MrMarc

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17 years, 131 days

MaplePrimes Activity


These are questions asked by MrMarc

I have a list like     K := [A, B, C, D, E, F, G, H, I];    


Now I want to remove list element K[3], K[6] and K[8] what command do I use to do that ?  remove ?

The list is much longer so manual deletion is not an option

I found on the internet a basic definition of mean reversion ( http://mathworld.wolfram.com/ReversiontotheMean.html )

I would assume such definition would also work as an definition of stationarity:
 

" Reversion to the mean, also called regression to the mean, is the statistical phenomenon stating that the greater the deviation of a random variate from its mean, the greater the probability that the next measured variate will deviate less far. In other words, an extreme event is likely to be followed by a less extreme event."

This GARCH model in Maple is driving me crazy. I have successfully estimated the two parameters in excel

which was quite straight forward with the help with Hulls book page 380 (please see attached file for data)
 

Download 8342_GARCH Estimation (Hull).zip
View file details

 

You can easily (or at least comparatively easy) create Maplets in Maple but you can not (as far as I know)

create shortcuts to such Maplets in the main menu. I must say I find this very strange.

It is like having the tools and resources to build a boat but you don't have access to water.

I don't want to create a Maplet and having to open a worksheets each time I want to load the Maplet.

It just destroys the whole experience. Again I find this very strange :-)

 

How can I simulate and estimate the parameter value p for an AR(1) model of the form X(t) = p*X(t-1) +E

or alternatively X(t) - X(t-1)=p*X(t-1) - X(t-1) + E   where E is a random term 

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