[R] cointegration, changing time span, incorrect results

I just tried to figure out why R does not calculate the same johansen test statistics as eviews does: I imported data: sy=read.csv("sy.csv",sep=";",header=TRUE) si=read.csv("si.csv",sep=";",header=TRUE) merged them. swe=merge.zoo(si,sy) when i test swe for cointegration with the johansen test, i

Re: [R] cointegration, changing time span, incorrect results

problem solved. if one adjusts in r the time span the way i did it, r really only has data available for this time span. to the opposite in eviews. if one sets in eviews a time span via adjusting the sample size, it still uses the observations outside the sample size i.e. in cointegrationn tests wh

[R] Boxplot graphic

Dear R-users! I boxplotted some data. the class of the data is numeric. There are some outliers and I would like to see their names in the graphic. So, instead that the data points of the outliers are plotted as points, I would like to have their names plotted. First of, how can I give my data se

[R] Adjust the position of main in par(mfrow)

hey guys I want two plots in one window with an overall title and with individual titles for each plots. my code: par(mfrow=c(2,1)) bp_dirverq1=boxplot(dirverq1, col="orange",horizontal=TRUE, main="Q1 2012",cex.main=0.7) bp_dirverq2=boxplot(dirverq2, col="orange",horizontal=TRUE, main="Q2 2012",

Re: [R] Adjust the position of main in par(mfrow)

thanks! the line command worked well. -- View this message in context: http://r.789695.n4.nabble.com/Adjust-the-position-of-main-in-par-mfrow-tp4637901p4637948.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mail

[R] object of type 'S4' is not subsettable

hey there! The object 'cit' contains: > cit # # Johansen-Procedure Unit Root / Cointegration Test # # The value of the test statistic is: 5.3484 9.0681 10.6433 --- I want R to

Re: [R] object of type 'S4' is not subsettable

Figured it out. given that object 'cit' is of class S4, extracting information works as follows: 1)finding out names of slots in object 'cit' > slotNames(cit) [1] "x" "Z0""Z1""ZK""type" "model" [7] "ecdet" "lag" "P" "season""dumvar

Re: [R] object of type 'S4' is not subsettable

Thanks for that hint. Philipp Lentner -- View this message in context: http://r.789695.n4.nabble.com/object-of-type-S4-is-not-subsettable-tp4529063p4529958.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing l

[R] changing time span

you recommend? kind regards, phillen -- View this message in context: http://r.789695.n4.nabble.com/changing-time-span-tp4413672p4413672.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.c

Re: [R] changing time span

muchas gracias! Exactly what I was looking for, very helpful. Best regards, Philipp -- View this message in context: http://r.789695.n4.nabble.com/changing-time-span-tp4413672p4414007.html Sent from the R help mailing list archive at Nabble.com. __ R-

[R] panel cointegration

Hi - i am looking for a package with which I can perform panel cointegration tests. Old threads suggest plm and urca package, but I don't find suitable tests in these packs. Somebody knows more? best regards, Philipp -- View this message in context: http://r.789695.n4.nabble.com/panel-cointegrati

Re: [R] panel cointegration

I found the unit root test function /purtest/ in the plm package but nothing spefifical about cointegration. I really would be grateful if anyone knew about a package for panel cointegration tests. best regards, Philipp -- View this message in context: http://r.789695.n4.nabble.com/panel-cointegr