search for: islandboy1982

Displaying 7 results from an estimated 7 matches for "islandboy1982".

2006 Jan 29
1
additional error on read.table function
hi, thanks to the feedback of some people I was able to solve my problem of reading data using the read.table function by using the file.choose function inside the method of the read.table function. Unfortunately, I encountered a new error message after I chose my file. After I unputted data = read.table(file.choose(), header = TRUE) I got an error saying: Error in scan(file = file, what =
2006 Feb 15
1
Generating random walks
Hello, here is another question, how do I generate random walk models in R? Basically, I need an AR(1) model with the phi^1 value equal to 1: Yt = c + Yt-1 + E where E is random white noise. I tried using the arima.sim command: arima.sim(list(ar=c(1)), n = 1000, rand.gen = rnorm) but got this error since the model I am generating is not stationary: Error in arima.sim(list(ar = c(1)), n =
2006 Feb 18
0
question about GARCH - newbie question
hello, I have been looking at multiple websites on GARCH and have looked at some books and I am getting contradictory models given for GARCH. If I use the GARCH function to fit my model, I am confused as to what the coefficents given refer to. For example if I fit a GARCH(1,1) model, GARCH will give me three coefficients Ao, Ai, and Bi I know Ao refers to the constant of the model. But what
2006 Feb 16
2
function for prediting garch
hello, In my time series data, I was able to successfully fit its ARIMA model (Box-Jenkins) and its GARCH model and estimate their parameters. I was also able to forecast future values of the time series based on my fitted ARIMA model using the predict() function call. However, I'm not sure what is the correct function command to call in order to forecast future values of my time series
2006 Jan 29
2
help with read.table() function
hello, I have just started using R for doing a project in time series... unfortunately, I am having trouble using the read.table function for use in reading my data set. This is what I'm getting: I inputted: data <- read.table("D:/Oliver/Professional/Studies/Time Series Analysis/spdc2693.data", header = TRUE) I got: Error in file(file, "r") : unable to open connection
2006 Jan 29
2
help with read.table() function
hello, I have just started using R for doing a project in time series... unfortunately, I am having trouble using the read.table function for use in reading my data set. This is what I'm getting: I inputted: data <- read.table("D:/Oliver/Professional/Studies/Time Series Analysis/spdc2693.data", header = TRUE) I got: Error in file(file, "r") : unable to open connection
2006 Feb 15
1
question about the results given by the Box.test?
Hello, I am using the Ljung Box test in R to compute if the resiudals of my fitted model is random or not. I am not sure though what the results mean, I have looked at various sources on the internet and have come up with contrasting explanations (mainly because these info deal with different program languages, like SAS, SPSS, etc). I know that my residuals should appropriate white noise( is