Thank you Glenn, the detailed label solves the issue.
Best,
Péter
Search found 11 matches
- Mon Feb 23, 2015 2:54 pm
- Forum: Estimation
- Topic: Fitting t-distribution to the data
- Replies: 2
- Views: 3659
- Mon Feb 23, 2015 10:35 am
- Forum: Estimation
- Topic: Fitting t-distribution to the data
- Replies: 2
- Views: 3659
Fitting t-distribution to the data
Hello, I'd like to fit t-distribution to data series and save the parameters of the distribution. I've realized that the command x.distdata(dtype=theory,dist=tdist) fits t-distribution to the data but does not allow to save the parameters. How could I save the estimated parameters? Thank you very mu...
- Thu Dec 18, 2014 6:26 am
- Forum: Estimation
- Topic: logl
- Replies: 1
- Views: 3011
logl
Hello, I've specified the following logl: @logl logl1 res=log(vix)-c(1)*(c(2)+log(vix(-1))) var=c(3)*(c(4)+var(-1))+c(5)*var*r2 logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2 Could you tell me why it does not want to work? It says 'Missing values in @Logl series at current coefficients at current ...
- Tue May 06, 2014 12:27 am
- Forum: Programming
- Topic: saving bandwidth using long-run variance estimation
- Replies: 10
- Views: 7049
Re: saving bandwidth using long-run variance estimation
Dear Glenn,
Thank you very much, it works perfectly.
Kind regards,
Peter
Thank you very much, it works perfectly.
Kind regards,
Peter
- Fri May 02, 2014 12:52 am
- Forum: Programming
- Topic: saving bandwidth using long-run variance estimation
- Replies: 10
- Views: 7049
Re: saving bandwidth using long-run variance estimation
Dear Glenn,
Unfortunately, this new title function has not yet been available. Can you please let me know when the new patch will be released?
Thanks a lot.
Kind regards,
Peter
Unfortunately, this new title function has not yet been available. Can you please let me know when the new patch will be released?
Thanks a lot.
Kind regards,
Peter
- Tue Apr 29, 2014 1:28 pm
- Forum: Programming
- Topic: saving bandwidth using long-run variance estimation
- Replies: 10
- Views: 7049
Re: saving bandwidth using long-run variance estimation
Dear Glenn,
It's very kind of you, thank you very much!
Kind regards,
Peter
It's very kind of you, thank you very much!
Kind regards,
Peter
- Mon Apr 28, 2014 6:53 am
- Forum: Programming
- Topic: saving bandwidth using long-run variance estimation
- Replies: 10
- Views: 7049
Re: saving bandwidth using long-run variance estimation
I'd appreciate it very much if it could be solved soon.
Thanks a lot.
Thanks a lot.
- Sun Apr 27, 2014 1:45 am
- Forum: Programming
- Topic: saving bandwidth using long-run variance estimation
- Replies: 10
- Views: 7049
Re: saving bandwidth using long-run variance estimation
Dear Glenn,
When do you think it'll be available?
Thanks,
Peter
When do you think it'll be available?
Thanks,
Peter
- Thu Apr 24, 2014 8:22 am
- Forum: Programming
- Topic: saving bandwidth using long-run variance estimation
- Replies: 10
- Views: 7049
saving bandwidth using long-run variance estimation
Hi,
I would like to save in a loop the automatic bandwidth selection that can be obtained using the lrvar command. The problem is that if I freeze the output I see the estimated bandwidth only in the header. Could you help me?
Thanks a lot.
Kind regards,
Peter
I would like to save in a loop the automatic bandwidth selection that can be obtained using the lrvar command. The problem is that if I freeze the output I see the estimated bandwidth only in the header. Could you help me?
Thanks a lot.
Kind regards,
Peter
- Thu Jan 09, 2014 9:33 am
- Forum: Programming
- Topic: wgtmethod in correlation
- Replies: 1
- Views: 2213
wgtmethod in correlation
Hello, I'd like to account for possible heteroskedasticity in my series when I calculate correlation coefficients. There is a 'wgtmethod' option in the 'cor' 'interactive use command'. My question would be what is this option? Is it a kind of GLS option? How can be activated this option? When I'd li...
- Mon Oct 21, 2013 6:04 am
- Forum: General Information and Tips and Tricks
- Topic: saving kernel fit
- Replies: 1
- Views: 3790
saving kernel fit
Hi,
Can anybody help me with saving kernel fitted values in a scatter plot? I know it is possible to save kernel fitted values for density functions but I would like to save kernel regression values fitted in a scatter plot. Thank you very much.
Can anybody help me with saving kernel fitted values in a scatter plot? I know it is possible to save kernel fitted values for density functions but I would like to save kernel regression values fitted in a scatter plot. Thank you very much.
