[R] how to pick a value from AR equation
Lorenzo Bencivelli
lorenzo.bencivelli at unito.it
Fri May 26 19:30:22 CEST 2006
ok, i'll try to be more precise.
both functions i need (ar() and PP.test()) are in the package stats.
what i would like to do:
omega<-array(0, dim=c(N+1,7))
omega[1,]<-("series","mean","std","max","min","ar(1)coeff","stdar(1)")
for (i in (2:N+1)){
omega[i,1]<-i-1
omega[i,2]<-mean(y[(i-1),])
(...)
omega[i,6]<- (???????)
omega[i,7]<- (???????)}
for the PP.test, i would like to do something similar. N is the number
of the series for which i would like to compute the AR(1) model and the
unitary root test. thanks in advance. L
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