search for: ma3

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2008 Nov 20
2
Reformatting a table
Hi !            I am new to R. Can somebody help me in reformatting huge output files ,i.e, rearranging sets of columns in specific order. For example: I have data for three compunds 1, 2 and 3 file1: ID CA1 CA3 CA2 MA2 MA1 MA3 1 14 15 13 7 12 3 2 19 7 12 10 14 5 3 21 12 19 6 8 9   to File 2:   ID CA1 CA2 CA3 MA1 MA2 MA3 1 14 13 15 12 7 3 2 19 12 7 14 10 5 3 21 19 12 8 6 9   or File3: ID CA1 MA1 CA2 MA2 CA3 MA3 1 14 12 13 7 15 3 2 19 14 12 10 7 5 3 21 8 19 6 12 9   Thanks for your help, Tul Gan ______...
2011 Nov 14
1
string to list()
...trings for the data that I want using 'paste()' as follows: paste('ma', 1:am$arma[2], '=', coef(am)[1:am$arma[2] + am$arma[1]], sep='') This results in a vector of strings like: [1] "ma1=1.17760133668255" "ma2=0.649795570407939" "ma3=0.329456750858276" What I would like is fixed.pars <- list(ma1=1.17760133668255,ma2=0.649795570407939,ma3=0.329456750858276) Is there an 'R' guru that would be willing to suggest a good way of doing this? Thank you. Kevin [[alternative HTML version deleted]]
2003 Nov 24
0
link between arima and arma fit
...e are the output of R: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% > modelarma<-arma(diff(x),c(7,5)) > modelarma Call: arma(x = diff(x), order = c(7, 5)) Coefficient(s): ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 0.06078 -0.44774 0.41881 0.47624 0.01406 0.06565 -0.06167 -0.01294 0.31313 ma3 ma4 ma5 intercept -0.49027 -0.55461 -0.11520 -0.10692 > modelarima<-arima(x,c(7,1,5)) > modelarima Call: arima(x = x, order = c(7, 1, 5)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 ma3 ma4 0.1244 -0.1149 -0.2283 0.5209 0.4135 -0.0072 0.0263 -0.087 0.0038 0.1868 -0.5477 s.e. NaN Na...
2006 Nov 23
1
ARMAX Models in R
Hi, I want to model different timeseries with ARMAX models in R because I think that ARMAX models will map best to these data. Besides I don't want to use the order of the AR or MA part but the lag e.g. AR Part =ar1, ar2, ar7; MA Part =ma1, ma3 and I want to use exogenous variables as well. I coudn't find any solutions in the R help and therefore I want to ask all of you. Does anyone know how to solve this problem??? That would be great! Thanks a lot for your help!! Best regards, Katharina [[alternative HTML version deleted]]
2005 Oct 13
1
arima: warning when fixing MA parameters.
...nerates a warning message > arima(avrain, order=c(0,0,4), seasonal=list(order=c(0,0,1), period=12), + fixed=c(0,0,0,NA,NA,NA)) Call: arima(x = avrain, order = c(0, 0, 4), seasonal = list(order = c(0, 0, 1), period = 12), fixed = c(0, 0, 0, NA, NA, NA)) Coefficients: ma1 ma2 ma3 ma4 sma1 intercept 0 0 0 0.0357 -0.1061 456.6675 s.e. 0 0 0 0.1015 0.0886 7.6997 sigma^2 estimated as 6849: log likelihood = -595.23, aic = 1198.46 Warning message: some AR parameters were fixed: setting transform.pars = FALSE in: arima(avrain, order...
2009 Jan 23
1
forecasting error?
....q=0,start.P=0,start.Q=0,stepwise=TRUE,stationary=FALSE) >ARIMA(2,1,4)(2,0,1)[12] with drift # the output Call: auto.arima(x = x[[k]], start.p = 0, start.q = 0, start.P = 0, start.Q = 0, stationary = FALSE, stepwise = TRUE) Coefficients: ar1 ar2 ma1 ma2 ma3 ma4 sar1 0.0639 -0.7820 -1.2103 1.2236 -0.9511 0.2357 1.0031 s.e. 0.0686 0.0582 0.1098 0.1558 0.1568 0.1007 0.0716 sar2 sma1 drift -0.0711 -0.8963 -780.9456 s.e. 0.0747 0.0608 403.2112 sigma^2 estimated as 10202381: log likelihood = -11...
2003 Dec 18
1
Help with predict.Arima with external regressor values [Repalced]
...annot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3), xreg = y) Coefficients: ar1 ar2 ma1 ma2 ma3 intercept EUSA1 EUSA10 EUSA15 EUSA20 EUSA5 H15T10Y H15T1Y H15T20Y H15T3M H15T5Y USSW10 -0.001 0.6502 0.3328 -0.5021 -0.1135 -0.0535 0.0469 0.0075 -0.0263 0.0299 -0.0344 0.1012 -0.0382 0.0092 0.0385 -0.0757 -0.1577 s.e. 0.523 0.4002 0.5262 0.2711 0.08...
2009 Oct 13
0
How to specify an ARMA(1, [1,4]) model? Solved
...perhaps it's something else entirely that's wanted .... > > cheers, > > Rolf Turner > arima(p,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA)) Call: arima(x = p, order = c(1, 0, 4), fixed = c(NA, NA, 0, 0, NA, NA)) Coefficients: ar1 ma1 ma2 ma3 ma4 intercept 0.763 -0.353 0 0 0.287 0.007 s.e. 0.081 0.105 0 0 0.098 0.003 That's exactly what I was looking for. Thank you! len > > > > On 14/10/2009, at 7:47 AM, Duncan Murdoch wrote: > > On 10/13/2009 2:35 PM, Len Vir w...
2011 Feb 16
0
Arima contents
...arima(x = y, order = c(7, 0, 7), xreg = isr) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 -0.3356 0.0282 -0.0124 0.0604 0.1608 0.7949 0.2286 0.4461 0.0099 s.e. NaN 0.2140 0.1711 0.2545 0.1547 0.0725 NaN NaN 0.1842 ma3 ma4 ma5 ma6 ma7 intercept isr 0.0841 0.0773 -0.054 -0.7227 -0.1322 6.1433 -0.0818 s.e. 0.1911 0.2689 NaN 0.1774 NaN 5.0604 0.2110 sigma^2 estimated as 4.542: log likelihood = -651.68, aic = 1337.36 Warning message: In sqrt(diag(x$var.coef...
2009 Feb 20
0
residuals from a fractional arima model and other questions
...558e-17 -2.026e+16 <2e-16 *** ar7 8.988e-01 0.000e+00 Inf <2e-16 *** ar8 -7.568e-01 3.112e-16 -2.432e+15 <2e-16 *** ar9 3.442e-01 2.175e-22 1.582e+21 <2e-16 *** ma1 -1.190e-01 1.470e-18 -8.097e+16 <2e-16 *** ma2 -9.343e-02 0.000e+00 -Inf <2e-16 *** ma3 2.140e-01 0.000e+00 Inf <2e-16 *** ma4 -2.107e-01 0.000e+00 -Inf <2e-16 *** ma5 -2.892e-01 0.000e+00 -Inf <2e-16 *** ma6 -7.197e-01 2.888e-08 -2.492e+07 <2e-16 *** ma7 3.021e-01 0.000e+00 Inf <2e-16 *** ma8 -1.395e-01 0.000e+00 -Inf...
2003 Dec 18
0
Help with predict.Arima with external regressor values
...annot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3), xreg = y) Coefficients: ar1 ar2 ma1 ma2 ma3 intercept EUSA1 EUSA10 EUSA15 EUSA20 EUSA5 H15T10Y H15T1Y H15T20Y H15T3M H15T5Y USSW10 -0.001 0.6502 0.3328 -0.5021 -0.1135 -0.0535 0.0469 0.0075 -0.0263 0.0299 -0.0344 0.1012 -0.0382 0.0092 0.0385 -0.0757 -0.1577 s.e. 0.523 0.4002 0.5262 0.2711 0.08...
2013 Jan 17
1
concepts against amplification using dnssec
Hello, Lutz Donnerhacke implemented DNS-Dampening. http://lutz.donnerhacke.de/eng/Blog/DNS-Dampening The implementation is available as patch for BIND9 only. He told me that there is an other method preferred by the nsd developer. It's called "Response Rate Limiting". May one describe the idea behind rate limiting and compare it with Lutz' solution? Thanks. -- Andreas
2008 Jun 30
4
Rebuild of kernel 2.6.9-67.0.20.EL failure
Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking