HI, i'm trying to estimate a multiplicative error model in R, i've seen the dynamo package but it seems that i'm not able to use it. does someone know how can i do it? thanks -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730.html Sent from the R help mailing list archive at Nabble.com.
multiplicative error model
3 messages · saraberta, Özgür Asar
What do you mean by using the package? Aren't the examples in the package manual at http://cran.r-project.org/web/packages/dynamo/dynamo.pdf enough for you? Ozgur -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730p4633732.html Sent from the R help mailing list archive at Nabble.com.
no the manual doesn't help me. because, it doesn't give me the results i need. this is what i obtain (y in my case is the daily range of s&p)
mem <- dm( y~mem(1,1) ) summary( mem)
Call: dm(formula = y ~ mem(1, 1))
mem
Call: dm(formula = y ~ mem(1, 1)) Coefficients: [1] 0.001656 0.234052 0.719307 no statistics! than actually i should implement a more complex model, with asymmetric effects or even multivariate, but i've no idea on how can i do it. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730p4633807.html Sent from the R help mailing list archive at Nabble.com.