Posts by Everton Toledo • 113 points
12 posts
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viewsQ: How to calculate the variance and covariance matrix of the BEKK11 function of the MTS package
I have BEKKK11 function of MTS package function (rt, include.mean = T, cond.dist = "normal", ini.estimates = NULL) { if (!is.matrix(rt)) rt = as.matrix(rt) nT = dim(rt)[1] k = dim(rt)[2] if (k >…
rasked Everton Toledo 113 -
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answer47
viewsQ: Generate BEKK latex PDF and diagnoseBEKK of the 'mgarchBEKK' package
I want to generate in PDF latex the functions BEKK and diagnoseBEKK of the mgarchBEKK package, only that it comes out all disfigured. It follows from the data: > head(LOG1) [,1] [,2] [1,]…
rasked Everton Toledo 113 -
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answer71
viewsQ: How to not generate BEKK11 directly on the screen
The function BEKK11 of package MTS generates directly on screen because of the functions: cat("Initial estimates: ", par, "\n") cat("Lower limits: ", c1, "\n") cat("Upper limits: ", c2, "\n")…
rasked Everton Toledo 113 -
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answers176
viewsQ: causality test of Granger cajorls R
I would like to do the Granger causality test on vec in data R: library(urca) data(finland) sjf <- finland sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2, spec = "longrun",…
rasked Everton Toledo 113 -
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answer142
viewsQ: Create table Stargazer function mq in R
I have the data below and would like to create a table Stargazer to generate in latex a pdf. How could I do? x=matrix(rnorm(1500),500,3) mq(x) > mq(x) Ljung-Box Statistics: m Q(m) df p-value [1,]…
rasked Everton Toledo 113 -
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answer33
viewsQ: Problems to transform variable data timeSeries in R
I have the following data and would like to create 4 dataframe: > head(Log_retorno) TS.1.1 TS.1.2 TS.1.3 TS.1.4 2008-01-11 0.090393077 0.08588355 0.129032018 0.09774478 2008-01-18 0.017924523…
rasked Everton Toledo 113 -
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answer47
viewsQ: BEKK Multivariate Garch Error in R
I’m trying to run the package mgarchBEKK the following data: > head(Log_retorno) DLog_B3a DLog_JCa DLog_Basea DLog_CBOTa [1,] 0.090393077 0.08588355 0.129032018 0.09774478 [2,] 0.017924523…
rasked Everton Toledo 113 -
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answers87
viewsQ: Separate data from a variable
I have a variable - (Municipality), which brings me the result (Açucena - MG). How do I separate in R the Municipality of the State? library(sidrar) Tab1612SojaRend <-get_sidra(1612,variable =…
rasked Everton Toledo 113 -
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answer55
viewsQ: Transform level into variable
I would like to create a new column, transforming Tab1612SojaRend$Nível.Territorial the levels "Great Region" and "Federation Unity" in columns. The "Unity of the Federation has to be in the same…
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answers1179
viewsQ: Weighted Average in R
With the data set I have the columns C1(year),C2(states), C3(weight), and C4(value). I’d like to do the weighted average (C4) with (C3), per state(C2) per year(C1). dados <- data.frame(c1 =…
rasked Everton Toledo 113 -
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answer1149
viewsQ: How to calculate percentage change with 3 variables in R
I have the following data: library(sidrar) Tab1612SojaQde <-get_sidra(1612,variable = 214, period = c("last"=22), geo="State",classific = 'c81', category = list(2713)) head(Tab1612SojaQde)…
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answers34
viewsQ: Error to generate a Seasplot chart
generating this code: inflacao <- ts(read.csv2('inflacao.csv',header = T,sep = ';',dec = ','), start = c(1980,01),freq=12)[,-1] then the Seasplot: seasplot(inflacao, outplot = 4) Makes this…