similar to: Ruby user group in/near Wilmington, DE? Interest in starting one?

Dear Community, this is my first programming in R and I am stuck with a problem. I have the following code which automatically calculates Granger causalities from a variable, say e.g. "bs" as below, to all other variables in the data frame: log.returns<-as.data.frame( lapply(daten, function(x) diff(log(ts(x))))) y1<-log.returns$bs y2<- log.returns[,!(names(log.returns) %in%

Hi everyone, We had a really successful meeting tonight in Atlanta. The topic was an introduction to Ruby on Rails and our attendance was 30 people, which is over double of what we normally get. (Our attendance has dropped since moving the venue about 25 miles north of the city. The majority of the group stayed well past two hours, at which point we took a break. The entire presentation and

Dear Community, For my masters thesis I need to perform a multivariate granger causality test. I have found a code for bivariate testing on this page (http://www.econ.uiuc.edu/~econ472/granger.R.txt), which I think would not be useful for the multivariate case. Does anybody know a code for a multivariate granger causality test. Thank you in advance. Best Regards -- View this message in context:

I''m trolling for example RSpec code. Any pointers appreciated. Cheers, Obie

I have managed to compile Ruby on AIX 5.3 and have run my application successfully on it. I have to go thru some series of simple steps to achieve the same. I have tried to document the same for the benefit of others. Please go to http://karthikvkrishnan.blogspot.com/2006/03/compiling-ruby-on-ibm-aix.html Cheers, Karthik. > I''ve successfully compiled and installed Ruby 1.8.3 on

Hi folks, I am trying to perform a Granger causality analysis with panel data. There are some packages around for panel data analysis and Granger causality. However, I have found neither a package for both panel data and Granger causality nor any R procedures (homogenous/heterogenous causality hypotheses, related tests such as Wald, unit root tests etc.). Of course, someone must have

Does anyone know of a package that includes the Modified Sims test [Gewerke, 1983, Sims, 1972]? This test is used in econometrics and is a kind of alternative to the Granger test [Granger, 1969], which is in the package lmtest. Thanks in advance, chris Refernces: Gewerke, J., R. Meese, and W. Dent (1983), "Comparing Alternative Tests of Causality in Temporal Systems: Analytic Results and

Dear R Users, The granger.test command in the MSBVAR package estimates all possible bivariate Granger causality tests for m variables. If one passes a data frame with 3 rows, it returns 6 granger tests in two rows, one for the F-statistic and another for the p-value. For example: > a<-rnorm(1:10) > b<-c(lag(a),rnorm(1)) > c<-c(lag(b),rnorm(1)) >

Hello dudes. I'm developing VAR analysis based on suggestions made by Horváth in its paper Canonical Correlation Analysis and Wiener-Granger Causality Tests. That's the reason I'm looking for if there's any R package to develop Wiener - Granger Causality Test. Thanks a lot for your unvaluable help. Regards from Mexico [[alternative HTML version deleted]]

Dear Community, I am new to R and have a question concerning the causality () test in the vars package. I need to test whether, say, the variable y Granger causes the variable x, given z as a control variable. I estimated the VAR model as follows: >model<-VAR(cbind(x,y,z),p=2) Then I did the following: >causality(model, cause="y"). I thing this tests the Granger causality of

Hello All, I'm looking for an R package that will run the "Brien's Test" (see Brien et al., 1984, Biometrika) on a correlation matrix. Or if anyone can help with the equations used to calculated the chi-squared statistic for the grand mean, main effects, interactions, and equal correlation that would also be great. Thanks in advance, B Wiltse -- View this message in

The following R code causes R to crashes under recent r-devel builds of R: library(ggplot2) RCBD.lay <- data.frame(Blocks = factor(rep(1:5, each = 6)), Units = factor(rep(1:6, times = 5)), Treatments = factor(rep(1:6, times = 5))) ggplot(data = RCBD.lay, aes(x = Units, y = Blocks, label = Treatments)) + geom_text(aes(colour = Treatments)) I

Hi, I was wondering if there is a package/function for Panel Granger non-causality tests? I am interested in Toda-Yamamoto procedure in panel data setting. Thank you, -- View this message in context: http://r.789695.n4.nabble.com/Panel-Granger-Causality-Tests-tp4665834.html Sent from the R help mailing list archive at Nabble.com.

Hi, I was wondering if there is a package/function for Panel Granger non-causality tests? I am interested in Toda-Yamamoto like procedure for panel models. Thank you, -- View this message in context: http://r.789695.n4.nabble.com/Panel-Granger-Non-Causality-Tests-in-R-tp4666316.html Sent from the R help mailing list archive at Nabble.com.

Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds

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I''ve updated a Fedora 8 kernel to 2.6.24.3-34.fc8 and am trying to put Xen into it from the Xen 3.2.0 source tarball. Eventual destination is an OpenSolaris box running x86_64 OpenSolaris 10. However, "make world" fails in the xen-3.2.0 directory. It seems to be searching for something called "linux-2.6.18-xen.hg". Linux 2.6.18 has nothing to do with it, so

Hi, Please tell me the R codes for Engle Granger Test of cointegration. TIA Aditya

Announcing www.XPCincinnati.org (Extreme Programming User''s Group in Cincinnati, Ohio, USA) will be holding the following meetings. Jan 3rd, 2006: --- Ruby On Rails and Web 2.0 --- by Jim Weirich Feb 7th, 2006: --- SOA in Ruby --- by Joe O''Brien of ThoughtWorks Mar 7th, 2006: --- Scrum software process --- Group: http://www.xpcincinnati.org

This coming out of WWDC. Pretty cool to see this kind of thing happen. -- J "Brien" | HybridIndie Productions | http://hybridindie.com | hybridindie@gmail.com -------------- next part -------------- An HTML attachment was scrubbed... URL: http://wrath.rubyonrails.org/pipermail/rails/attachments/20060807/380ae29c/attachment.html