similar to: how to analyze time series structures?

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

dear sirs or madam, As I'm interested to search about the monetary transmission channel in our country by MSVAR model, I would be grateful if you help me and tell me how can I run MSVAR in R or send me the related code to run this model . Actually, I'm new user of R and I don't know how to run Markov Switching Var Model in R. Thank you very much in advance for your help. Best

Hello! I figured it'd be interesting to see a miniature graph of the Dow Jones on my panel bar. Unfortunately, it doesn't appear to do anything, and the preferences for it isn't helpful (it already has DJIA). So, any suggestions on how to get it to work? Regards, Charles Campbell

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

Dear R users, I am using mAr package to fit a Vector autoregressive model to my data. But here I want to put some predetermined values for some elements in coefficient matrix that mAr.est going to estimate. For example if p=3 then I want to put A3[1,3] = 0 and keep rest of the elements of coefficient matrices to be determined by mAr.est. Can anyone please tell me how can I do that? Sincerely

Hi all, I'm looking for R packages that estimate multivariate time-series models or vector-autoregression (VAR) time-series models. Thanks David -- =========================================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room, 1061 1025 W. Johnson Street Madison,

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, does R estimate belief networks to estimate chains of causality. Anyone point me to the right direction, or the most developed library? looking at DEAL>

attempting to do multivariate modelling in R with known future conditions (in this case variable 'b') using MSBVAR and hc.forecast. The sample code (a paired down representation) does not give anywhere near the expected results - I am assuming that a forecast 8 steps out would approximate 'a' as the sequence 1.1,2.1,3.1,100.1 corresponding to the input set. I have varied the input

Hello, I am wondering if anyone knows how to interpret the values returned by irf function in the MSBVAR library. Some of the literature I have read indicates that impulse responses in the dependent variables are often based on a 1 unit change in the independent variable, but other sources suggest that they are based on a a change of 1 standard deviation. Any ideas which irf uses to compute the

Hi Ahmad, I don't know of any, but this might help: http://maths-people.anu.edu.au/~johnm/courses/r/ASC2008/pdf/Rtimeseries-ohp.pdf Jim On Thu, Sep 28, 2017 at 2:12 PM, ah a <arabianahmad at googlemail.com> wrote: > Hi Jim > > Thank you very much for your reply and your help. > By the way, where can I find some tutorial videos? > Thanks again for your help. > >

Hello, I want to know if there are some functions or packages to solve differential and integral equation using R. Thanks. Shao chunxuan. [[alternative HTML version deleted]]

Hi all, I have run into a problem with our samba4 setup. I have successfully joined a Cisco ISE v1.1.4 (Identity Service Engine) test machine to the samba4 AD. User authentication does work but unfortunately the ISE is unable to fetch the AD groups from the domain controller. In the samba logs I get the following error message when initiating the group fetch: [2013/10/02 10:21:37.605554, 0]

On 20.03.22 16:02, Roger Price wrote: >I received the following comment from the Independent Submissions Editor (ISE): > > The command VER is hazardous because it encourages exploiting of > implementation peculiarities that are not well documented in a > protocol.? The best example of such a failure is the browser version > field in HTTP.? A complete disaster.? You should warn

Hello, I am new to this list. I have (and all Trukish users of Samba) trouble with Turkish charactes (iso8859-9)with Samba. I saw some character definition tables in charcnv.o (in sources). I couldn't understand the logic. A part of the table for iso8859-2 is /* MSDOS Code Page 852 -> ISO-8859-2 */ update_map("\241\244\242\364\243\235\244\317\245\225\246\227\247\365");

Hi, We are planning to integrate CISCO-ISE with Samba-AD (Version 4.6.5). Websense gateway / proxy are all properly integrated and even single sign-on is properly functioning. However, before attempting integration of Cisco ISE with Samba-AD, through I should clarify on the following. Hence writing this mail. Cisco ISE supports LDAPs with Following authentication methods: * Extensible

Dear Sezer, On 07/12/2011 10:37 PM, 7x24 WEB SERVICES wrote: > > My name is Sezer DEGE and I own a web hosting company. > > I come through the CentOS 6 release notes web page. > > http://wiki.centos.org/Manuals/ReleaseNotes/CentOS6.0 > > I'd like contribute by translating this to Turkish language if its needed. > > Could you please lead me how can I do this? >

I use kmeans to classify spectral events in high and low 1/3 octave bands: #Do cluster analysis CyclA<-data.frame(LlowA,LhghA) CntrA<-matrix(c(0.9,0.8,0.8,0.75,0.65,0.65), nrow = 3, ncol=2, byrow=TRUE) ClstA<-kmeans(CyclA,centers=CntrA,nstart=50,algorithm="MacQueen") This works well when the actual data shows 1,2 or 3 groups that are not "too close" in a cross plot.

I received the following comment from the Independent Submissions Editor (ISE): The command VER is hazardous because it encourages exploiting of implementation peculiarities that are not well documented in a protocol.? The best example of such a failure is the browser version field in HTTP.? A complete disaster.? You should warn against use of this command, or even better, deprecate it.

Hi Folks, I''ve just released version 0.9.0. This latest version of Ferret is an alpha release. I have removed the old c extension and Ferret is now running on a fully ported C library. This has allowed some huge performance improvements both with regard to memory and CPU usage. There will probably be a few portability issues to start with. It has been developed on Linux so it should