Dear all, I?m doing some simulation studies in order to compare the estimates (and estimated standard deviations) from the ARMA(2,1) Model with an estimator that I?ve constructed. For carrying out the simulations I created a VBA project within Excel. Now, I?m using the RExcel tool for running the R commands in the VBA project. I run 2500 simulation using the ?arima? function from R and it worked! Nevertheless, the constant was badly estimated. So, I decided to use the ?arma? function from R, and the parameters are now well estimated. However, I cannot run the 2500 simulations. It can only do 46 simulations! I?ve already tried to run the program in another computer, but I?ve got the same problem. Do you have any suggestions? Thanks for your attention. Helena Mouri?o.
Question with RExcel
2 messages · Maria Helena Mourino Silva Nunes, Ethan Brown
It's hard to see where the problem is from this information. I would suggest subscribing to and asking this question of the RExcel mailing list (accessible from http://rcom.univie.ac.at/) and providing more detail of what you're trying to do, what is going wrong, error messages (is it R or Excel giving the error?) and so on. For all I know, it may well not be an R issue at all but a problem somewhere in your Excel or VBA setup. Best, Ethan On Mon, Jun 6, 2011 at 12:39 PM, Maria Helena Mourino Silva Nunes
<mhnunes at fc.ul.pt> wrote:
Dear all, I?m doing some simulation studies in order to compare the estimates (and estimated standard deviations) from the ARMA(2,1) Model with an estimator that I?ve constructed. For carrying out the simulations I created a VBA project within Excel. Now, I?m using the RExcel tool for running the R commands in the VBA project. I run 2500 simulation using the ?arima? function from R and it worked! Nevertheless, the constant was badly estimated. So, I decided to use the ?arma? function from R, and the parameters are now well estimated. However, I cannot run the 2500 simulations. It can only do 46 simulations! I?ve already tried to run the program in another computer, but I?ve got the same problem. Do you have any suggestions? Thanks for your attention. Helena Mouri?o.
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