[R] Loop: noob question
Hi, Can someone help me out to create a (for?) loop for the following procedure: x=rnorm(250,0,0.02) library(timeSeries) x=timeSeries(x) P=1000 loss=-P*x loss v95=quantile(loss,0.95) v95 I would like to generate 100 000 v95 values. Also, can anybody name a source where I could read up basic programming in R? Thank you. -- View this message in context: http://r.789695.n4.nabble.com/Loop-noob-question-tp3721500p3721500.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Using ts and timeSeries
Hello. I have been working on a project which involves random number generation and unit root test. After I generate the numbers (I am generating stock returns using rnorm(1000,0,0.25), I want to check if the series has a unit root or not. But before I should modify the data to time series. My question is which of the functions ts or timeSeries more appropriate to test unit root using Augmented Dickey Fuller test? Thank you. -- View this message in context: http://r.789695.n4.nabble.com/Using-ts-and-timeSeries-tp3598693p3598693.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to fit ARMA model
Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have tried many packages [tseries, fseries, FitARMA etc.] and all of them giving very different results. I would appreciate if someone could post here what the best package is for my purpose. Also, after having done the fitting, I would like to check for the model's adequacy. How can I do this? Thanks. -- View this message in context: http://r.789695.n4.nabble.com/How-to-fit-ARMA-model-tp3637632p3637632.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to generate heteroscedastic random numbers?
Hello, I have tried to generate numbers randomly which follow normal, Student-t and skewed Student-t distributions. However, when I check those series for heteroscedastisity test (ARCH) results are showing that there is no heteroscedastisity. As we all know, returns (financial returns) usually have heteroscedastisity. My question is, is it possible somehow generate random numbers which have hetescedastisity? I was thinking about generating random numbers and sort them out and then allocate them, so they will have some level of heteroscedastisity. However, I am not sure if this is correct way of doing it. I appreciate any input. Thank you. -- View this message in context: http://r.789695.n4.nabble.com/How-to-generate-heteroscedastic-random-numbers-tp3654534p3654534.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Strange graphs
Hello, I am facing problems with plotting graphs in R. It was working well since today, but I cannot get some graphs for unknown reasons. Initially it gave me diagonal straight lines. Now it is giving me very strange curves. I have tried to re-install the softwear. It still did not help. Please, help me out. Oh, I am using fGarch package outputs and based on them trying to plot the graphs. I do not know if it is because of the package that I am using. Thank you. -- View this message in context: http://r.789695.n4.nabble.com/Strange-graphs-tp3675530p3675530.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
