similar to: Optimal lag selection in Granger Causality tests

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)) >

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 R Users, A bit of a simple question, but I could not find the answer thru google ("sorting lists r cran","how can i sort a list r cran") or RSiteSearch... how can I sort a list ? One imagines something like sort.list would do the job, but that's not the one. > foo<-list(a=10,b=2,c=3) > sort.list(foo) Error in sort.list(foo) : 'x' must be atomic

Dear R Users, I would like the R GUI to display numbers with comma separators, i.e. 1,000,000.00 instead of 1000000 Is there a flag in option() for this behaviour. A google/RSiteSearch has not revealed anything but perhaps I have missed it. Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the

Dear R Users, I've been hit with a cryptic error message: "Error in embed(y, lag) : wrong embedding dimension" My configuration is: - R 2.7.2 - Windows XP Sp2 Google returns nothing for this. Could someone suggest what this might mean ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation

Dear R-Users, I've written a number of functions in a .R/script file. I would like to call those functions from another script file. How can I execute all the code in a script file so that the functions are available for use in my other script file ? I have tried help.search("script") and various Google alternatives but couldn't come up with anything. Thanks in advance,

Dear R Users, I am trying to get plot.zoo to place monthy tickmarks/labels for a time series which spans daily data going back a bit over a year. Right now, I am getting only one tick mark on the x-axis for the beginning of 2008. How can I force plot.zoo to place more regular x-axis tick marks on a monthly basis ? Thanks in advance, Tolga Generally, this communication is for informational

Dear R Users, A bit of an elementary question, but somehow, I haven't been able to figure it out. I'd like to changes the column names of a data frame, so I am looking for something like col.names (as in row.names). Could someone please show me how to change the column names of a data frame ? Thanks, Tolga Generally, this communication is for informational purposes only and it is

Dear R-Users, I am looking for a way to get legends placed automagically in an empty spot on a graph. Additional complication comes through my useage of multiple graphs on the same plot through mfrow. Is there a way to achieve this in R ? I have legends for each of the sub-plots. Many thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not

Dear R Users, Can anyone point me to a package for R vrsion 2.7.1 which implements some Hurst exponent estimation methods ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are

Dear R Users, I would like to get the pdf() command to create graphics in landscape mode, as I am plotting 8 graphs in 2 rows and 4 columns. This is being generated for an a4 printer (so I also use the paper="a4" command). Is there a way I can ask pdf() to generate the document in landscape mode ? Thanks, Tolga Generally, this communication is for informational purposes only and it

Dear R Users, I am trying to do something quite simple: replace the elements of a zoo object. For some reason, the following code does not seem to work. How can I replace the value for the 14th of Dec of 2008 in the zoo object x below with 1 (it is currently NA). > x 2008-12-11 2008-12-12 2008-12-13 2008-12-14 2008-12-15 2008-12-16 361.667 389.875 NA NA 397.822

Dear R Users, I am on Windows XP SP2 platform, using R version 2.7.2 . I was wondering if there is a way to find out, within R, the number of CPU's on my machine ? I would use this information to set the number of nodes in a cluster, depending on the machine. Sys.info() and .Platform do not carry this information. Thanks in advance, Tolga Uzuner Generally, this communication is for

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%

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:

Dear R Users, Is anyone aware of a package which calculates the Yule Kendall resistant (to errors,outliers) measure of skewness ? An easy calculation to perform, but was just wondering if a package exists (as the contents of that package would probably include other cool things I would also be interested). Thanks, Tolga Generally, this communication is for informational purposes only and it

Dear R Users, I would like to plot three time series on the same graph, two axis on the left and one axis on the right. The time series that I am graphing on the left do not share a similar scale: one has a range of 1:100 and the other a range of 25000:70000. How can I display the tick marks for both on the left hand side without superimposing them, i.e. one set of tick marks in black right

Dear R Users, Are error messages in R documented somewhere ? I am getting the following error message and would like to track down what it means and which specific routine triggers it: Error: no function to return from, jumping to top level Once I figure out which snippet of code triggers it, I can submit to the list a working example in case I cannot get to the bottom of the problem

Dear R Users, I am attempting to use the snow package for clustering. Is there a way to identfy, in the environment of each node, a rank for that node and also, the total size of the cluster ? By way of analogy, I am looking for the functions in snow equivalent to mpi.comm.rank() and mpi.comm.size() from RMPI, in case that makes things clearer. Thanks in advance, Tolga Generally, this

Dear R Users, Is there a package or some functionality in R which returns statistics on "runs" of numbers, i.e. series of numbers with similar qualities in a time series ? For example, the number of +ves,-ves, histograms on cumulations in runs, etc. ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or