Consider a time series, generated using set.seed(1) E=rnorm(240) X=rep(NA,240) rho=0.8 X=0 for(t in 2:240){X=rho*X+E} The idea is to assume that an autoregressive model can be considered, but we don't know the value of the parameter. ...
Posts Tagged ‘ ACT6420-H2012 ’
That damn R-squared !
Another post about the R-squared coefficient, and about why, after some years teaching econometrics, I still hate when students ask questions about it. Usually, it starts with "I have a _____ R-squared... isn't it too low ?" Please, feel free to fi...
Inference and autoregressive processes
Consider a (stationary) autoregressive process, say of order 2, for some white noise with variance . Here is a code to generate such a process, > phi1=.5 > phi2=-.4 > sigma=1.5 > set.seed(1) > n=240 > WN=rnorm(n,sd=sigma) > ...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
