similar to: SETAR and nonlinear model estimation

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum

Hi, I know the problem now. Previously i use as.timeSeries function, but the error message of setar function still came out. Anyway, many thanks to Pascal for the solution. Best Regards, Ario On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote: > Hello, > > It works for me (with a warning message), by adding this line before the > setar procedure: > >

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating SETAR models including the lag-order. For some reason my code gives me a bit wrong results. I am fighting with it for a week and cannot bring it down. Thanks a million in advance, Sincerely, Evgueni McGill University Department of Economics

Hola, Estoy intentando realizar un ajuste a un modelo setar con R y me surgen problemas a la hora de representar el modelo setar sin la constante. El código es el siguiente: # Estimacion TAR(2;2,2) con delta 1: mod.setar <- setar(x, m = 2, mL = 2, mH = 2, thDelay = 1) mod.setar summary(mod.setar) mod.setarc<-setar(x, m=2, mL=2, mH=2, thDelay=1, include=c("none")) ##eliminamos

Quitar la constante del modelo, no parece una buena estrategia para estos datos. En cualquier caso, si quieres visualizar las predicciones del modelo setarc con las de los demás modelos, prueba sustituir la linea plot(x.test, ylim = range(x)) por plot(x.test, ylim = range( union( x , frc.test[["setarc"]] ))) Un saludo. Olivier -- ____________________________________ Olivier G.

Please keep messages on the list so others can pitch in. _Which_ words do you want to consider identical for the purpose of frequency count? _What_ do you want to plot? B. > On Aug 3, 2017, at 4:36 PM, Riaan Van Der Walt <Riaan.VanDerWalt at nwu.ac.za> wrote: > > Hallo Boris, > I've loaded the Rstem, Snowball. > But I am clueless how to get a list eg. whal* (whale,

Full_Name: Rod Montgomery Version: 1.1.0 OS: Windows-95 Submission from: (NULL) (38.26.56.3) File R-1.1.0/src/appl/lbfgsb.c -- Comment in code says two papers describing underlying math are in ftp://ece.nwu.edu/pub/lbfgs/lbfgs_bcm/ but that directory seems not to exist. (Actually, the comment does not give a URL - it just says to look in that directory on that FTP server.) Paper [1] does

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis,

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis,

Dear R-ers, I am a gratuate student from South China University of Technology. I fond the function 'sprintf' in R2.10.1 have a little bug(?): When you type in the example codes: > sprintf("%s is %f feet tall\n", "Sven", 7.1) and R returns: [1] "Sven is 7.100000 feet tall\n" this is very different from the 'sprintf' function in C/C++, for in

Hello, I spoke a little quickly when I proposed a £1000 rewards... because there is still some "easy" processing to increase compression in the NHW codec, like increasing wavelet coefficients threshold, decreasing again residual coding.I will try to code it tomorrow and this weekend, and will let you know what it gives. A new idea I'm thinking of not to have too much aliasing and

Hello, know somebody a "nice" strategy to analyze a lot of binary variables with hundred to thousands of cases. P.S. One nice example for this and something more is the configurational approach from C.Ragin http://www.nwu.edu/sociology/tools/qca/qca.html ,but i fight with the complexity of my data and the speed of the contibuted software in TCL/TK and would attempt to implement

And, here''s a fix. -----Original Message----- From: David Zhao <dzhao@LURK.KELLOGG.NWU.EDU> To: BUGTRAQ@NETSPACE.ORG <BUGTRAQ@NETSPACE.ORG> Date: Sunday, May 17, 1998 3:00 PM Subject: simple kde exploit fix >in kdebase/kscreensaver/kscreensave.cpp: > >change: >line 18: strcpy( buffer, getenv("HOME") ); > to >

I'd note that the mkisofs man page listed about a dozen different formats used in various contexts to store Mac resource forks and finder metadata in various contexts. I'd imagine the advent of MacOSX (with UFS support) has narrowed the field of what options are common somewhat, but it's an area where a lot of ad-hoc solutions made it out to the real world. On the other hand, the

Dear List, My question is whether it is possible (and if so, how) to enter values into R vectors (R_OUTFILE, and R_INFILE in my example below) from the command line. In particular, I would like to run R, as a BATCH job, from a shell script, such as the following: while read inputfile_name outputfile_name; do R_OUTFILE=$outputfile_name R_INFILE=$inputfile_name R BATCH infile.R done

Hello - 1. Is there any way to directly export R plots to MIF format for import into FrameMaker? 2. If not, how hard would it be to add such a device driver? I don't see device driver docs in the R extensions docs. Are drivers contained in their own source files with simple interfaces to the data structures with plot data? 3. If that's difficult, what workarounds are

Hi, I am traying to implement an STAR model, but I have some problems. I am following the instruction of the model, that they are in: http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html that they are from: http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn The model is: star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh, thDelay, thVar, sig=0.05, trace=TRUE,

Hi R users, How can I automatically export results and graphs to a file? Thanks in advance Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html Sent from the R help mailing list archive at Nabble.com.