Discussions under Times Series

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Aesthetics of line plot with 2 time series

first post: arima010 wrote: OK, this is probably fairly beginner's question. I use Matlab 2011a...

latest post: michaeljohnston wrote: There are a few ways to do it. Not sure about in IRIS 20120111... I...

SVECX

first post: pdavody wrote: Dear All I want to estimate a VECM (vector error correction model...

latest post: michaeljohnston wrote: I don't really see what the code you link to has to do with IRIS, u...

Monte Carlo procedure

first post: jhkemp wrote: Hi I am relatively new to the MC procedure and just want to find...

latest post: michaeljohnston wrote: Hi Harri, Yes, that is the correct function if you are trying to ...

dbload function

first post: haythemtn wrote: Hi Jaromir a simple question about dbload function. how can i use...

latest post: haythemtn wrote: thank you for clarifying. Mr Jaromir all respect.

cholesky decomposition and stress scenario

first post: haythemtn wrote: Hi Mr : Jaromir can you please explain me this syntax. it is about...

latest post: haythemtn wrote: thank you jaromir.

answered by: jaromirbenes wrote: I'm sorry, but this question and piece of code has nothing to do wi...

Deterministic Scenario:

first post: haythemtn wrote: please i need help about developing a determinsitic scenario for cr...

latest post: haythemtn wrote: Thank you Sir.

answered by: jaromirbenes wrote: ``` v_hh = VAR('VOL_HH'); ... [v_hh, data_hh] = estimate(v_hh, d, i...

Obtaining SA forecast with X13-ARIMA-SEATS

first post: AndreyO wrote: Hi! With new X13-ARIMA-SEATS it is possible now in IRIS to run a ...

latest post: AndreyO wrote: Thanks for the clarification, Jaromir.

answered by: jaromirbenes wrote: Unfortunately, this limitation is not due to IRIS but due to X13 it...

moving correlations

first post: cankril wrote: Hello. Is there a way to compute moving correlations with a given v...

latest post: cankril wrote: Great. Many thanks Jaromir. Regards, Jorge

answered by: jaromirbenes wrote: The most straightforward way is simply the following nested loops %...

recursive calculations of tseries

first post: zhumingming wrote: Hi, I'm wondering if it's possible to recursively calculate 'var1...

latest post: zhumingming wrote: Thank you very much Jaromir. Will submit a request.

Calibration and estimation

first post: acristiuc wrote: I have some question to group: can I calibrate in same time all pa...

latest post: michaeljohnston wrote: And in regards to shock specification, shocks in IRIS are always in...

answered by: michaeljohnston wrote: 1. Yes, of course. Calibrate parameters by whatever method you want...