similar to: AR-GARCH with additional variable - estimation problem

Hi everybody, I'm trying to fit a Garch(1,1) process to the DAX returns. My data consists of about 2300 10day-logreturns in chronologically descending order (see attachment). But if I use the garch function I get a very high alpha_1 and a quite low beta, which doesn't make that much sense. I think I am missing something, but have no idea what it might be. I'd appreciate it a lot

Full_Name: Gang Liang Version: 1.4.1 OS: mandrake-8.2 Submission from: (NULL) (128.32.81.135) tseries version: 0.9-1 quadprog version: 1.4-4 mva version: 1.4.1 version: platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 1 minor 4.1 year 2002 month 01

Hi, When I run the following Cox proportional hazards model on the Mayo clinic's PBC data set (given in the "survival" package), the regression coefficients do not agree with the results presented in Table 4.6.3 (p. 195) of Fleming & Harrington's book. library(survival) data(pbc) ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age + log(protime) +

The data set in R is wrong. I've found mistakes on 2 lines in a quick look. I don't know if the data is incorrect in the Appendix of Fleming and Harrington as well (someone seems to have borrowed my copy), which is where the data set appears to have been taken from, given all the "-9" codes in it. (Note, Tom Fleming originally got the data from me, so I'm fairly

Hello, I am attempting to get the standard deviation in multiple distance bins in my spatial data. It appears as though the 'variog' command in the geoR package will do the trick, as one of the outputs from 'variog' is 'variog$sd', which, according to the manual, is the "standard deviation of the values in each bin". However, when I run this command, the

#is there a way to get NA in the table of descriptive statistics instead of the function stopping Thank you in advance #data x.f <- structure(list(Site = structure(c(9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L), .Label = c("BC", "HC", "RM119", "RM148", "RM179", "RM185",

Has anyone come across the right combinations to print a limited number of digits? My trial and error approach is taking too much time. Here is what I have tried: > op <- options() > a <- c(1e-10,1,2,3,.5,.25) > names(a) <- c("A", "B", "C", "D", "E", "F") > # default > a A B C D

---------------------------- Original Message ---------------------------- Subject: Different results from survreg with version 2.6.1 and 2.10.1 From: nathalcs at ulrik.uio.no Date: Fri, March 19, 2010 16:00 To: r-help at r-project.org -------------------------------------------------------------------------- Dear all I'm using survreg command in package survival.

I tried to compare if cch() and coxph() can generate same result for same case cohort data Use the standard data in cch(): nwtco Since in cch contains the cohort size=4028, while ccoh.data size =1154 after selection, but coxph does not contain info of cohort size=4028. The rough estimate between coxph() and cch() is same, but the lower and upper CI and P-value are a little different. Can we

Hi, I'm trying to using pspline in bic.surv{BMA}. ############################# library(BMA) library(survival) data(veteran) test.bic.surv<- bic.surv(Surv(time,status) ~ karno+pspline(age,df=3)+diagtime+prior, data = veteran, factor.type = TRUE) summary(test.bic.surv, conditional=FALSE, digits=2) ############################# The results are:

Hallo, I have this dataset with repeated measures. There are two within-subject factors, "formant" (2 levels: 1 and 2) and "f2 Ref" (25 levels: 670, 729, 788, 846, 905, 1080, 1100, 1120, 1140, 1170, 1480, 1470, 1450, 1440, 1430, 1890, 1840, 1790, 1740, 1690, 2290, 2210, 2120, 2040, 1950), and one between-subject factor, lang (2 levels:1 and 2). The response variable

Hi there, Can anyone please help me because I am going to get crazy with the pbc data set. I just want to apply simple cox regression in the data set. I am a beginner in R but I don't think I am doing anything wrong. I have the book of Fleming and Harrington 1990. I perform cox regression by typing: out<- coxph(Surv(times/365,status)~log(bili)+log(proth)+edema+log(albumin)+age) out

Hi everyone, I saw this problem dealt with here: http://markmail.org/search/list:r-project?q=integrate#query:list%3Ar-project%20integrate+page:1+mid:qczmyzr676pgmaaw+state:results but no one answered that request that I can tell. I'm having the same problem. I'm having problems passing arguments to functions that I'd like to integrate. I could swear this worked in the past, but I

I resurrected these patches after prompting from Andy Lutomirski's recent patches. I put them on the back-burner because vring_bench had a 15% slowdown on my laptop: pktgen testing revealed a speedup, if anything, so I've cleaned them up. Rusty Russell (3): virtio_net: pass well-formed sgs to virtqueue_add_*() virtio_ring: assume sgs are always well-formed. virtio_ring: unify

I resurrected these patches after prompting from Andy Lutomirski's recent patches. I put them on the back-burner because vring_bench had a 15% slowdown on my laptop: pktgen testing revealed a speedup, if anything, so I've cleaned them up. Rusty Russell (3): virtio_net: pass well-formed sgs to virtqueue_add_*() virtio_ring: assume sgs are always well-formed. virtio_ring: unify

We used to have several callers which just used arrays. They're gone, so we can use sg_next() everywhere, simplifying the code. On my laptop, this slowed down vring_bench by 15%: vring_bench before: 936153354-967745359(9.44739e+08+/-6.1e+06)ns vring_bench after: 1061485790-1104800648(1.08254e+09+/-6.6e+06)ns However, a more realistic test using pktgen on a AMD FX(tm)-8320 saw a few

HI , I setup vsftp yesterday as a local user only mode. No anonymous was enabled. I set up this vsftpd on my machine running CentOS 4.4. its ip is 192.168.101.25. so when I login as ftp://192.168.101.25/ via web browser, I am promted the username as password. After inputing username and password, I can login successfully. Then I can download everything as usual. But I can not upload any data ?

I have an R function defined as: f<-function(x){ return(dchisq(x,9,77)*((13.5/x)^5)*exp(-13.5/x)) } Numerically integrating this function, I observed a couple of things: A) Integrating the function f over the entire positive real line gives an error: > integrate(f,0,Inf) Error in integrate(f, 0, Inf) : the integral is probably divergent B) Increasing the interval of integration

Hi, If I set the p.adjust="none", does it meant that the output p values from the pairwise.t.test will be the same as those from individual t.tests (set var.equal=T, alternative="t")? I actually got different p values from the two tests. See below. Is it supposed to be this way? Thanks Johnny > x [1] 61.6 52.7 61.3 65.2 62.8 63.7 64.8 58.7 44.9 57.0 64.3 55.1 50.0 41.0

Hi all, today we had a performance issue transfering a big amount of data where one file was over 50GB. Rsync was tunneled over SSH and we expected the data to be synced within hours. However after over 10 hours the data is still not synced ... The sending box has rsync running with 60-80 % CPU load (2GHz Pentium 4) while the receiver is nearly idle. So far I had no acces to the poblematic