Re: [R] Confused about using data.table package,

2017-02-19 Thread David Winsemius
> On Feb 19, 2017, at 11:37 AM, C W wrote: > > Hi R, > > I am a little confused by the data.table package. > > library(data.table) > > df <- data.frame(w=rnorm(20, -10, 1), x= rnorm(20, 0, 1), y=rnorm(20, 10, 1), > z=rnorm(20, 20, 1)) > > df <- data.table(df) df <- setDT(df) is preferred.

Re: [R] lmtest package - Difference between vcov and vcov.

2017-02-19 Thread Achim Zeileis
On Sun, 19 Feb 2017, T.Riedle wrote: Dear all, I want to run a regression using coeftest() in combination with the waldtest() function from the lmtest package. I am confused about the argument vcov. The coeftest uses vcov. whereas according to the manual waldtest uses vcov and I am not sure

[R] Confused about using data.table package,

2017-02-19 Thread C W
Hi R, I am a little confused by the data.table package. library(data.table) df <- data.frame(w=rnorm(20, -10, 1), x= rnorm(20, 0, 1), y=rnorm(20, 10, 1), z=rnorm(20, 20, 1)) df <- data.table(df) #drop column w df_1 <- df[, w := NULL] # I thought you are supposed to do: df_1 <- df[, -w] df_2

Re: [R] Forecasting using VECM

2017-02-19 Thread Jeff Newmiller
It will if you use it properly. Have you read the help for that function? You didn't show your code, and you didn't post your email using plain text, so we can't help much here. -- Sent from my phone. Please excuse my brevity. On February 19, 2017 5:17:42 AM PST, Preetam Pal wrote: >Hey Bert,

Re: [R] Forecasting using VECM

2017-02-19 Thread Preetam Pal
Hey Bert, The predict function in the link you mentioned does not seem to use independently generated future values of the variables cpiUSA and cpiCAN in calculating the future values of the variable of interest, i.e. dolCAN. As I mentioned in the mail, I have the future cpiUSA and cpiCAN values ex

[R] Seasonality of VAR + Inventory Management Packages

2017-02-19 Thread Lal Prasad
Hi All, Could you help me with the below questions on VAR Model and Inventory Management/Supply Chain related models in R. 1)Could you let me know if VAR model will work with multivariate time series with Seasonality? 2)Anything needs to be done explicitly for VAR to handle seasonality and rando

Re: [R] irf in vars package

2017-02-19 Thread Jeff Newmiller
Hard to say, since you did not tell us what you did per the Posting Guide. Did you read footnote 4? -- Sent from my phone. Please excuse my brevity. On February 19, 2017 5:13:51 AM PST, "T.Riedle" wrote: >Dear all, >I am trying to replicate the Canada example in the vars vignette. >Unfortunate

[R] lmtest package - Difference between vcov and vcov.

2017-02-19 Thread T.Riedle
Dear all, I want to run a regression using coeftest() in combination with the waldtest() function from the lmtest package. I am confused about the argument vcov. The coeftest uses vcov. whereas according to the manual waldtest uses vcov and I am not sure about the difference between vcov. in co

[R] irf in vars package

2017-02-19 Thread T.Riedle
Dear all, I am trying to replicate the Canada example in the vars vignette. Unfortunately, the irf() does not work. R returns following error: unused arguments (response = "U", n.ahead = 48, boot = TRUE) Why is the example not working? [[alternative HTML version deleted]] __