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adding some tests with VAR, still to improve

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mxmehl
2015-02-26 01:27:40 +01:00
parent 6e83b8b6a1
commit d575270bae
1 changed files with 10 additions and 0 deletions
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issuecomp-3-calc.R
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@@ -74,6 +74,16 @@ g1 <- ggplot(data = stats_entropy, aes(x=date,y=value,colour=variable, group=var
geom_smooth(size=1,formula = y ~ x, method="loess", se=FALSE, color=1) geom_smooth(size=1,formula = y ~ x, method="loess", se=FALSE, color=1)
g1 g1
# VAR ---------------------------------------------------------------------
test <- VAR(issues[,2:32], p=3, type=c("const", "trend", "both", "none"), season=NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ", "SC", "FPE"))
VAR(issues_s[,2:11], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = issues_i[2:22])
capture.output(print(summary(test), prmsd=TRUE, digits=1), file="out.txt")
# SOME TESTS -------------------------------------------------------------- # SOME TESTS --------------------------------------------------------------
stats <- data.frame(date=drange) stats <- data.frame(date=drange)