelihood ratio tests for the inclusion of a linear trend,

Hello! After I type "upsmon", in syslog the following message appears: Aug 16 14:11:09 marto upsmon[7731]: Master privileges unavailable on UPS [Inform@localhost] Aug 16 14:11:09 marto upsmon[7731]: Reason: Access denied Can you tell me where my error is, my configuration files are: ups.conf: [Inform] driver = powercom port = /dev/ttyS0 desc = "inform guard" linevoltage = 220

The patch prevents KEIL MDK compile warnings, like:   warning:  #1035-d: single-precision operand implicitly converted to double-precision Actually ARM Cortex-M4F has only a *single precision* (float) FPU. It's suit for all platforms. See the comment at the begin of patch file. Sincerely Forrest Zhang -------------- next part -------------- Specify the floating point constant with single

Dear nut users, I am running nut-2.6.0 on Slackware-Linux-13.37.0 with kernel 2.6.37.6. I am trying to get the software work for a repotec UPS with model name: RPT-1003AU. The UPS communicates with the computer via USB. I know that the model is not officially supported but I want to try out whether it will work with some of the repotec drivers. Here is the result with the genericups upstype=13

Dear R users, I need a produce a plot with a single panel and a few lines on it. Each line represents a different data set. The line types must be "h", i.e. ?histogram? like (or ?high-density?) vertical lines. The problem is that the vertical lines comprising a plot line of type="h" are drawn from the y=0 line to the (x, y) locations. What I need is vertical lines drawn from

Thank you for your response. The point is that I have configured my system to shut down at the event "upsc Inform@localhost ups.status"!="OL", not at "LB". So there will be no /etc/killpower file created. At an ups.status != "OL" event, the following script named "notifyme" is run: echo `date` >> /root/upsLog echo " No power, shutting

I've been trying to get Phillips ProntoEdit NG working with wine. This is the last windows app that I need to get working in order to not have to boot into windows. This app is free to download:

Dear R users, I have a lot of experience with traditional R graphics, but I decided to turn to trellis as it was recommended for spatial graphs by the sp package. In traditional R graphics I always first set the size of the device region absolute units (e.g. mm) and then I firmly fix the inner margins with mai and the outer margins with oma also in absolute units. What is left from the device

Hi All, First of all, could you tell me what the "KPSS Level" in the output of the test means? I have a series, x, of periodic data and tried kpss.test() on it to verify its stationarity. The tests gave me the p-value above 0.1. Since the null hypothesis N0 is that the series _is_ stationary, this means that I cannot reject N0. But the series does look periodic! So does all this