Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.
1
vote
1
answer
1k
views
Discretization simulation of a Wiener Process
I got some problems with this homework which I have totally no idea, never got into this field before and I really need some help.
First, we have a wiener process like
Which means the probability …
1
vote
Accepted
How to generate a VAR(1) model?
I found out by myself
here is the simplified version:
> set.seed(777)
>
> phi = matrix(c(.2, -.6, .3, 1.1), 2)
>
> library(MASS)
> at = mvrnorm(201, mu = c(0,0), Sigma = matrix(c(2, 1, 1, 1), 2))
…
0
votes
1
answer
474
views
How to generate a VAR(1) model? [closed]
I already written the code but something went wrong and I don't know why...
here is the code.
> set.seed(777)
>
> n = 200
> k = 2
> p = 1
>
> phi = matrix(c(.2, -.6, .3 …
0
votes
0
answers
136
views
How to do the RESET test on an AR model?
Question 2.If I want to do the same thing on the model below
which is a ar(2) model plus , how to fit this nonlinear model (by using R, thank you!)? …