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Apr
10
awarded  Organizer
Apr
10
revised Estimation of vector autoregressive (VAR) process
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Apr
10
comment Estimation of vector autoregressive (VAR) process
Look at this demo: demonstrations.wolfram.com/AModelOfVectorAutoregression If you download the source code you'll easily find functions for OLS and Yule-Walker estimation procedures.
Apr
10
suggested suggested edit on Estimation of vector autoregressive (VAR) process
Apr
10
comment Estimation of vector autoregressive (VAR) process
Thanks for asking, I've long wanted to ask the same question here. It seems that in time series and macroeconomic modeling mma lags far behind packages such as free IRIS Toolbox for Matlab or EViews.
Feb
26
comment Estimate parameters of the state space model
thanks for you answers. I've added an example of the kind of problem I want to solve. My main concern is how do I estimate the parameters with data.
Feb
26
revised Estimate parameters of the state space model
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Feb
19
asked Estimate parameters of the state space model
Jan
18
awarded  Yearling
Sep
7
awarded  Popular Question
Jul
14
awarded  Benefactor
Jul
12
accepted How to set FindGraphCommunities Modularity's method option
Jul
7
awarded  Promoter
Jul
4
comment How to set FindGraphCommunities Modularity's method option
sorry, I may have not put it as clear as I should. OptionName is a placeholder for "Weighted". Try for ex. Method->{"Modularity","Weighted"->True} or {"Modularity","Weighted"->False}. This should produce different results in general for weighted graphs (and no errors).
Jul
4
comment How to set FindGraphCommunities Modularity's method option
@bill s, there's a special syntax to set options: Method->{MethodName, OptionName->Option}. So the user can provide some random string for OptionName to produce an error message. This error message says "OptionName is not in {"Weighted", "StopTest"}". So that is the way to find out what are the options available for that method.
Jul
3
revised How to set FindGraphCommunities Modularity's method option
deleted 45 characters in body
Jul
2
asked How to set FindGraphCommunities Modularity's method option
Mar
12
comment Exporting plots with Cyrillic text elements to pdf
Thanks, @Alexey.
Mar
12
accepted Exporting plots with Cyrillic text elements to pdf
Jan
18
awarded  Yearling