[R] (no subject)

hello R experts, my question is regarding arma modelling and specification. in another older, statistics package , after determining stationarity, i would try to work out the number of ar and ma lags using an lm test. to do this i would 1. regress my dependant variable on an intercept term

[R] cumulative density question

Hi, I am interested in looking at cumulative density functions. If F(x) is a cumulative density of monthly fund returns over the interval of a to b, and I am interested in returns above and below a specified point r, then I would like to find the number that is made up of 1.(integral from r

[R] question on integrate function request for consultant

Dear R helpers, i am using the ecdf(emp. cumulative distribution function,and am getting the following error on daily returns of stock data (about 2000 data points). I am not sure what this means, I would expect the result of the code to be 1 (the integral from -infinity to +infinity of the

[R] Re: R-help Digest, Vol 12, Issue 27

you , S Viswanath __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] boot and sample question

I am new to R enviorns greatly recommend the Venables Ripley Modern Applied stats with S. I am interested in a sampling say 5 day continuous windows of stock returns from a population and not applying a function to it. Is this avaiable in the 'boot' or the 'sample' function, and if it is,