用lingo软件如何对DEA-DA模型进行编程

104# epoh

epoh老师，您好！
       我是完全按您的指导操作的，然后提示以下错误：
我估计是不是我的splus8没有resample模块？
S-PLUS : Copyright (c) 1988, 2007 Insightful Cor
p.
S : Copyright Insightful Corp.
Enterprise Developer Version 8.0.4  for Microsof
t Windows : 2007
Working data will be in F:\0计量经济学前沿\Analy
sis of High-Frequency Financial Data with S-PLUS
\Return Calculations
> install.pkgutils()
Warning messages:
  It looks like a version of the pkgutils
package is already installed,
exiting without downloading or
installing any files.
Run install.pkgutils(update=TRUE) to
force a new install in: install.pkgutils
()

>   library(pkgutils)
>   install.packages("resample")
The downloaded packages are in
D:\DOCUME~1\ADMINI~1\LOCALS~1\Temp\di000
E03.tmp\downloaded_packages
Warning messages:
1: argument 'lib' is missing: using
D:\Documents and
Settings\Administrator\Application
Data\Insightful\splus80_WIN386\library
in: install.packages("resample")
2: cannot remove prior installation of package
'resample' in: unpackPkg(foundpkgs[okp,
2], foundpkgs[okp, ....
> library("resample")
Problem in library("resample"): No section "resa
mple" in the library directories: D:\Documents a
nd Settings\Administrator\Application Data\Insig
htful\splus80_WIN386\library, C:\PROGRAM FILES\I
NSIGHTFUL\splus80\local\library, C:\PROGRAM FILE
S\INSIGHTFUL\splus80\library, C:\PROGRAM FILES\I
NSIGHTFUL\splus80\module
Use traceback() to see the call stack
> module("finmetrics")
S+FinMetrics Version 3.0.2 for Microsoft Windows
: 2007
> td = timeSeq(from="7/1/1992",to="11/1/2000",by="months",format="%b %Y")-1
> cerExample.ts = timeSeries(positions=td,data=cerExample)
> source("bootStrap.ssc")
Warning messages:
  file "bootStrap.ssc": incomplete last line
in: parse(n = n, file = file)
Problem in module(resample): C:/PROGRAM FILES/IN
SIGHTFUL/splus80\module\resample is not a valid
S-PLUS database
Use traceback() to see the call stack
>

111# zhangtao

Use traceback() to see the call stack
> library("resample")
> module("finmetrics")
> td = timeSeq(from="7/1/1992",to="11/1/2000",by="months",format="%b %Y")-1
> cerExample.ts = timeSeries(positions=td,data=cerExample)
> source("bootStrap.ssc")
Warning messages:
  file "bootStrap.ssc": incomplete last line
in: parse(n = n, file = file)
> bootstrap(stack.loss, mean)
Call:
bootstrap(data = stack.loss, statistic = mean)
Number of Replications: 1000
Summary Statistics:
     Observed  Mean   Bias    SE
mean    17.52 17.58 0.0601 2.138
> temp <- bootstrap(stack.loss, mean)
> temp
Call:
bootstrap(data = stack.loss, statistic = mean)
Number of Replications: 1000
Summary Statistics:
     Observed  Mean     Bias    SE
mean    17.52 17.49 -0.03367 2.178
> summary(temp)
Call:
bootstrap(data = stack.loss, statistic = mean)
Number of Replications: 1000
Summary Statistics:
     Observed  Mean     Bias    SE
mean    17.52 17.49 -0.03367 2.178
Percentiles:
      2.5%   5%   95% 97.5%
mean 13.71 14.1 21.33 22.14
BCa Confidence Intervals:
     2.5%    5%   95% 97.5%
mean   14 14.48 22.05 23.22
Bootstrap Tilting Confidence Intervals:
      2.5%    5%   95% 97.5%
mean 13.94 14.48 21.72 22.62
t limits with bootstrap standard error:
      2.5%    5%   95% 97.5%
mean 13.94 14.48 21.72 22.62
> plot(temp)
> qqnorm(temp)
>
epoh老师，根据您的指导，运行成功了，前次是我自己操作失误，没有成功。
非常感谢！

epoh老师，您好！
我想问一下：附件中的这个pkgutils包是做什么用的？

This library section (package) contains functions for an R-like package
utility system in S-PLUS.

The functions here are essentially the same as in R.
以上这句话是什么意思？

zhangtao兄
有关pkgutils的问题
ywh19860616兄也问过
请看帖子64楼

"pkgutils" contains functions and scripts for downloading,
installing, building and checking packages.

also pls see
Insightful\splus80\help\spluspackages.pdf
page 14/58

% ============================================================ %
% vec.m
%
% For a matrix A returns vec(A). (see Hamilton p. 265)
% ============================================================ %

function v = vec(A);
  [m n] = size(A);
  v = [];
  for i = 1:n;
    v = [v;A(:,i)];
  end;
epoh老师，您好！以上我传给您的TVmodel文件夹中的vector eoor correction model的m文件，
epoh老师，您看如何对A赋值呢？
[m n] = size(A); 为什么这一行会返回两个值m和n?
v = [];为什么要对v赋一个空的[ ]?

for i = 1:n;
    v = [v;A(:,i)];
  end;
这三行是如何实现向量误差修正的？

114# epoh

% ============================================================ %
% vec.m
%
% For a matrix A returns vec(A). (see Hamilton p. 265)
% ============================================================ %

function v = vec(A);
  [m n] = size(A);
  v = [];
  for i = 1:n;
    v = [v;A(:,i)];
  end;
epoh老师，您好！以上我传给您的TVmodel文件夹中的vector eoor correction model的m文件，
epoh老师，您看如何对A赋值呢？
[m n] = size(A); 为什么这一行会返回两个值m和n?
v = [];为什么要对v赋一个空的[ ]?

for i = 1:n;
    v = [v;A(:,i)];
  end;
这三行是如何实现向量误差修正的？

另外，TVmodel文件夹中的TVCmodel-final子文件夹是做什么用的？

114# epoh
Epoh老师，您好！
我想文件附件中的HpFilter.m对附件中的数据SHindex.txt第2列做HP滤波，对Ch2007.xls进行第2、3、4、5列进行滤波，请问：如何修改和运行HpFilter程序？
非常感谢！

%%%TVCmodel-final子文件
TVCmodel-final子文件内的文件
主要是供TVCestimate_Figures3_4.m
类似单独的一个Project

%%%%%%%%%%%
%vec.m  : convert matrix to vector
%  NOT vector eoor correction model
A=[1 2 ;3  4; 5 6;]
A =
     1     2
     3     4
     5     6
[m n] = size(A)  %m=3,n=2
v = [];
for i = 1:n;
    v = [v;A(:,i)];
end;
v'

ans =     1     3     5     2     4     6

%the same as
reshape(A,1,m*n)

ans =     1     3     5     2     4     6

%%%%%HP filter on series
load('SHindex.txt')
shindex=SHindex(:,2);
HPlambda=3000;
[gx1] = hpfilter(shindex,HPlambda)

X=xlsread('Ch2007.xls','B2:E57');
[gx2] = hpfilter(X(:,1),HPlambda);
[gx3] = hpfilter(X(:,2),HPlambda);
[gx4] = hpfilter(X(:,3),HPlambda);
[gx5] = hpfilter(X(:,4),HPlambda);
[gx2,gx3,gx4,gx5]

119# epoh

epoh老师，您好！
         我想用附件中的data_analysis.m分析我的数据Ch2007.xls 和SHindex.txt，如何修改附件中的data_analysis.m？
         另外，附件中的data如何打开？也就是.mat文件如何打开？
          附件中的.dat文件如何打开？也就是sp500.DAT等几个文件如何打开？
非常感谢！