[R] Fwd: time series regression

Dear, I am doing a time series regression (one dependent time series variable, 7 independent time series variables and 32 annual observations). I have the problem of cointegration, autocorrelation and multicollinearity. I am considering an error correction model of the form: diff(lnY(t))=a+b1*lnY(

[R] time series regression

Hi Everyone, I am doing a time series regression (one dependent time series variable, 7 independent time series variables and 32 annual observations). I have the problem of cointegration, autocorrelation and multicollinearity. I am considering an error correction model of the form: diff(lnY(t))=a+

[R] time series regression

Dear, I am doing a time series regression (one dependent time series variable, 7 independent time series variables and 32 annual observations). I have the problem of cointegration, autocorrelation and multicollinearity. I am considering an error correction model of the form: diff(lnY(t))=a+b1*lnY(t

[R] time series regression

Hi Everyone, I am trying to do a time series regression using the lm function. However, according to the durbin watson test the errors are autocorrelated. And then I tried to use the gls function to accomodate for the autocorrelated errors. My question is how do I know what ARMA process (order) to

[R] Fwd: time series regression

Hi Everyone, One more information to my question. I am trying to do a time series regression using the lm function. *My intention is to investigate the relationship between a dependent time series variable and several independent time series variables.* According to the durbin watson test the erro

[R] Fwd: time series regression

Hi Everyone, I am trying to do a time series regression using the lm function. However, according to the durbin watson test the errors are autocorrelated. And then I tried to use the gls function to accomodate for the autocorrelated errors. My question is how do I know what ARMA process (order) to

[R] c-index

I am using Cox regression to identify at risk groups. I have a training data set and a validation data set. How can I get the C-index in R? Any hint is highly appreciated. Thanks, Bereket [[alternative HTML version deleted]] __ R-help@r-project

Re: [R] C-index

Hi > > I am using Cox PH regression using the coxph function to identify at risk > groups. How can I get the C-index (area under ROC curve) statistic in R? > > Thanks, > > Bereket > [[alternative HTML version deleted]] __ R-help@r-project.org

[R] C-index

Hi I am using Cox regression to identify at risk groups. How can I get the C-index in R? Thanks, Bereket [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the

[R] C-index

Hi I am using Cox regression to identify at risk groups. How can I get the C-index in R? Thanks, Bereket <'[EMAIL PROTECTED]'> [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-h