Re: [R] R help - IGARCH estimation

] Sent: Tue 6/24/2008 4:49 AM To: Xu, Ke-Li Cc: r-h...@stat.math.ethz.ch Subject: Re: [R] R help dear Xu, does: >library(urca) >example(ur.ers) >ers.gnp >str(ers.gnp) >ers@teststat ,do what you want? (this reminds me that I have to learn S4 sometime) best, Gustaf Rydevik On Tu

[R] how to do power transformation for time series data?

I am dealing with a seasonal time series data. In order to ger rid of the nonstationarity of the variance, i need to perform power tranformation to the data and choose the best lambda value. In Mass package, there is a function called 'boxcox' to do power tranformation but it only deals with linea

[R] Elliott's efficient unit root test

$B!I(J. Thanks again. Keli From: stephen sefick [mailto:[EMAIL PROTECTED] Sent: 2008$BG/(J6$B7n(J24$BF|(J 4:54 To: Gustaf Rydevik Cc: Xu, Ke-Li; [EMAIL PROTECTED] Subject: Re: [R] R help A comment from the peanut gallery- It is always good to

[R] R help

Dear Sir/Madam, I found your email address and your correspondence with R-users. I hope you could help me with this question about the function "ur.ers" in the package of "urca". It is an improved unit root test (Elliott et al. 1996 Econometrica). Do you know how to extract the value of the test s