Hi,
Please read Time series Econometrics books and you will find out that
acf and pacf are not to be used to determine whether or not a series is
stationary. The question of nonstationarity or stationarity of a series
is answered using the formal tests comprising ADF, PP, KPSS, etc.
I will let
Please see the tsDyn package for implementing the Augmented Dickey
Fuller test.
Lexi
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of UnitRoot
Sent: Wednesday, June 15, 2011 9:06 AM
To: r-help@r-project.org
Subject: [R] Using ts and
I have many emails such as the one below, where someone gives thanks for
being helped but the help or answer that was given is excluded. I
believe, perhaps I am wrong, that emails such as this should not be
copied to the list. Such emails only fill up our mail boxes and we DO
NOT gain anything
Hi Bill,
There is a problem with the for loop. When I copied and pasted in my R
console it could not run, instead I got an error message Error in
NCOL(x) : object 'data.ts' not found.
Lexi
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On
Hi,
Have you gotten help on this?
Lexi
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of ma...@unizar.es
Sent: Saturday, August 28, 2010 5:08 PM
To: r-help@r-project.org
Subject: [R] star models
Hi,
I am traying to implement an STAR
.
Lexi
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of Setlhare Lekgatlhamang
Sent: Saturday, July 24, 2010 1:01 PM
To: amatoallah ouchen; r-help@r-project.org
Subject: Re: [R] Question regarding panel data diagnostic
Let me correct
Oops, I misread your email in respect of the number of years you have
for your data. Anyways, my comments still hold.
Lexi
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of Setlhare Lekgatlhamang
Sent: Monday, July 26, 2010 8:59 AM
Please type RSiteSearch(vignette) in the console and you will see what
vignette is. I am also new to R and only learnt this week that you could
always find out about these complicated jargon by typing
RSiteSearch(...) where ... would be whatever you want to search,
thanks to the discussions on the
My thought is this:
It depends on what you have in the panel. Are your data cross-section data
observed over ten years for, say, 3 countries (or regions within the same
country)? If so, yes you can perform integration properties (what people
usually call unit root test) and then test for
Of Setlhare Lekgatlhamang
Sent: Saturday, July 24, 2010 12:54 PM
To: amatoallah ouchen; r-help@r-project.org
Subject: Re: [R] Question regarding panel data diagnostic
My thought is this:
It depends on what you have in the panel. Are your data cross-section
data observed over ten years for, say, 3 countries
Of Setlhare Lekgatlhamang
Sent: Saturday, July 24, 2010 12:54 PM
To: amatoallah ouchen; r-help@r-project.org
Subject: Re: [R] Question regarding panel data diagnostic
My thought is this:
It depends on what you have in the panel. Are your data cross-section
data observed over ten years for, say, 3
In addition, there are 'theoretical' reasons for excluding intercept
from the model that must be considered. The reasons related to the
regressor(s) and depend on the phenomenon being modelled. For example,
whereas the intercept can be excluded in a bivariate model on the
expenditure of an
What was the question and answer here?
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of pdb
Sent: Sunday, July 11, 2010 5:23 AM
To: r-help@r-project.org
Subject: Re: [R] eliminating constant variables
Importance: Low
Awsome!
It
Which package are you using?
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of Parminder Mankoo
Sent: Tuesday, July 06, 2010 10:50 PM
To: r-help@r-project.org
Subject: [R] numerical derivative R help
Importance: Low
I fit my CDF to
Lekgatlhamang
Cc: r-help@r-project.org
Subject: Re: [R] Threshold Cointegration test
Read the Posting Guide. Your attachment apparently did not meet the
requirements therein.
On Jun 30, 2010, at 10:52 AM, Setlhare Lekgatlhamang wrote:
Dear R Users (particularly tsDyn package users),
I am
-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of Setlhare Lekgatlhamang
Sent: Friday, July 02, 2010 9:21 AM
To: David Winsemius
Cc: r-help@r-project.org
Subject: Re: [R] Threshold Cointegration test
Thanks David. I shall read the posting guide and resend. Sorry
Hi Norman,
If you still have not managed, google for Econometrics in R pdf paper
by Farnsworth; it as helped me a lot. You will only need to replace
Farnsworth's read function with the read.csv function suggested below by
Erik.
Lexi
-Original Message-
From: r-help-boun...@r-project.org
Try this
Lm(y~X + I(X^2)), data=dd) # this runs OLS regression and it worked for me
Hope it helps
Lexi
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Otto Kässi
Sent: Thursday, July 01, 2010 3:28 PM
To: r-help@r-project.org
Dear R Users (particularly tsDyn package users),
I am very new in the use of R and the contributed packages in need of
urgent assistance (see attachment for the explanation of the problem).
Could someone assist me on conducting threshold cointegration test in R
using the tsDyn package. I have
When I replied to this message I just hit the reply button. I am
resending it using reply to all, in case it did not go to the list.
Dear Ilona,
Looking at the estimation results you have, I think your regression
equations are correctly specified. Just thinking aloud, I do not think
the results
20 matches
Mail list logo
