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James Grayot


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Question


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)_ ...

plus de 8 ans il y a | 2 réponses | 0

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Question


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...

presque 9 ans il y a | 1 réponse | 0

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Question


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...

presque 9 ans il y a | 1 réponse | 0

1

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Question


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. ...

plus de 9 ans il y a | 1 réponse | 0

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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...

plus de 9 ans il y a | 1 réponse | 0

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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...

plus de 9 ans il y a | 2 réponses | 0

2

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Question


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...

plus de 9 ans il y a | 1 réponse | 0

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