[R] problem with nested loops

",Names[i],",k=-1) + lag(",Names[i],",k=-2)+ lag(",Names[1],",k=-1) +lag(",Names[1],",k=-2)")) form2<-as.formula(paste(Names[1],"~fitted(reg1)")) # reg1 <-dynlm(form1,data=Dnames[j]) # reg2 <-dynlm(form2,data=Dname

[R] vars impulse response function output

Sorry about first post. This is in plain text. Does anyone know if the bootstrap CI intervals generated by the irf() function (impulse response function) in the " vars" package are bias corrected? Thanks, Richard Saba __ R-help@r-p

[R] vars impulse responce function output

Does anyone know if the bootstrap CI intervals generated by the irf() function (impulse response function) in the " vars" package are bias corrected? Thanks, Richard Saba [[alternative HTML version deleted]] __ R-help@r-project.o

[R] reshape panel data

nel series identifying the ID and TIME index variables. Then use the time-series fill command. I have searched the help and vignettes of both the "zoo" and "plm" packages but cannot find the solution. Can anyone help? Thanks, Richard Saba _

[R] Overriding contributed package functions

The "tsdiag" function in the TSA package overrides the "tsdiag" function in the "stats" package. There are a few annoying bugs in the TSA's version of the function so I would like to use the "stats" function but still have access to other TSA functions. I have tried using stats::tsdiag( ) but as

[R] Bug? in summary( ) function base package

There seems to be an error in the summary() function when applied to "ts" class objects. The results of a call to summary( ), on the R "ts" data set USAccDeaths , reports the wrong value for Max. The value reported by the summary function is 11320. The max( ) function returns the correct value 113

[R] convert weekly time series data to monthly

be appreciated. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED] Phone: 334 844-2922 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

[R] tseries(arma) vs. stats(arima)

le utilizing the "xreg" argument available in the other arima functions . Thanks, Richard Saba [EMAIL PROTECTED] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-p

[R] Formulae for R functions

without success. For example I have attempted to replicate by hand the se.fit calculation from a lm object calculated by a call to the predict function and have not been able to reproduce the results. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED

Re: [R] question about xreg of arima

a, and why it works as it does? >Thanks! -- >Tom Richard Saba Department of Economics Auburn University Auburn, AL 36849 USA [EMAIL PROTECTED] [[alternative HTML version deleted]] __ R-help@r-project.org mailing list htt

[R] R procedure similar to STATA heckprob?

Is anyone aware of an R procedure similar to STATA's "heckprob" procedure? "Heckprob" fits maximum likelihood probit models correcting for sample selection bias. Thanks, Richard Saba Department of Economics Auburn University

[R] Working with "ts" objects

jects? I found the Shumway "Time series analysis and its applications with R Examples" website very helpful but many practical questions involving manipulation of time series data still remain. Any help will be appreciated. Thanks, Richard Saba Department of Economics Auburn University

[R] extracting year an month from ts data set

mmy variables for each month. If I had a variable which take values from 1 to 12 indicating the month I could use the factor() function to model the series. reg1<-lm(hstarts~ -1 + factor(months)) Is there a function that will extract the year and month from a ts data set? Thanks, Richar

[R] Newey-West and SUR regression models

Is anyone aware of a procedure to apply Newey-West corrections for autocorrelation to a SUR regression model? The SANDWICH package seems to be applicable only to LM or GLM models. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED

[R] Newey-West corrections in SUR regression models

Is anyone aware of a procedure to apply Newey-West corrections for autocorrelation to a SUR regression model? The SANDWICH package seems to be applicable only to LM or GLM models. Thanks, Richard Saba Department of Economics Auburn University Email: [EMAIL PROTECTED