R-SIG-Finance November 2007

Thread Subject Author Date

47 messages in 20 threads

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ARIMA model with seasonality

3 msgs · Nov 1 – Nov 1

Yalla, Swaroop (FID) ARIMA model with seasonality Nov 1, 2007 Jeff Ryan ARIMA model with seasonality Nov 1, 2007 Nathan Bryant ARIMA model with seasonality Nov 1, 2007

ARIMA question

10 msgs · Nov 7 – Nov 8

Yalla, Swaroop (FID) ARIMA question Nov 7, 2007 Jeff Ryan ARIMA question Nov 7, 2007 Jeff Ryan ARIMA question Nov 7, 2007 Nathan Bryant ARIMA question Nov 7, 2007 Jeff Ryan ARIMA question Nov 7, 2007 Jeff Ryan ARIMA question Nov 7, 2007 Yalla, Swaroop (FID) ARIMA question Nov 7, 2007 Jeff Ryan ARIMA question Nov 7, 2007 Yalla, Swaroop (FID) ARIMA question Nov 7, 2007 Nathan Bryant ARIMA question Nov 8, 2007

Could not find function "inbvisible" in OLS(Urgent!)

1 msg · Nov 4

Weimin Mailing List Could not find function "inbvisible" in OLS(Urgent!) Nov 4, 2007

How to estimate an EGARCH model in R?

1 msg · Nov 8

ANNing-ning How to estimate an EGARCH model in R? Nov 8, 2007

Interpolating/comparing two irregular time/price sequences?

3 msgs · Nov 7 – Nov 8

Rory Winston Interpolating/comparing two irregular time/price sequences? Nov 7, 2007 Achim Zeileis Interpolating/comparing two irregular time/price sequences? Nov 7, 2007 Adrian Trapletti Interpolating/comparing two irregular time/price sequences? Nov 8, 2007

Interpolating/comparing two irregulartime/price sequences?

4 msgs · Nov 8 – Nov 9

Eric Zivot Interpolating/comparing two irregulartime/price sequences? Nov 8, 2007 Rory Winston Interpolating/comparing two irregulartime/price sequences? Nov 8, 2007 Gabor Grothendieck Interpolating/comparing two irregulartime/price sequences? Nov 8, 2007 Adrian Trapletti Interpolating/comparing two irregulartime/price sequences? Nov 9, 2007

P values in coefficients from garch fitting

2 msgs · Nov 11 – Nov 11

ShyhWeir Tzang P values in coefficients from garch fitting Nov 11, 2007 Eric Zivot P values in coefficients from garch fitting Nov 11, 2007

Réf. : Re: Interpolating/comparing two irregular time/price sequences?

1 msg · Nov 8

guillaume.nicoulaud at halbis.com Réf. : Re: Interpolating/comparing two irregular time/price sequences? Nov 8, 2007

Shapiro-Wilk test yield different p-values in R and S-Plus

2 msgs · Nov 10 – Nov 10

Weimin Mailing List Shapiro-Wilk test yield different p-values in R and S-Plus Nov 10, 2007 Weimin Mailing List Shapiro-Wilk test yield different p-values in R and S-Plus Nov 10, 2007

Where is the Lagrange Multiplier test for ARCH effect in Rmetrics?

1 msg · Nov 10

Weimin Mailing List Where is the Lagrange Multiplier test for ARCH effect in Rmetrics? Nov 10, 2007

calendar to trading days

5 msgs · Nov 20 – Nov 21

Alexander Moreno calendar to trading days Nov 20, 2007 Jeff Ryan calendar to trading days Nov 21, 2007 Jeff Ryan calendar to trading days Nov 21, 2007 Jeff Ryan calendar to trading days Nov 21, 2007 Dirk Eddelbuettel calendar to trading days Nov 21, 2007

disaggregating weekly to daily series

3 msgs · Nov 13 – Nov 13

Ian Seow disaggregating weekly to daily series Nov 13, 2007 Adrian Dragulescu disaggregating weekly to daily series Nov 13, 2007 Gabor Grothendieck disaggregating weekly to daily series Nov 13, 2007

fExtremes labels

1 msg · Nov 15

Markus Gesmann fExtremes labels Nov 15, 2007

fPortfolio problems and question

1 msg · Nov 2

i2000 at go2.pl fPortfolio problems and question Nov 2, 2007

garchOxFit question

1 msg · Nov 9

ANNing-ning garchOxFit question Nov 9, 2007

nonstandard date time format?

3 msgs · Nov 10 – Nov 10

Spencer Graves nonstandard date time format? Nov 10, 2007 Gabor Grothendieck nonstandard date time format? Nov 10, 2007 Spencer Graves nonstandard date time format? Nov 10, 2007

rounding in FGarch procedure

1 msg · Nov 15

John C Frain rounding in FGarch procedure Nov 15, 2007

time series database packages

1 msg · Nov 6

Paul Gilbert time series database packages Nov 6, 2007

timeDate vector

1 msg · Nov 19

Ryker timeDate vector Nov 19, 2007

yearweek creator in zoo

2 msgs · Nov 8 – Nov 8

Markus Loecher yearweek creator in zoo Nov 8, 2007 Gabor Grothendieck yearweek creator in zoo Nov 8, 2007