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Subject: | XploRe Application Guide |
See XploRe: |
Quantlet: | flts04 | |
Description: | Bandwidth selection for Nadaraya-Watson estimates of NAR(1) model for lynx data | |
Download: | flts04.xpl |
library("smoother") library("plot") setsize(640,480) ; data preparation lynx = read("lynx.dat") lynxrows = rows(lynx) lag1 = lynx[1:lynxrows-1] ; vector of first lag y = lynx[2:lynxrows] ; vector of dep. var. data = lag1~y data = log(data) ; tmp = regxbwsel(data)
Subject: | XploRe Application Guide |
See XploRe: |