search for: autocovariance

Displaying 20 results from an estimated 24 matches for "autocovariance".

2013 Feb 02
1
repeating autocovariate functions
Hi there, Just wondering why my post was rejected? cheersRachel Subject: repeating autocovariate functions From: r-help-owner@r-project.org To: moyble@hotmail.com Date: Sat, 2 Feb 2013 02:56:27 +0100 Message rejected by filter rule match --Forwarded Message Attachment-- Date: Fri, 1 Feb 2013 17:56:14 -0800 From: moyble@hotmail.com To: r-help@r-project.org Subject: repeating autocovariate
2012 Jan 24
2
how do I do the autocovariance of a moving average?
Hi guys, I'm trying to do the autocovariance of a moving average but it's giving me errors. Here is my code: > w=rnorm(500,0,1) > v=filter(w, sides=2, rep(1/3,3)) > acf(w, lag.max=20) <=that printed out a nice graph. > acf(v, lag.max=20) Error in na.fail.default(as.ts(x)) : missing values in object thanks a lot. -- Vie...
2006 May 17
1
what does it mean when "lm.gls" says that the weight matrix has wrong dimension?
If first fit my data column V1 to column V2 using normal "lm" fitting, call it "fit1", then I used "acf(fit1$residuals, type='cov', 40) " function to obtain the autocovariance of the residuals, and then constructed a autocovariance matrix, I chose it to be 40x40. Call this autocovariance matrix B, I then use the following "lm.gls" function to fit using the above weight matrix: But what's wrong with my weight matrix? > fit8=lm.gls(V1~V2, data=data1,...
2011 Nov 05
1
acf?
I started to check what I thought I knew with autocovariance and it doesn’t jive with the the calculations given by ‘R’. I was wondering if there is some scaling or something that I am not aware of. Take the example Ø d <- 1:10 Ø (a <- acf(d, type="covariance", demean=FALSE, plot=FALSE)) Autocovariances of series ‘d’, by lag...
2008 Dec 18
4
autologistic modelling in R
Hi, I have spatially autocorrelated data (with a binary response variable and continuous predictor variables). I believe I need to do an autologistic model, does anyone know a method for doing this in R? Many thanks C Bell
2010 Jul 02
0
GMM with covariance moment condicion
hello I have covariance stacionary proces, and i want to estimate some parameter of this proces via gmm. My problem is with write "g" -function. 0 order autocovariance is not problem 1 and higher order autocavariance are problem, because add order from 0 mean that I "loose" one "observacion" if I have 100 observation and i am going to use mean, variance and first autocovariance and fit one parameter ! g<- function(theta,x) { m1&...
2002 Apr 11
3
new acf package
I'm a PhD student and I'm working with covariance function. I'm interested to know if exist some packages in R to calculate and plot the bidimensional Autocovariance Function. the input matrix is a matrix that describe a spatial location over a 2-D space and I want to use it in the same way I can use a time serie in the 1-D acf. Thanks, Nicola. ================================================================= Dr. Nicola Marchetti Phone: +3...
2002 Apr 11
3
new acf package
I'm a PhD student and I'm working with covariance function. I'm interested to know if exist some packages in R to calculate and plot the bidimensional Autocovariance Function. the input matrix is a matrix that describe a spatial location over a 2-D space and I want to use it in the same way I can use a time serie in the 1-D acf. Thanks, Nicola. ================================================================= Dr. Nicola Marchetti Phone: +3...
2004 Jul 29
0
Question on getting a data from dataframe
...)[1][[1]]. This is Zm was calculated. ReadZm<-read.table("C:\\Documents and Settings\\stephen\\Desktop\\practice\\Ft.dat", header=TRUE) Zm<-by(scale(ReadZm[, 3:5],center=FALSE, scale=TRUE),ReadZm$GI, acf, = lag.max=5, type="covariance", plot=FALSE) Zm INDICES: D1 Autocovariances of series 'data[x, ]', by lag , , Z1 Z1 Z2 Z3 1.0038341836 ( 0) -0.0689672193 ( 0) 0.1638605166 ( 0) -0.0484984679 ( 1) -0.1884834898 ( -1) 0.1599671586 ( -1) 0.1129146146 ( 2) -0.0268675914 ( -2) 0.0604863049 ( -2) 0.058...
2002 Aug 12
1
Beginer
Hi! I just installed R on my computer, and I don't manage to run the function acf (autocovariance and autocorrelation function). It says me that this function is unknown. However, the standard functions like cos or read.table are OK. Can someone help me please? Thanks a lot. Naime -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http:/...
2011 Feb 02
1
Acf of Frima
Hello, I am trying to calculate the autocovariance matrix for any general farima(p,d,q) with p,q > 1. Could anyone give an idea how to implement in R or if there is any package for this? thank you beforehand. Jose.
2008 Dec 27
1
indexed expression
Hello expeRts, I need generate symbolize the autocovariances matrix of a Gaussian ARMA(1,1), for derivate it and evaluate. I try this codes, but whitout sucess vacv<-NULL vacv[1]<-1-2*phi*theta-theta^2 vacv[2]<-(1-phi*theta)*(phi-theta) vacv[3:n]<-acv[2]*(phi^(1:(n-2))) facv<-list() for(i in 1:2) facv[[i]]<-deriv(y~vacv[i],c("phi...
2000 Feb 11
1
Help Help!
Hello! I have two questions. First of all, I have a problem dealing with acf (Autocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf function, acf(x) and an error message popped up as: Error in .C("acf", as.double(x), as.integer(sampleT), as.integer(nser), : C...
2004 Apr 16
0
autologistic regression with Gibbs sampler
Hello everyone, I have some binary, spatially autocorrelated data I would like to run autologistic regression on. I hope to incorporate both ordinary covariates (environmental predictors) and a spatial autocovariate in the model, ideally with a second-order neighbourhood structure. Since my computing skills are limited, I am wondering if anyone has composed an algorithm for this purpose, and
2006 Nov 28
1
ccf documentation bug or suggeston (PR#9394)
...I'll see the message on any of them. It's probably best to default to R-devel for suggestions like this, but the lag 0 value really is a bug, I think. > > For interpretive purposes this is a **vital distinction** (the cross-covariance/correlation is not symmetric like the > autocovariance/autocorrelation). There is not fixed convention is textbooks or research papers. Some define it one way and other > another. > > There is no ccf function in S-Plus. Instead there is only acf for the auto/cross computation in multivariate time series. This is > more complicated sin...
2000 Feb 11
0
Help Help 2
Please pardon me if you see this message twice. The mail server has a bit problem. ***************************************************** Hello! I have two questions. First of all, I have a problem dealing with acf (Autocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf function, acf(x) and an error message popped up as: Error in .C("acf", as.double(x), as.integer(sampleT), as.integer(nser), : C...
2003 Jul 11
0
spdep
Hi everyone, The Spatial Dependence (spdep) library, has a function called 'dnearneigh', which identifies neighbours of region points by Euclidean distance between lower (greater than) and upper (less than or equal to) bounds. The function returns a list of integer vectors giving the region id numbers for neighbours satisfying the distance criteria. I have used this to identify the
2006 May 29
0
troubles with kzft
I need to compute the Fourier transformation of the autocovariance function of a panel composed by 196 time series. With autocovarance function i mean a matrix Gamma(u) which contains the covariance of all the variables at time (t) with all the variables evaluated at time (t-u). It can be represented by a tri-dimensional matrix whose dimensions are (196,196,K)...
2005 Apr 15
1
AR1 in gls function
Dear R-project users I would like to calculate a linear trend versus time taking into account a first order autoregressive process of a single time series (e.g. data$S80 in the following example) using th gls function. gls(S80 ~ tt,data=data,corAR1(value, form, fixed)) My question is what number to set in the position of value within corAR1? Should it be the acf at lag 1? I look forward for
2006 Nov 13
1
bug in acf (PR#9360)
Full_Name: Ian McLeod Version: 2.3.1 OS: Windows Submission from: (NULL) (129.100.76.136) > There is a simple bug in acf as shown below: > > z <- 1 > acf(z,lag.max=1,plot=FALSE) > Error in acf(z, lag.max = 1, plot = FALSE) : > 'lag.max' must be at least 1 > This is certainly a bug. There are two problems: (i) the error message is wrong since lag.max is