[R] multiplicative error model

saraberta sara.bertapelle at hotmail.it
Tue Jun 19 08:54:44 CEST 2012


no the manual doesn't help me. because, it doesn't give me the results i
need. 
this is what i obtain (y in my case is the daily range of s&p)

> mem <- dm( y~mem(1,1) )
> summary( mem)

Call:
dm(formula = y ~ mem(1, 1))

> mem

Call:
dm(formula = y ~ mem(1, 1))

Coefficients:
[1]  0.001656  0.234052  0.719307

no statistics!
than actually i should implement a more complex model, with asymmetric
effects or even multivariate, but i've no idea on how can i do it.
thanks a lot
sara

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