[R] problem with nested loops

=dat80) reg2 -dynlm(form2,data=dat80) print(summary(reg1)) print(summary(reg2)) } } Thanks, Richard Saba [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

[R] vars impulse responce function output

Does anyone know if the bootstrap CI intervals generated by the irf() function (impulse response function) in the vars package are bias corrected? Thanks, Richard Saba [[alternative HTML version deleted]] __ R-help@r-project.org mailing

[R] vars impulse response function output

Sorry about first post. This is in plain text. Does anyone know if the bootstrap CI intervals generated by the irf() function (impulse response function) in the vars package are bias corrected? Thanks, Richard Saba __ R-help@r-project.org mailing

[R] reshape panel data

identifying the ID and TIME index variables. Then use the time-series fill command. I have searched the help and vignettes of both the zoo and plm packages but cannot find the solution. Can anyone help? Thanks, Richard Saba __ R-help@r-project.org mailing list

[R] Overriding contributed package functions

The tsdiag function in the TSA package overrides the tsdiag function in the stats package. There are a few annoying bugs in the TSA's version of the function so I would like to use the stats function but still have access to other TSA functions. I have tried using stats::tsdiag( ) but as long

[R] Bug? in summary( ) function base package

There seems to be an error in the summary() function when applied to ts class objects. The results of a call to summary( ), on the R ts data set USAccDeaths , reports the wrong value for Max. The value reported by the summary function is 11320. The max( ) function returns the correct value 11317,

[R] convert weekly time series data to monthly

will be appreciated. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED] Phone: 334 844-2922 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

[R] tseries(arma) vs. stats(arima)

with the arima function in the stats or in other time series packages like fArima, forecast, or FinTS? They all take a lag argument. I would like to have the ability to estimate models like the one above while utilizing the xreg argument available in the other arima functions . Thanks, Richard Saba

Re: [R] question about xreg of arima

: arima(x, order=c(1,1,1), xreg=1:length(x)) is the same as arima(diff(x), order=c(1,0,1)) While I understand the latter fit (I think), I am puzzled with regard to the former. Does anyone know what the former is doing to arima, and why it works as it does? Thanks! -- Tom Richard Saba

[R] R procedure similar to STATA heckprob?

Is anyone aware of an R procedure similar to STATA's heckprob procedure? Heckprob fits maximum likelihood probit models correcting for sample selection bias. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED

[R] Working with ts objects

very helpful but many practical questions involving manipulation of time series data still remain. Any help will be appreciated. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED] Phone: 334 844-2922 anscombe-read.table(fname, header=TRUE) names

[R] extracting year an month from ts data set

variables for each month. If I had a variable which take values from 1 to 12 indicating the month I could use the factor() function to model the series. reg1-lm(hstarts~ -1 + factor(months)) Is there a function that will extract the year and month from a ts data set? Thanks, Richard Saba

[R] Newey-West and SUR regression models

Is anyone aware of a procedure to apply Newey-West corrections for autocorrelation to a SUR regression model? The SANDWICH package seems to be applicable only to LM or GLM models. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED

[R] Newey-West corrections in SUR regression models

Is anyone aware of a procedure to apply Newey-West corrections for autocorrelation to a SUR regression model? The SANDWICH package seems to be applicable only to LM or GLM models. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED