Displaying 3 results from an estimated 3 matches for "ma7".
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ma
2011 Apr 04
1
moving mean and moving variance functions
...wing temporal
windows - 7 day, 14 day, and 28 day. So far I have code for the moving
average.
ma <- function(x , n) {
filter(x, rep(1/n, n), sides = 1)
} # note that when the function is used, n is defined for the
temporal period (7, 14, and 28), and x is the input variable.
ma7 <- ma(dat, 7) # where dat is accessing the foraging potential of the
birds.
ma14 <- ma(dat, 14)
ma28 <- ma(dat, 28)
This works fine. What I don't have is the code for a moving variance.
filter in the function above is included in the stats package and conducts a
linear filtering...
2011 Feb 16
0
Arima contents
...reg = 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)) : NaNs produced
I'm writi...
2009 Feb 20
0
residuals from a fractional arima model and other questions
...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 <2e-16 ***
ma9 -2.493e-02 3.013e-21 -8.274e+18 <2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
[d.tol = 0.0001221, M = 100, h = 0.00...