[R] Mixed Data Sampling Regression Models

Hi everybody. I was wondering if there's any package available that can handle Mixed Data Sampling Regression Models. Thanks a lot for your help. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/ma

[R] How does "apply.monthly" function works (xts package)

Hi everybody. I use to work with monthly data, however this is my first time working with weekly data. I have 4 data bases with monthly data and 1 with weekly data, so I want to convert my weekly to monthly data in order to have the same periodicity in all of them. I've read that package xts can

[R] Conflict with Impulse Response Function

Hello buddies. I'm trying to use the "granger.test" function wich is included in MSBVAR package, but I'm also using the package "var" in order to develop vector autorregresion analysis. Everything is well behaved...but when I'm trying to use the "irf" function when I have both libraries open ther

[R] uroot Package and R 2.12.1

Hello friends. I'm wondering what happened to package uroot. I worked quite well with older versions of R, however with 2.12.1 version it simply doesn't work. The worst thing is that I look for it in the contributed packages and it simply doesn't appear. I want to develop ADF test with seasonal

[R] Trying to extract an algorithm from a function

Hi, I'm using package "vars" and I'm trying to extract the algorithm that function "predict" contained in that package in order to understand how does it work. When I type function "VAR" then all its algorithm appears in R, however if I try to do the same with "predict" nothing happens...Is there

[R] Wiener-Granger Causality Test in R

Hello dudes. I'm developing VAR analysis based on suggestions made by Horváth in its paper Canonical Correlation Analysis and Wiener-Granger Causality Tests. That's the reason I'm looking for if there's any R package to develop Wiener - Granger Causality Test. Thanks a lot for your unvaluable he

[R] Program BFAST

Hi everybody. I'm using BFAST program and I have some data to be analized (named "META.csv" for example). When I call BFAST in the following way: meta <- read.csv("C:/META.csv") meta.ts<-ts(meta, frequency=12, start = c(2005,9)) dis<-frequency(meta.ts) / length(meta.ts) meta.sc<-bfast(meta.ts,

[R] Help with STL function to decompose

Hi everyone. I'm having some troubles with STL function to decompose some data. My issue is that I have monthly data from September 2005 up to August 2010 i. e. 60 observations. I define it in the following way: *u<-read.csv("C:/CELEBREX.csv",header = TRUE) u.ts<-ts(u, start=c(2005,9), frequenc