[R] Problem

2005-08-05 Thread Ramesh Kolluru
  Hi, I am a Equity Research Analyst i have a task to do. Ranking of Pair Trades i.e.i have so many parameters like share price, Technical indicators(like Stochastic Indicator, Relative Strength Index, Directional Movement Indicator, Moving Acerage Convergence Divergence) and so on. Now i

[R] Calculation of Durbin-Watson p-value

2005-05-18 Thread Ramesh Kolluru
Sir,   I am unable to get the source code for Durbin-Watson test, as I want to calculate the p-value for Durbin Watson statistic using interpolation method. I sent this mail to r-help, but it was rejected, please suggest me some way. I will be highly greatful to you. Thanks in advance Ramesh

[R] Imputation

2005-05-04 Thread Ramesh Kolluru
functions in R like aregImpute, transcan. After the imputation I am unable to retrive the data with imputed values. Please give me some way to get the data with imputed values. Thanks in advance Yours truely Ramesh Kolluru [[alternative HTML version deleted

[R] Imputation

2005-05-04 Thread Ramesh Kolluru
values. Yours truely Ramesh Kolluru [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] pp-test in timeseries

2005-04-15 Thread Ramesh Kolluru
Test for stationarity (pp-test). In R source code all other command executions I understood, but how I am getting the ssqrtl value ssqrtl - .C (R_pp_sum, as.vector(u,mode=double), as.integer(n), as.integer(l), trm=as.double(ssqru), PACKAGE=ts) please explain the above