[R] multiplicative error model
    saraberta 
    sara.bertapelle at hotmail.it
       
    Tue Jun 19 08:54:44 CEST 2012
    
    
  
no the manual doesn't help me. because, it doesn't give me the results i
need. 
this is what i obtain (y in my case is the daily range of s&p)
> mem <- dm( y~mem(1,1) )
> summary( mem)
Call:
dm(formula = y ~ mem(1, 1))
> mem
Call:
dm(formula = y ~ mem(1, 1))
Coefficients:
[1]  0.001656  0.234052  0.719307
no statistics!
than actually i should implement a more complex model, with asymmetric
effects or even multivariate, but i've no idea on how can i do it.
thanks a lot
sara
--
View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730p4633807.html
Sent from the R help mailing list archive at Nabble.com.
    
    
More information about the R-help
mailing list