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 -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730p4633807.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
