finance - Non-consecutive number of lags in VAR (R package "vars") -


is possible (in package "vars" or maybe in other r package?) include non-consecutive lags var model, i.e., lags 1 , 3.

so far, looks when set p = 3 under function var, includes consecutive lags between 1 , p (i.e., 1:3).

you can use restrict vars package estimating restricted var. method requires estimate model twice: 1) unrestricted model "consecutive lags" , 2) restricted model lags want. so, becasue restrict function takes input object of class 'varest'. see alternative:

> library(vars) > data(canada) # data > model <- var(canada[,1:2], p=3) # unrestricted var > #bcoef(model) restriction matrix have have same dimension dim(bcoef(model))  # building restriction matrix > restrict <- matrix(c(1,1,0,0,1,1,1,                        1,1,0,0,1,1,1), nrow=2, byrow=true)  # re-estimating var lags 1 , 3  > restrict(model, method = "man", resmat = restrict)  var estimation results: =======================   estimated coefficients equation e:  ======================================  call: e = e.l1 + prod.l1 + e.l3 + prod.l3 + const         e.l1    prod.l1       e.l3    prod.l3      const   1.2029610  0.1885456 -0.2300286 -0.1299485  1.8382368    estimated coefficients equation prod:  =========================================  call: prod = e.l1 + prod.l1 + e.l3 + prod.l3 + const          e.l1     prod.l1        e.l3     prod.l3       const   0.05511963  1.13333804 -0.03338699 -0.18646375  1.22037293

see ?restrict further details on function.


Comments

Post a Comment

Popular posts from this blog

jquery - How can I dynamically add a browser tab? -

since using iframes house external pages are, accounts "not preferred method" , disallowed sites (flickr, one), want dynamically generate browser tabs. e.g., when user submits form, want dynamically generate tab on browser in response submitted. e.g., might want add new tab url like: http://www.bigsurgarrapata.com/contact how in jquery? you want form target attribute action attribute. http://www.w3schools.com/tags/att_form_target.asp browsers have ultimate control on result of target attribute open new tab value of _blank. <form action="contact_submit.php" target="_blank" method="post">
Read more

node.js - Getting the socket id,user id pair of a logged in user(s) -

i have web application done using node js , in it,i have authentication system requires users log in before can access pages. have 2 pages,the homepage , updates page. from read docs,a new socket id issued when user opens tab in browser. me being admin,i know socket id of logged in user , more so,the socket id,logged in user id pair logged in users. what method can use socket id,logged in user id pair make sure broadcast realtime info users online?.
Read more

keyboard - C++ GetAsyncKeyState alternative -

i using windows.h library's getasynckeystate function define key pushed on keyboard . here program returns int value of pushed key example. #include <iostream> #include <windows.h> using namespace std; int main (){ char i; for(i=8;i<190;i++){ if(getasynckeystate(i)== -32767){ cout<<int (i)<<endl; } } return 0; } but trying make opengl simple game , function appeared slow . there function not need cycle 180 times , if statement . thanks you're trying make opengl game, you're going use glfw. if that's case can away using glfwgetkey() such: if (glfwgetkey(glfw_key_up) == glfw_press) {...} if (glfwgetkey(glfw_key_down) == glfw_press) {...} that method nicely explained in tutorial 6 opengl-tutorial.org . should start first tutorial of beginners tutorials , later intermediate tutorials . if you're going make win32 window can listen wm_keydown or wm_keyup messages , virtua
Read more