Hello, I just started learning R and have a very basic question: When I try ar model and extract residuals it returns Null. Could someone explain what's going on here? Does that mean the model is null? But it seems residual has a length=# observation of the original series according to the model summary. I am learning it by myself and have no one to ask here so please allow me to ask this very basic question... Thank you very much.> summary(ar(logrvar, aic=TRUE))Length Class Mode order 1 -none- numeric ar 40 -none- numeric var.pred 1 -none- numeric x.mean 1 -none- numeric aic 44 -none- numeric n.used 1 -none- numeric order.max 1 -none- numeric partialacf 43 -none- numeric resid 20731 -none- numeric method 1 -none- character series 1 -none- character frequency 1 -none- numeric call 3 -none- call asy.var.coef 1600 -none- numeric> resid(ar(logrvar, aic=TRUE))NULL -- View this message in context: http://r.789695.n4.nabble.com/Question-from-day2-beginner-tp2293221p2293221.html Sent from the R help mailing list archive at Nabble.com.
Hi I am not an expert in time series modelling but it seems to me that combination ar model and resid extractor function for result of this model does not work as anticipated. Check docs for resid and ar if there is some explanation for this. resid(ar(logrvar, aic=TRUE)) Error in ar.yw(x, aic = aic, order.max = order.max, na.action = na.action, : object 'logrvar' not found resid(ar(lh, aic=TRUE)) NULL Meanwhile you cen extract residuals by (ar(lh))$resid Time Series: Start = 1 End = 48 Frequency = 1 [1] NA NA NA -0.200000000 -0.169319664 [6] -0.716703664 0.423587220 -0.160000645 -0.045268097 -0.494396272 [11] -0.254971265 -0.376053475 0.134794676 -0.627324350 1.020458699 [16] 0.193718115 -0.307988795 -0.163571673 0.131318748 -0.313961771 [21] -0.231411368 -0.350497619 0.546760488 0.252336894 -0.609118877 [26] -0.228405270 -0.008837291 0.713218317 0.057074746 -0.085666502 [31] 0.249260015 -0.163464152 0.352508479 -0.068960359 -0.609969853 [36] -0.262570952 -0.480791327 -0.592637195 0.137284785 0.828153486 [41] 0.265912037 0.370434845 0.255487255 0.062235966 -0.136511529 [46] 1.367602812 -0.027099889 0.103497768 Regards Petr>r-help-bounces at r-project.org napsal dne 18.07.2010 19:16:40:> > Hello, I just started learning R and have a very basic question: > > When I try ar model and extract residuals it returns Null. Couldsomeone> explain what's going on here? Does that mean the model is null? But it > seems residual has a length=# observation of the original seriesaccording> to the model summary. I am learning it by myself and have no one to ask > here so please allow me to ask this very basic question... Thank youvery> much. > > > summary(ar(logrvar, aic=TRUE)) > > Length Class Mode > order 1 -none- numeric > ar 40 -none- numeric > var.pred 1 -none- numeric > x.mean 1 -none- numeric > aic 44 -none- numeric > n.used 1 -none- numeric > order.max 1 -none- numeric > partialacf 43 -none- numeric > resid 20731 -none- numeric > method 1 -none- character > series 1 -none- character > frequency 1 -none- numeric > call 3 -none- call > asy.var.coef 1600 -none- numeric > > > resid(ar(logrvar, aic=TRUE)) > NULL > -- > View this message in context:http://r.789695.n4.nabble.com/Question-from-> day2-beginner-tp2293221p2293221.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code.
Try: ar(logrvar, aic=TRUE)$resid The problem you are running into is that 'resid' is a generic function, and the 'ar' function neither returns an object with a class nor returns an object that the default method works with. The 'summary' command you used might have instead used 'str'. The 'hints' document mentioned in my signature might help you with such questions. Welcome to the R world. On 18/07/2010 18:16, maxcheese wrote:> > Hello, I just started learning R and have a very basic question: > > When I try ar model and extract residuals it returns Null. Could someone > explain what's going on here? Does that mean the model is null? But it > seems residual has a length=# observation of the original series according > to the model summary. I am learning it by myself and have no one to ask > here so please allow me to ask this very basic question... Thank you very > much. > >> summary(ar(logrvar, aic=TRUE)) > > Length Class Mode > order 1 -none- numeric > ar 40 -none- numeric > var.pred 1 -none- numeric > x.mean 1 -none- numeric > aic 44 -none- numeric > n.used 1 -none- numeric > order.max 1 -none- numeric > partialacf 43 -none- numeric > resid 20731 -none- numeric > method 1 -none- character > series 1 -none- character > frequency 1 -none- numeric > call 3 -none- call > asy.var.coef 1600 -none- numeric > >> resid(ar(logrvar, aic=TRUE)) > NULL-- Patrick Burns pburns at pburns.seanet.com http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno')
It worked, thanks! -- View this message in context: http://r.789695.n4.nabble.com/Question-from-day2-beginner-tp2293221p2294986.html Sent from the R help mailing list archive at Nabble.com.