Hi, dear R-users,
I am computing a liner regression by rating category using the 'by' function
as stated below:
tmp - by(projet, rating, function(x) lm(defaults ~ CGDP+CSAVE+SP500, data =
x))
I would like to get not only the coefficients but also their p-values. I
can't find the command in the
Hi, dear R developers,
I've got a vector of monthly volatilities and i would like to get the
position of the highest volatility of the vector without computing a loop.
Is there a function that could give me such a result ?
a-c(1,2,4,100,3)
the highest value is the fourth of the vector.
how can
Hi, dear R users,
I'm a new user of R and especially in time series modelling. I would like to
know how to compute arch/garch model using innovations that are not normally
distributed (Student / swew-Student distriibuted).
The *garch* function in the time series fits a Generalized Autoregressive
Hi R-programmers,
I can't find find the White test to check the homoscedasticity of the
residuals from a linear model. Could you please help me with this?
Thank you !
BC
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R-help@stat.math.ethz.ch
Hi R-programmers !
I would like to perform a linear model regression month by month using the
'lm' function and i don't know how to do it.
The data is organised as below:
Month ExcessReturn Return STO
8 0.047595875 0.05274292 0.854352503
8 0.016134874 0.049226941 4.399372005
8
Hi R-programmers !
I would like to perform a linear model regressio using the 'lm' function and
i don't know how to do it.
The data is organised as below:
Month ExcessReturn Return STO
8 0.047595875 0.05274292 0.854352503
8 0.016134874 0.049226941 4.399372005
8 -0.000443869
Hello,
I have a basic problem but i can't figure it out with the
table underneath. I would like to compute monthly averages.
I would like to have the average measure for month #5 for the first
three rows (the same number in the first three lines) and the average
measure for month #6 for the