[R-SIG-Finance] [R-sig-finance] Data-set for Hamilton Time Series analysis.

Jeff Ryan jeff.a.ryan at gmail.com
Wed Feb 18 06:21:04 CET 2009


His website:

http://weber.ucsd.edu/~jhamilto/

Jeff
On Tue, Feb 17, 2009 at 11:05 PM, Bogaso <bogaso.christofer at gmail.com> wrote:
>
> If you dont mind, can you please share his email id?
>
>
> Matthieu Stigler-2 wrote:
>>
>> to my knowledge it is not in R, neither on the web. I actually asked
>> directly Hamilton and he sent my some few hours later the dataset I needed
>> (for section 6.4, use of spec ana, can send it to you). Actually it could
>> be
>> a good idea to ask him for the whole dataset and include it R, (in package
>> ecdat? or build a new one with only datasets of usual textbooks?, software
>> gretl has many other datasets).
>>
>> Mat
>>
>> 2009/2/18 Bogaso <bogaso.christofer at gmail.com>
>>
>>>
>>> Do anyone know whether is it possible to get original dataset, used by
>>> Hamilton in Time series analysis in web? Currently I am studying that
>>> book,
>>> and trying to implement the examples given there from my own. Is there
>>> any
>>> R
>>> package where those materials are implemented?
>>>
>>> Thanks in advance
>>> --
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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