[R] How can I let the dimension change via the circulation?

[David Winsemius]

On Aug 24, 2014, at 7:56 AM, John McKown wrote:

> You replied only to me. But I'm replying to you directly and the r-help
> list as well. Hopefully someone there will be able to help you with this
> statistical methodology. Please remember that I'm very ignorant of
> statistics (I made a C in it in college). Your reply did seem quite
> understandable to me, given my abysmal ignorance of statistics. Given that,
> I am bowing out of this discussion because I would only add confusion and
> not enlightenment.
> 
> 
> On Sat, Aug 23, 2014 at 10:25 PM, 西风古道 <lx900902 at qq.com> wrote:
> 
>> I would like to know hou to do the recursive regression in R.

To lx900902;

I would not have used that term for the procedure that is described but when I do searches with that phrase is am able find several citations to similar question on R-help in the past. So you should "learn to search"

http://www.rseek.org/

-- 
David.


>> Suppose
>> there are 400 observations. The regression starts at the r1th of the
>> sequence and ends at r2th. First let the regression sequence start at 1st
>> obesrvations and end at 40th. We get the first t-statistics from that
>> regression. Then let the end point increase 1 in turn. The starting point
>> also varies. For instance, during the second regression , first we run the
>> regression via the sample 1-41 and then we run the regression via the
>> sample 2-41. We get two t-statistics and we choose the max of the two. If
>> the end point is 42, we choose the maximum t-statistics from the following
>> three regression : sample 1-42,2-42,3-42.
>> 
>> 
>> ------------------ 原始邮件 ------------------
>> *发件人:* "John McKown";<john.archie.mckown at gmail.com>;
>> *发送时间:* 2014年8月24日(星期天) 上午9:18
>> *收件人:* "西风古道"<lx900902 at qq.com>;
>> *抄送:* "r-help"<r-help at r-project.org>;
>> *主题:* Re: [R] How can I let the dimension change via the circulation?
>> 
>> Apparently part of your message was removed by the email software. You
>> MUST NOT use HTML encoded messages on this forum because the list software
>> removes all HTML encoded information before sending it to us. It appears
>> that the Matlab code was a victim of this removal. Also, don't try to paste
>> a "screen snap shot" or "picture". You really need to paste in just plain
>> text.
>> 
>> I tried to make a decent guess, but the only thing I can find that _might_
>> be what you are asking about is the Agumented Dickey-Fuller Test. I don't
>> even know what that _is_, even after reading the Wikipedia article.  But
>> that article mentioned the "tseries" package in R. It contains a function
>> called "adf.test()". I don't know if this is what you need or not. But you
>> can review it by installing "tseries" by entering the R command:
>> install.packages("tseries") at the R prompt. I am a system admin &
>> programmer, not a statistician or economist. What I read:
>> http://en.wikipedia.org/wiki/Augmented_Dickey%E2%80%93Fuller_test . But I
>> don't understand it.
>> 
>> 
>> On Sat, Aug 23, 2014 at 7:22 AM, 西风古道 <lx900902 at qq.com> wrote:
>> 
>>> Here is the fraction of Matlab code for the Generalized Sup ADF Test for
>>> the bubble testing:
>>> 
>>> The dimension of the matrix rwadft may vary via the circulation. I then
>>> imitate this code by the R program as the following:
>>> for (dim0 in 1:30){
>>> rwadf<-numeric(dim0)
>>> ....
>>> in the circulation but it does not work. The dimension of the rwadf do
>>> not vary and I can not get the right answer.
>>> I want to know if I can let the dimension of the rwadf change via the
>>> circulation. How should I write the R code?‍
>>>        [[alternative HTML version deleted]]
>>> 
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>> 
>> 
>> 
>> 
>> --
>> There is nothing more pleasant than traveling and meeting new people!
>> Genghis Khan
>> 
>> Maranatha! <><
>> John McKown
>> 
> 
> 
> 
> -- 
> There is nothing more pleasant than traveling and meeting new people!
> Genghis Khan
> 
> Maranatha! <><
> John McKown
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA