[R] how to pick a value from AR equation

Lorenzo Bencivelli lorenzo.bencivelli at unito.it
Fri May 26 19:30:22 CEST 2006


ok, i'll try to be more precise.
both functions i need (ar() and PP.test()) are in the package stats.
what i would like to do:

omega<-array(0, dim=c(N+1,7))
omega[1,]<-("series","mean","std","max","min","ar(1)coeff","stdar(1)")
for (i in (2:N+1)){
        omega[i,1]<-i-1
        omega[i,2]<-mean(y[(i-1),])
        (...)
        omega[i,6]<- (???????)
        omega[i,7]<- (???????)}

for the PP.test, i would like to do something similar. N is the number 
of the series for which i would like to compute the AR(1) model and the 
unitary root test. thanks in advance. L

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e nella liberta' e nella giustizia che dalla ragione scaturiscono. (sciascia)



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