Re: [R] Time series example in Koop

2011-04-05 Thread Mike Marchywka
> Date: Tue, 5 Apr 2011 07:35:04 -0500 > From: ravi.k...@gmail.com > To: r-help@r-project.org > Subject: [R] Time series example in Koop > > I am trying to reproduce the output of a time series example in Koop's book > "Analysis of Financial Data". Koop

Re: [R] Time series example in Koop

2011-04-05 Thread Gabor Grothendieck
On Tue, Apr 5, 2011 at 8:35 AM, Ravi Kulkarni wrote: > I am trying to reproduce the output of a time series example in Koop's book > "Analysis of Financial Data". Koop does the example in Excel and I used the > ts function followed by the lm function. > I am unable to get the exact coefficients th

[R] Time series example in Koop

2011-04-05 Thread Ravi Kulkarni
I am trying to reproduce the output of a time series example in Koop's book "Analysis of Financial Data". Koop does the example in Excel and I used the ts function followed by the lm function. I am unable to get the exact coefficients that Koop gives - my coefficients are slightly different. After