[R] Loop: noob question

2011-08-05 Thread UnitRoot
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

[R] Using ts and timeSeries

2011-06-15 Thread UnitRoot
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 que

[R] How to fit ARMA model

2011-07-01 Thread UnitRoot
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 packag

[R] How to generate heteroscedastic random numbers?

2011-07-08 Thread UnitRoot
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

[R] Strange graphs

2011-07-18 Thread UnitRoot
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,