Re: garch residuals

2002-02-21 Thread dave fournier
(although it is for multivariate problems and so is inefficient for univariariate garch.) Dave Daan Taks wrote: > I have a question about my residuals. When testing for autocorrelation > I come to the conclusion that the models (garch, Egarch, GJR a.k.a. > Tarch) remove the correlation

Re: Likert Scale Analysis - HELP!

2002-02-17 Thread Dave M
Hi, Well the survey is for a project looking into ways the Internet can enhance learning. The first part of the survey asks pertinent questions about their current study/learning environment, such as "I have trouble finding library books at the right time" and "I see lectures as a major source o

Likert Scale Analysis - HELP!

2002-02-16 Thread Dave M
Hi there, I have recently done a 5-point likert-style survey (with 34 questions) and got about 45 responses. I am not great at statistics, and have not studied it since high school! Can someone please give me some advice on how to analyse the data? I am not looking to do a full-on smart-ass a

Re: Statistical software

2001-09-15 Thread Dave Braze
"Agent V.M." <[EMAIL PROTECTED]> wrote in 9o04kp$ahrmt$[EMAIL PROTECTED]:">news:9o04kp$ahrmt$[EMAIL PROTECTED]: > I need some good statistical software. Possibly warez which can be > downloaded from the Inetrnet. > http://lib.stat.cmu.edu/R/CRAN/ ==

Re: Sudden shift of level

2000-12-31 Thread dave
www.autobox.com/t2b1.html For literature citations please follow the thread http://www.autobox.com/referenc.html...particularly TSAY TIAO WEI Please download a free 14 day trial version at http://www.autobox.com/abx5.exe Happy Holidays Dave R Sent via Deja.com http://www

Re: multivariate time series

2000-12-31 Thread dave
ndation; before I proceed with the project. > Any input will be appreciated. > thanks.. > GW > > For info on multiple time series see http://www.autobox.com/teach.html Happy Holidays Dave R Sent via Deja.com http://www.deja.com/

Re: Cannot find an ARIMA model

2000-12-31 Thread dave
w AUTOBOX performs http://www.autobox.com/abx5.exe Happy Newe Year ! Dave R Sent via Deja.com http://www.deja.com/ = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =

Don't miss this $700 Give Away 11928

2000-12-14 Thread dave
Vacation! Imagine surfing thru 500 channels of News, Weather, Sports, Learning, Family, Movies, and Pay Per View Channels. AMERICA'S TOP 100 Programming package Includes for just $34.99: Sports - ESPN, ESPN2, ESPN Classic, ESPN News, Empire, Outdoor Life Network, Sunshine, Madison Square Gard

Re: Legal statistical flimflam

2000-12-05 Thread Dave Rusin
ential race simply because their county has selected a punched-card method of voting. On the other hand, one would expect the legal threshold of dimpling necessary to cast a vote to be rather high (and indeed it is an efficient, if not particularly fair, legal criterion to insist that the chad be

Re: Kolmogorov-Smirnov statistics in Splus

2000-10-25 Thread Dave Lorenz
ast one sample point. -- Dave Lorenz ([EMAIL PROTECTED]) 763 783-3271 U.S. Geological Survey 2280 Woodale Drive Mounds View, MN 55112 Cyril Goutte wrote: > > Hi all, > > I have a little worry with the way Splus calculates the two-sample > Kolmogorov-Smirnov statistics.

Re: Forecasting Software

2000-04-13 Thread dave
In article <[EMAIL PROTECTED]>, [EMAIL PROTECTED] (Brian E. Smith) wrote: > I will be teaching Time Series and Forecasting (an MBA course) in the Fall. > I am looking for an inexpensive software package that is good for > forecasting. Last year I used Minitab 12 and found it easy-to-use and >

Re: Exploratory data analysis

2000-04-04 Thread DAVE REILLY
We have some material on the subject you raise. http://www.autobox.com/outlier.html as it deals with exploratory data analysis ( hypothesis generation ) also please see http://www.autobox.com/whatis.html If they are useful to you, please let me and the group know. regards Dave Reilly

Re: Out of sample prediction

2000-04-03 Thread DAVE REILLY
the model but the parameters ( in this case it is a mixed bag empirical coefficients and form for the ARIMA component and a user specification for the Causal component. regards Dave Reilly http://www.autobox.com P.S. If you would like we would be more than happy to demonstrate this

Re: Pooled Cross-sectionnal time-series regression

2000-04-01 Thread dave
AUTOBOX can detect the presence of an intervention effect via residual diagnostic checking ( http://www.autobox.com/t2b2.html and http://www.autobox.com/t2b3.html and http://www.autobox.com/t2b4.html ) In my opinion you might be better served by visiting time series sites

Re: Turning point

2000-03-13 Thread dave
subject ...particularly Tsay, R.S. (1986). "Time Series Model Specification in the Presence of Outliers," Journal of the American Statistical Society, Vol. 81, pp. 132-141. Wei, W. (1989). Time Series Analysis Univariate and Multivariate Methods. Redwood City: Addison Wesley. Hope thi

Re: Distribution generator for simulator in C++

2000-01-11 Thread Dave and Kim Nulton
as an example of ignorant arrogance. -dnult Robert Dawson wrote in message <071a01bf5c3e$a131dab0$[EMAIL PROTECTED]>... >Dave Nulton wrote: > >> Quite frankly Robert the details are proprietary. I suppose I could have >> been more descriptive, but I don't see what t

Re: Distribution generator for simulator in C++

2000-01-10 Thread Dave and Kim Nulton
list. Not being a statistician by trade, the little hints I have received should provide a good starting point at the library. Thanks again -dnult Robert Dawson wrote in message <05c501bf5b6f$c3448b90$[EMAIL PROTECTED]>... >: Dave Nulton wrote: > > >(1) I and others ha

Wanted -- examples of nonlinear statistical models

2000-01-09 Thread dave fournier
s and Splus. The comments of some satisfied users can be found on these lists or on my web site at http://otter-rsch.com/testimonials.htm Cheers, Dave [EMAIL PROTECTED] http://otter-rsch.com

Distribution generator for simulator in C++

2000-01-08 Thread Dave and Kim Nulton
I'm writing a simulator in C++. So far I have written a program to collect data from a database and hope to be able to generate an algorithm to return a random value with a distribution that matches my real world data. What I'm finding is that the data is UGLY. In order to generate a reasonable