similar to: variance ratio tests

Dear R-helpers, I have been trying to carry out some variance ratio tests such as Lo-MacKinlay test and Chow-Denning test. However, When I write the function LM <- Lo.Mac(y,kvec) or any other functions I don’t get the results displayed. The only sign I get is < I don’t understand what’s wrong (is it the package, misspecification of the function, Vista). I am really stuck in and I would be

Hello, I am looking for a code in R for the variance ratio test statistic (the Lo and Mackinlay version or any other versions). Does anybody have such a code they can share or know a library in which I can find this function? Basically I have a number of time series which I need to check for persistence. One other test I can use is the runs test in the tseries package. Any help will be greatly

Hi there, I am currently working on my dissertation which is about testing the martingale hypothesis in the stock market using a methodology involving a range of variance ratio tests and multiple variance ratio tests. I contacted the author of a reference paper and I was told that the tests can be conducted using R programming language. Although I have gone through the theoretical background of

Dear R-helpers, I am using a vrtest on time series data. My commands are as follows; read.table("B.txt",sep="\t",fill=TRUE, na.strings = "NA") require(vrtest) rm(list=ls(all=TRUE)) datamat <- read.table("B.txt",sep="\t",fill=TRUE, na.strings = "NA") column <- 1 nob <- nrow(datamat) y <-

Hello All; Iam using dovecot-1.0.7-7.el5 and postfix-2.3.3-2.3.el5_6 on centos 5.6 I want to configure mail server without system account .I can send using the virtual account but can't receive and I have this in log file relay=local, delay=0.02, delays=0.02/0/0/0, dsn=5.1.1, status=bounced (unknown user: "hoda") my main.cf is myhostname = mail.domain.com

Hello, I am looking for a code in R for the variance ratio test statistic (the Lo and Mackinlay version or any other versions). Does anybody have such a code they can share or know a library in which I can find this function? Basically I have a number of time series which I need to check for persistence. One other test I can use is the runs test in the tseries package. Any help will be greatly

Hi all I am using postfix 2.8 with dovecot-1.2.17-0_116.el5 on cento 5.7 server . when I changed smtp port from 25 to 587 from postfix configuration my mail server stops to receive emails. I think it sounds strange and I don't understand why this happen any one can help me Regards

micdhack wrote: > My wow account was hacked and since i logged in more from ubuntu than windows i wanted to ask if it is possible a keylogger to be installed through wine and if it could start automatically to monitor the system each time linux starts or each time i start some wine application. > By the way i used antivirus to scan linux and wine directories and nothing was found In my

Hi all, I am trying to calculate the variance ratio of a time series under heteroskedasticity. So I know that the variance ratio should be calculated as a weighted average of autocorrelations. But I don't find the same results when I calculate the variance ratio manually and when I compute the M2 (M2 for heteroskedasticity) variance ratio using Lo.Mac function in R. Anybody knows what

FreeBSd-12.1p7 Samba-4.10.15 Windows 10 Pro I have added a windows laptop to the test domain using the domain administrator account. I have logged on to the domain using the domain administrator account. When I attempt to open the Settings->Personalization -> Desktop icon settings I get this error: C:\Windows\system32\rundll32.exe (File version 10.0.18362.1) Windows cannot access the

Hi, I am trying to learn some basic statistics stuff but I cannot find any elementary statistics exercises using R language. Using RKward would be even better... I need that in analysing sociological data, obtained through questionnairres - findind corelations between variables, relations between different types of data, etc. Could anyone recommend simple tutorials/exercises, available on www

I have a data.frame with ~100 columns and I need a barplot for each column produced and saved in some directory. I am not sure it is possible - so please help me. this is my loop that does not work... vars <- list (substitute (G01_01), substitute (G01_02), substitute (G01_03), substitute (G01_04)) results <- data.frame ('Variable Name'=rep (NA, length (vars)),

Hi I am using Dovecot version 1.0.7 with postfix-2.3.3-2.3. on CentOS5.6 and it's my first time to setup mail server .Everything is working fine sending and receiving but when connecting through any mail client I only can send mails but the received mails I can't read them although they are already received on the server and there is no problems in mail log file .Any one can help me??

Anyone familiar with pymol? We're getting an error I find references to from a few years ago when we try to run remotely on a headless server. I can run it fine on my machine (CentOS 6.3, NVidia video), and on another person's workstation remotely, with other make video, but the server's got a Matrox - which shouldn't matter, since I'm running this after ssh -Y. pymol yum

I am using ISPConfig 3 ,postfix,dovecot and mysql the problem is that I receive mail on server but can't get it through outlook and when check using webmin I found that it reads form location different than what is written in dovecot Regards Amira Othman Server Administrator <http://www.cairosource.com/> www.cairosource.com 6 EL Nil EL Abyad, Mohandiseen Cairo, Egypt

Dear Rhelp I am first time user of R and I have the following questions: 1. How I can load my data (it is a matrix 10x1618) with the titles of the variables in the first row? 2. How I can run vrtest to calculate Variance Ratio Tests for Weak-form Market Efficiency? Thanks in advance. Jasim ____________________________________________________________________________________ the

Hello everybody, this is a bit off topic, so maybe you can just reply to me personally... What is the typical notation for 'skewness', 'kurtosis' and maybe 'excess kurtosis'? Thank you, Martina -------------------------------------------------------------------------- Department of Statistics Office Phone: (614) 292-1567 1958 Neil Avenue, 304E Cockins Hall

> > Hi there fellow R-Users, > > > > Can anyone recommend a good book on the theory and practice > > of applying > > GARCH models. > Hello Wayne, * Campbell, John, Lo, Andrew W., MacKinlay, A. Craig, The Econometrics of Financial Markets, 1996, Princeton, NJ: Princeton University Press. http://pup.princeton.edu/titles/5904.html * Enders, Walter,

Good dat all I have a Lucent AP450 I''m havin trouble administratin it with the web interface under linux.Under windows all seem to be 100 but the menus is not showing under linux.I dont think this is a ap proble maybe a mozilla.I dont know.Anyone have the same problem? Thanks Eddie _______________________________________________ LARTC mailing list / LARTC@mailman.ds9a.nl

Hi, I wanna do some shaping on a DSL line that is plugged to the eth1 nic. Should I attach the qdiscs directly to the ppp device or can I use the eth1 device instead? What (and why) makes more sense? thx cb _______________________________________________ LARTC mailing list / LARTC@mailman.ds9a.nl http://mailman.ds9a.nl/mailman/listinfo/lartc HOWTO: http://lartc.org/