[R] Error Correction Model on Panel Data

I have a panel data set with a non-stationary regressand and a non-stationary regressor. I've used the plm package to do a fixed effects regression of a long-run (i.e. cointegrating) relationship between these non-stationary variables and I've used plm's purtest to do an Engle-Granger test that the

Re: [R] Value of 'pi'

Pi is an irRATIOnal number, meaning that it is not equal to the ratio of any integers ("whole numbers"). Hence, 22/7 is ONLY an approximation. The built-in value for pi in R is also just an approximation (pi has no terminal digit on the right of the decimal point so any finite number of digits will

[R] CDF of Sample Quantile

I need to calculate the probability that a sample quantile will exceed a threshold given the size of the iid sample and the parameters describing the distribution of each observation (normal, in my case). I can compute the probability with brute force simulation: simulate a size N sample, apply R's

Re: [R] CDF of Sample Quantile

rneysville WV, 25430 > (304) 724-4480 > "Is the room still a room when its empty? Does the room, > the thing itself have purpose? Or do we, what's the word... imbue it." > - Jubal Early, Firefly > > r-help-boun...@r-project.org wrote on 02/14/2011 09:58:09 AM:

Re: [R] CDF of Sample Quantile

then R uses a weighted average of 2 order statistics, in which case I'm left with my standing problem... On Mon, Feb 14, 2011 at 2:26 PM, Duncan Murdoch wrote: > On 14/02/2011 9:58 AM, Bentley Coffey wrote: > >> I need to calculate the probability that a sample quantile will

[R] CDF of Sample Quantile

closed form solution) on an orthogonal polynomial in n. This is a _very_ fast and fairly accurate solution. Thanks to all who offered their help... On Thu, Feb 17, 2011 at 11:11 PM, Bentley Coffey wrote: > > Duncan, > > I'm not sure how I missed your message. Sorry. What you d