On Aug 24, 2014, at 7:56 AM, John McKown wrote: > You replied only to me. But I'm replying to you directly and the r-help > list as well. Hopefully someone there will be able to help you with this > statistical methodology. Please remember that I'm very ignorant of > statistics (I made a C in it in college). Your reply did seem quite > understandable to me, given my abysmal ignorance of statistics. Given that, > I am bowing out of this discussion because I would only add confusion and > not enlightenment. > > > On Sat, Aug 23, 2014 at 10:25 PM, 西风古道 <lx900...@qq.com> wrote: > >> I would like to know hou to do the recursive regression in R.
To lx900902; I would not have used that term for the procedure that is described but when I do searches with that phrase is am able find several citations to similar question on R-help in the past. So you should "learn to search" http://www.rseek.org/ -- David. >> Suppose >> there are 400 observations. The regression starts at the r1th of the >> sequence and ends at r2th. First let the regression sequence start at 1st >> obesrvations and end at 40th. We get the first t-statistics from that >> regression. Then let the end point increase 1 in turn. The starting point >> also varies. For instance, during the second regression , first we run the >> regression via the sample 1-41 and then we run the regression via the >> sample 2-41. We get two t-statistics and we choose the max of the two. If >> the end point is 42, we choose the maximum t-statistics from the following >> three regression : sample 1-42,2-42,3-42. >> >> >> ------------------ 原始邮件 ------------------ >> *发件人:* "John McKown";<john.archie.mck...@gmail.com>; >> *发送时间:* 2014年8月24日(星期天) 上午9:18 >> *收件人:* "西风古道"<lx900...@qq.com>; >> *抄送:* "r-help"<r-help@r-project.org>; >> *主题:* Re: [R] How can I let the dimension change via the circulation? >> >> Apparently part of your message was removed by the email software. You >> MUST NOT use HTML encoded messages on this forum because the list software >> removes all HTML encoded information before sending it to us. It appears >> that the Matlab code was a victim of this removal. Also, don't try to paste >> a "screen snap shot" or "picture". You really need to paste in just plain >> text. >> >> I tried to make a decent guess, but the only thing I can find that _might_ >> be what you are asking about is the Agumented Dickey-Fuller Test. I don't >> even know what that _is_, even after reading the Wikipedia article. But >> that article mentioned the "tseries" package in R. It contains a function >> called "adf.test()". I don't know if this is what you need or not. But you >> can review it by installing "tseries" by entering the R command: >> install.packages("tseries") at the R prompt. I am a system admin & >> programmer, not a statistician or economist. What I read: >> http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test . But I >> don't understand it. >> >> >> On Sat, Aug 23, 2014 at 7:22 AM, 西风古道 <lx900...@qq.com> wrote: >> >>> Here is the fraction of Matlab code for the Generalized Sup ADF Test for >>> the bubble testing: >>> >>> The dimension of the matrix rwadft may vary via the circulation. I then >>> imitate this code by the R program as the following: >>> for (dim0 in 1:30){ >>> rwadf<-numeric(dim0) >>> .... >>> in the circulation but it does not work. The dimension of the rwadf do >>> not vary and I can not get the right answer. >>> I want to know if I can let the dimension of the rwadf change via the >>> circulation. How should I write the R code? >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >>> >> >> >> >> -- >> There is nothing more pleasant than traveling and meeting new people! >> Genghis Khan >> >> Maranatha! <>< >> John McKown >> > > > > -- > There is nothing more pleasant than traveling and meeting new people! > Genghis Khan > > Maranatha! <>< > John McKown > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
