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
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
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
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values.
Yours truely
Ramesh Kolluru
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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