similar to: the significance of BEKK estimation

Dear all, I want to run the VECM BEKK model, but I cannot find the corresponding package to run this model. Anybody can help? Thanks a lot Ted -- View this message in context: http://n4.nabble.com/How-to-run-the-VECM-BEKK-model-in-R-tp1564555p1564555.html Sent from the R help mailing list archive at Nabble.com.

I used "mgarch" and "mgarchBEKK" packages to esti,ate a BEKK?model ,but i cannot get the P-value of the coefficient ? how can I get P-value ,anyone can help me ? thanks -- View this message in context: http://r.789695.n4.nabble.com/BEKK-help-tp3674545p3674545.html Sent from the R help mailing list archive at Nabble.com.

Dear All, I attempted to fit a DVEC and a BEKK multivariate GARCH model, but am wondering which package to use. 1. I tried to use "rmgarch" package in R, but I couldn't find the subroutines for DVEC and BEKK. 2. I tried to find "rmgarch" package of R, which is not located on the official R site. This is the latest version I can find, where the programs were

Dear all.. Can anybody help me with mgarchBEKK? After estimate bekk model, i want to check whether the residuals meet the required assumptions. Can i perform Portmanteau test, the ARCH-LM test, plots of the AC and PAC functions of the residuals? Can you give some example with the script in R? Please.. Thank You So Much [[alternative HTML version deleted]]

Hi, We just spent half an afternoon figuring out why "jruby -S rake spec" didn''t generate any output at all (no warnings) on an edge rails app. We were seeing different behaviour on different boxes, and after a while figured out that it was related to a missing diff-lcs gem on one box. HTH, Stefan -- Bekk Open Source http://boss.bekk.no -------------- next part

Hi , Are there any multivariate GARCH package (e.g., BEKK) in R? I do see a few "projects" constructing multivariate GARCH package, but wonder if there is anyone that is ready for use. Thanks, Miao [[alternative HTML version deleted]]

Let''s say you''re using the restful_authentication plugin. You have a model called articles. On the index action of the articlescontroller you simply want to spec out that it''ll scope the results to the ownership of the current_user. It should NOT include any articles other than the articles that user owns. How would you properly spec this out? Thanks for the help!

Is it OK to go ahead and generate a Rails 2.0 project with RSpec 1.0.8? Am I likely to run into problems? Would it be best advised to wait or can I go ahead now? Thanks, Yitzhak -------------- next part -------------- An HTML attachment was scrubbed... URL: http://rubyforge.org/pipermail/rspec-users/attachments/20071212/c6fcea0f/attachment.html

How do you load fixtures from specs as you would test? eg. rake db:fixtures:load RAILS_ENV=development -------------- next part -------------- An HTML attachment was scrubbed... URL: http://rubyforge.org/pipermail/rspec-users/attachments/20080131/38c3b0ab/attachment.html

Hi, How can I have a common set of steps that all my stories share? i.e. My stories often start out looking like this: Given a user Joe Given a user Jordan then: Given("a user $username") do |username| @users ||= {} @user_sessions ||= {} @users[username] = create_user(:username => username) @user_sessions[username] = login_as(@users[username]) end I want to share that

Dear All, Sorry to bother I want to write a function in R using if Say I have a dataset x, if x[i]<0, then x[i]=x[i], if x[i]>0, then x[i]=0 for example, x=-3:3, then using the function, x becomes [-3,-2,-1,0,0,0,0] I write the codes as follows, gjr=function(x) {lena=length(x) for(i in 1:lenx) if (x[i]<0) return (x[i]) if (x[i]>0) return (0) x} but then, doing gjr(x? it only

Sorry to be such a pest but I am trying to learn Ruby, Rails and RSpec all at one go and it is a bit overwhelming. I have previously completed the depot tutorial in the Agile Web Dev with rails book and now I am trying do do it again using RSpec. What I would like to know now is why I am getting a rake failure error at the end of every spec:models run. Is this the expected behaviour when a test

What are people''s opinions on which of these two styles is better to use? 1) before --------------------------- module UserSpecHelper include GenericSpecHelper def valid_sms_attributes(phone_number="12345") { :phone_number => phone_number } end end describe User, "with phone number" do include UserSpecHelper before(:each) do @user =

is there a way to stub a method that sets an instance variable, so the stub sets it too? def find_foo @foo = Foo.find(params[:id] end ... controller.stub!(:find_foo).and_assigns(:foo, "123") -------------- next part -------------- An HTML attachment was scrubbed... URL: http://rubyforge.org/pipermail/rspec-users/attachments/20071213/2042719f/attachment.html

Hi there, I installed the rspec on rails plugin for a new project today and guess what -- it blows up! All by other rspec on rails projects are working fine. I updated all gems & still no joy. Any ideas how I can troubleshoot this one ? Here''s my setup: - ruby 1.8.4 (2005-12-24) [powerpc-darwin8.7.0] - Rails 1.2.5 Installed with svn: ruby script/plugin install

Hi R, I have three queries regarding handling GARCH functions in R. Below I document the same: Unlike S-Plus, R doesn't handle Multivariate GARCH models. R has a package for BEKK GARCH model but not for DVEC GARCH models. The GARCH function in S-PLUS has the capability of fixing some model parameters at certain values to evaluate the fit of a particular model. But the same optionality is

Dear aDVISOR, Hope I am not disturbing you. Can you tell me how I can perform Multivariate Garch analysis in R. Also please, it is my humble request let me know some resource materials on Multivariate Garch analysis itself. Sincerely yours, -- Arun Kumar Saha, M.Sc.[C.U.] S T A T I S T I C I A N [Analyst] Transgraph Consulting [www.transgraph.com] Hyderabad, INDIA Contact # Home:

Hi all, Not sure if I''m the only one with this problem... We''re on edge for both rails and rspec, and i just did an update... Some apparently innocuous rails stuff was updated, and then half my specs broke due to an error in rspec_on_rails: ArgumentError in ''UserController without logged in user should show the index page'' wrong number of arguments (2

How does a person test private methods? Is there a way to declare them as private, but retain any tests that were written during the initial development? Thanks. -- Posted via http://www.ruby-forum.com/.

Hi, I am wondering if there is a way to display the full anme of the regression coeffients/factors in the summary? Suppose I have a bogus data set using weekday as factor which has 7 levels such as: mydata <- sample(364) wk <- rep(1:7, 52) weekday <-