Re: [R] multiplicative error model

no the manual doesn't help me. because, it doesn't give me the results i need. this is what i obtain (y in my case is the daily range of s&p) > mem <- dm( y~mem(1,1) ) > summary( mem) Call: dm(formula = y ~ mem(1, 1)) > mem Call: dm(formula = y ~ mem(1, 1)) Coefficients: [1] 0.001656 0.2340

[R] multiplicative error model

HI, i'm trying to estimate a multiplicative error model in R, i've seen the dynamo package but it seems that i'm not able to use it. does someone know how can i do it? thanks -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730.html Sent from the

Re: [R] multiplicative error model

What do you mean by using the package? Aren't the examples in the package manual at http://cran.r-project.org/web/packages/dynamo/dynamo.pdf enough for you? Ozgur -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730p4633732.html Sent from the R