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Hi zoe, it's easy in a spreadsheet to calculate the p-value; estimates/stand.error = 1.96>5%<-1.96 for the asymmetry you must use: model=mGJR.est(eps1=#1, eps2=#2, order=c(1,1,1)) mvBEKK...
Dear Ruser, Below, the deal (you can copy paste): r=3 ; set.seed(1) v <- matrix(c(rnorm(40)),10,4) for (j in 1:4){ for (i in 1:r){ x <- t(v[,j]^(i)*v[,1:4]^((r...
Leave the Taylor expansion aside, how is it possible to compute with [R]: f(e) = e1 + e2 #for r = 1 + 1/2!*e1^2 + 1/2!*e2^2 + 1/2!*e1*e2 #for r = 2, excluding e2*e1 + 1/3...
Hello R-users, I am trying to plot P value discrepancy plots as describe by Russell Davidson and James G. MacKinnon in "Graphical Methods for Investigating the Size and Power of Hypothesis Tests (1998)". I know ecdf () to obtain the...
Dear list, I have a big deal concerning the development of a Taylor expansion. require(Matrix) e1 <- as.vector(1:5) e2 <- as.vector(6:10) in order to obtain all the combinations between these two vectors following a Taylor...
Thanks for specifying the solution. The deal is that we are faced of vectors. Moreover I need to specify them as function of own-lagged with expansion=1,2, ? ; lag=1, 2, ? set.seed(1) E <- cbind(as.vector(rnorm...
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