similar to: Function not found, maybe respective package has to be put in environment?

Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once

Hello everybody, I've got a matrix called EUROPEDATA and I want to calculate the adf test statistic (part of the tseries package) on a rolling basis for window my.win on each column; i.e. each column of EUROPEDATA represents a particular variable; for the first column I calculate the adf test statistic for window my.win = 60 for example, roll forward one observation, calculate the adf

I am not able to run Dickey-Fuller test. adf.test() function is not working. It is showing 'Error: could not find function "adf.test" Can any tell how to call "time series" library? -- Siddharth Arun, 4th Year Undergraduate student Industrial Engineering and Management, IIT Kharagpur [[alternative HTML version deleted]]

Dear Users, please help with the following DF test: ===== library(tseries) library(timeSeries) Y=c(3519,3803,4332,4251,4661,4811,4448,4451,4343,4067,4001,3934,3652,3768 ,4082,4101,4628,4898,4476,4728,4458,4004,4095,4056,3641,3966,4417,4367 ,4821,5190,4638,4904,4528,4383,4339,4327,3856,4072,4563,4561,4984,5316 ,4843,5383,4889,4681,4466,4463,4217,4322,4779,4988,5383,5591,5322,5404

I have a question regarding the adf.test command in the tseries library. I have a vector of time series observations (2265 daily log prices for the OEX to be exact). I also have this same data in first-differenced form. I want to test both vectors individually for staionarity with an Augmented Dickey-Fuller test. I noticed when I use the adf.test command from the tseries library, the general

Short question: Is it possible to use statistical tests, like the Augmented Dickey-Fuller test, in functions with for-loops? If not, are there any alternative ways to scale measures? Detailed explanation: I am working with time-series, and I want to flag curves that are not stationary and which display pulses, trends, or level shifts. >df DATE ID VALUE2012-03-06 1

I am trying to run a monte carlo process using snow with a MPI cluster. I have ~thirty processors to run the algorithm on and I want to run it 5000 times and take the average of the output. A very simple way to do this is to divide 5000 by the number of processors to get a number n and tell each processor to run the algorithm n times. I realize there are more efficient ways to manage the

this command is used in tseries adf.test(x, alternative = c("stationary", "explosive"), k = trunc((length(x)-1)^(1/3))) this command apply adf test on data given in x .here general equatiuon that is, equation with constant and trend is used.if i did not include constant or trend in the equation and run the command then how i can run this command in tseries.

Hello all, I tried to extract the p-value from adf.test in tseries; however, I got the error message such as > ht=adf.test(list.var$aa) > ht$p-value Error in ht$p - value : non-numeric argument to binary operator > ht Augmented Dickey-Fuller Test data: list.var$aa Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 alternative hypothesis: stationary > ht$data [1]

Hi, While doing the ADF test in R using the following command I am getting the error and the result.."> x.ct=ur.df(rev$REVENUE,start=1,end=length(rev$REVENUE),frequency=1) Error in ur.df(rev$REVENUE, start = 1, end = length(rev$REVENUE), frequency = 1) : unused argument(s) (start = 1, end = 4, frequency = 1) >

Dear sir, I am a new user of R statistical package. I want to perform adf.test(augmented dickey fuller test), which packages I need to install in order to perform it. I am getting following message on my monitor. *x<-rnorm(1000) > adf.test(x) Error: could not find function "adf.test" *I am waiting for your response. Kamlesh Kumar. -- Kamlesh Kumar Appt. No. - QQ420,

Hi R users, I apologize for a seemingly trivial question, but I felt this forum would be the best place to seek advice. I have been an R user for a year now, but I am limited to using R and its various contributed packages. I strongly feel that users of a free and open source software tool must eventually provide development expertise. I am aware of the extensive documentation available on the

I'm analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina <- get.hist.quote(instrument="^MERV","1996-10-08","2003-11-03", quote="Close") merv <- na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root: adf.test(merv,k=13) Dickey-Fuller = -1.4645,

Thank you for your answer! I agree with you except for the 3 (Error) example and I realize now I should have started with that in the explanation. >From my point of view parLapply(cl = clu, X = 1:2, fun = fun, c = 1) shouldn't give an error. This could be easily avoided by using all the argument names in the custerApply call of parLapply which means changing, parLapply <-

Hi, While doing the adf test using ur.df ?price.df2=ur.df(y=log(price),type = "drift", selectlags="AIC") summary(price.df2)? It gives two values for ?value of test statistic is: -1.5992?? 2.32? one value is the t-test (or t-ratio), what is the other one? Please help. TIA Aditya

On 03/15/2018 05:25 PM, Henrik Bengtsson wrote: > On Thu, Mar 15, 2018 at 3:39 AM, <FlorianSchwendinger at gmx.at> wrote: >> Thank you for your answer! >> I agree with you except for the 3 (Error) example and >> I realize now I should have started with that in the explanation. >> >> From my point of view >> parLapply(cl = clu, X = 1:2, fun = fun, c =

Hi! I recognized that the argument matching of clusterApply (and therefore parLapply) goes wrong when one of the arguments of the function is called "c". In this case, the argument "c" is used as cluster and the functions give the following error message "Error in checkCluster(cl) : not a valid cluster". Of course, "c" is for many reasons an unfortunate

Hi All, I am trying to write a c function to optimize loop processing. Having read the R extension and trying out a few samples I was pretty comfortable with the basics. However, I am wondering if there is anyway to call tseries functions like adf.test or po.test from within c function. Any pointers/ code sample would be greatly appreciated. Thank you. Manoj

Dear all, I have been writing during last year at the European Bioinformatics Institute a general unified open source solution for R integration. This work is now available via this link: http://www.ebi.ac.uk/microarray-srv/frontendapp/ The different frameworks and tools of the biocep project are now robust enough for production use. The different APIs are finalized but the documentation is

Hi all R-users, I?m trying to assign colors on those p-value in my table output that fall above a certain critical value, let?s say a p-value >0.05. My table looks like this: Assets ADF-Level P-Value ADF-First D P-Value ADF-Second D P-Value [1,] Liabilities -2.3109 0.1988 -3.162 0.025 -6.0281