James Grayot

Aktiv seit 2016

Followers: 0 Following: 0

Statistik

Feeds

Frage

variable number of inputs in a function
I am using ML estimation. If I have initial values _par0_, data in a matrix _mData_ and if I need to find 2 parameters _par(1)_ ...

mehr als 8 Jahre vor | 2 Antworten | 0

2

Antworten

Frage

AR terms in SUR models
I am trying to estimate a SUR model of the form y_{1,t} = \alpha_1 +\beta_1 x_{1,t} + \beta_2 x_{2,t} + \beta_3 y_{1,t-1} +\e...

mehr als 8 Jahre vor | 0 Antworten | 0

0

Antworten

Frage

weekday function odd results
I am using the function weekday and I find that, for instance, on 19790531 and 19790601 are both Wednesdays according to the fun...

mehr als 8 Jahre vor | 1 Antwort | 0

1

Antwort

Frage

How to store the regression coefficients and std.errors of the slope only (but not intercept)?
Dear all I want to estimate a set of regressions with HAC covariance matrix. For this purpose, I created the function below. ...

mehr als 9 Jahre vor | 1 Antwort | 0

1

Antwort

Frage

how to put dates in x-axis in subplots?
Hi. When I write this code, the graph attached appears. This is basically what I want to achieve. However, I want to add dates t...

mehr als 9 Jahre vor | 1 Antwort | 0

1

Antwort

Frage

how to fill a column with 1's between two specific values and with 0 otherwise?
Dear all I have a matrix with 27 columns. The rows are time periods. Each column takes value 1, 0 or -1. For instance, a typ...

mehr als 9 Jahre vor | 2 Antworten | 0

2

Antworten

Frage

Refining set of local maxima and minima based on alternating criteria
Dear all, I have a time series "vY" with dimension (t,1). I have identified the points in the time series that represent l...

mehr als 9 Jahre vor | 0 Antworten | 0

0

Antworten