On Wed, 30 May 2007, Charles C. Berry wrote:
Christian,
The formula language is not suited to such recursive useage
AFAICS.
But filter() is. In this case the result is an AR(1) process, so
arima.sim() could be used (and internally that uses filter).
I know this is an exercise, but using
Christian,
The formula language is not suited to such recursive useage
AFAICS.
You can _vectorize_ your code like this:
cmat - outer( 1:25, 1:25, function(y,x) ifelse( xy, 0, 0.8^(y-x) ) )
res - replicate(1000,{
y - 1 + cmat %*% rnorm(25)
coef(lm(y[-1]~y[-25]))
Hello,
My name is Christian Falde. I am new to R.
My problem is this. I am attempting to learn R on my own. In so doing I am
using some problems from Davidson and MacKinnon Econometric Theory and Methods
to do so. This is because I can already do the some of the problems in SAS so
I
