similar to: TS model

While I am not a novice when it comes to statistics, this will be the first time I have used R, apart from some intial play. I have normally written my own code for statistical analysis in C++ or fortran, for a number of reasons (in part contingent on what the boss was willing to pay for), and having been programming for a long time, there is no need to spare me the programming details.

there is one more thing that you should probably see: this is the error message that cygrunsrv.exe gave me: Eric at ballistic ~ $ cygrunsrv --start sshd cygrunsrv: Error starting a service: QueryServiceStatus: Win32 error 1062: The service has not been started. this is the error message that "net" gave to me: Eric at ballistic ~ $ net start sshd The CYGWIN sshd service is starting.

I have a multivariate time series and I would like to build a forecasting model with both AR and MA terms, I think that this is possible in R. I have looked at the vars package and it looks like it is possible to estimate MA terms using the Phi and Psi functions but I am not sure how to incorporate the estimated terms into a forecasting model. I have also looked at the dse package, but have not

Hi all, I want to estimate parameters from a VARMA(p,q)-Modell. The equations of the model or the model structures is given by: Xt=beta1+beta2*Xt-1+beta3*Yt-1+epsilon1 Yt=beta4+beta5*Yt-1+espilon2 epsilon1 and espilon2 are white noise. Xt is given by a vector of n elements e.g. (2, 4, 7, 9, …,n)’ and Yt is given by a vector of n elements e.g. (4,9,12,17,…,n)’. The lineVar from

I am working on a nlme model that has multiple fixed effects (linear and nonlinear) with a nonlinear (asymptotic) random effect. asymporig<-function(x,th1,th2)th1*(1-exp(-exp(th2)*x)) asymporigb<-function(x,th1b,th2b)th1b*(1-exp(-exp(th2b)*x)) mod.vol.nlme<-nlme(fa20~(ah*habdiv+ads*ds+ads2*ds2+at*trout)+asymporig(da.p,th1,th2)+ asymporigb(vol,th1b,th2b),

I''m running brglm with binomial loguistic regression. The perhaps multicollinearity-related feature(s) are: (1) the k IVs are all binary categorical, coded as 0 or 1; (2) each row of the IVs contains exactly C (< k) 1''s; (3) k IVs, there are n * k unique rows; (4) when brglm is run, at least 1 IV is reported as involving a singularity. I''ve tried recoding the n

Dear R users, I have a problem with multicollinearity in mixed models and I am using lmer in package lme4. From previous mailing list, I learn of a reply "http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg38537.html" which states that if not for interpretation but just for prediction, multicollinearity does not matter much. However, I am using mixed model to interpret something,

Dear everyone, I'm student of Masters in Statistics (Actuarial) from Central University of Rajasthan, India. I am doing a major project work as a part of the degree. My major project deals with fitting a glm model for the data of car insurance. I'm facing the problem of multicollinearity for this data which is visible by the plotting of data. But I'm not able to test it. In the case

Dear R users, Usually the variance-inflation factor, which is based on R^2, is used as a measure for multicollinearity. But, in contrast to OLS regression there is no robust R^2 available for MM-regressions in R. Do you know if an equivalent or an alternative nmeasure of multicollinearity is available for MM-regression in R? With best regards, Carsten Colombier Dr. Carsten Colombier Economist

I have been making simple functions to display regressions in a new package called "rockchalk". For 3d illustrations, my functions use persp, and I've grown to like working with it. As an example of the kind of things I like to do, you might consult my lecture on multicollinearity, which is by far the most detailed illustration I've prepared.

Hi, may be simle question, but a do not find it anywhere. Is there same function like max() ,but giving more results. max() give 1number-maximum I need funcion what give p bigest number. many thanks -- View this message in context: http://www.nabble.com/bigest-part-of-vector-tp22188901p22188901.html Sent from the R help mailing list archive at Nabble.com.

Hi, I'm trying to fit regression model, but there is something wrong with it. The dataset contains 85 observations for 85 students.Those observations are counts of several actions, and dependent variable is final score. More precisely, I have 5 IV and one DV. I'm trying to build regression model to check whether those variables can predict the final score. I'm attaching output of

Reviewed-by: Lyude Paul <lyude at redhat.com> Will push upstream in a moment On Thu, 2023-03-02 at 01:05 +0530, Deepak R Varma wrote: > According to Documentation/filesystems/sysfs.rst, the show() callback > function of kobject attributes should strictly use sysfs_emit() instead > of sprintf() family functions. So, make this change. > Issue identified using the coccinelle

Hi, I tried to run the VARMA model in the dse package. I specified a model: > arma A(L) = 1+0.244L1 0+0.05L1 0-0.325L1 1-0.234L1 B(L) = 1-0.277L1 0+0.211L1 0-0.206L1 1+0.238L1 and have a TSdata object: > dfdata output data: Series 1 Series 2 1 "difex2" "difem2" but I get this warning message: > estMaxLik(arma, dfdata) Error in

Hi all, Occasionally, DIDs from different providers stop working for some reason. I would like to be able to monitor situations like that and react before any of my clients start going ballistic on me. Any ideas? Scripts you know of or wrote and willing to share? Any info?would be greatly appreciated. ? Robert ? -------------- next part -------------- An HTML attachment was scrubbed... URL:

I am using http://code.google.com/p/calendardateselect/ for my date time picker. I am using dd.mm.yyyy format (:finnish) and i am using ActiveSupport::CoreExtensions::Date::Conversions::DATE_FORMATS.merge! (:default => "%d.%m.%Y") ActiveSupport::CoreExtensions::Time::Conversions::DATE_FORMATS.merge! (:default => "%d.%m.%Y %H:%M") in my enviroment. Everything is working

Hi I need a bit of guidance on tests and methods to look for multicollinearity and Endogeniety while using plspm Pl help ------------------ T&R ... Deva [[alternative HTML version deleted]]

Dear all,  I hope this is the right place to ask this question. I am reviewing a research where the analyst(s) are using a linear regression model. The dependent variable (DV) is a continuous measure. The independent variables (IVs) are a mixture of linear and categorical variables. The author investigates whether performance (DV - continuous linear) is a function of age (continuous IV1 -

In searching the R help archives I find a number of postings in April of 2005, but nothing since then. If readers are aware of more recent contributions addressing the problems arising from multicollinearity (such as with the bootstrap, jackknife, or other techniques) I would appreciate a reference. Thank you, Ben Fairbank [[alternative HTML version deleted]]

I have a very large dataset with columns of id number, actual value, predicted value. This used to be a time series but I have dropped the time component. So I now have a data.frame where the id number is repeated but each value in the actual and predicted columns are unique. I assume I need to use recast somehow but I'm at a loss... how can I perform a simple linear regression (using