Displaying 20 results from an estimated 56 matches for "ar2".
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2007 Jan 30
5
how to join two arrays using their column names intersection
Dear all,
I have a problem that may be someone of you can help. I am a newbie and
do not find how to do it in manuals.
I have two arrays, for example:
ar1 <- array(data=c(1:16),dim=c(4,4))
ar2 <- array(data=c(1:16),dim=c(4,4))
colnames(ar1)<-c("A","B","D","E")
colnames(ar2)<-c("C","A","E","B")
> ar1
A B D E
[1,] 1 5 9 13
[2,] 2 6 10 14
[3,] 3 7 11 15
[4,] 4 8 12 16
> ar2
C A E B...
2001 Sep 26
1
Table help
Hi,
A quick question:
I have to vectors, say ar1 and ar2
> ar1
[1] "a" "c" "c" "a"
attr(,"levels")
[1] "a" "b" "c"
> ar2
[1] TRUE TRUE FALSE TRUE
> table(ar1, ar2)
ar2
ar1 FALSE TRUE
a 0 2
c 1 1
I would like to obtain:...
2011 Sep 09
2
Different results with arima in R 2.12.2 and R 2.11.1
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
0.0646
s.e. 0.0865 0.0885 0.1141 0.1181 0.1196 0.1220 0.1120 0.0908
0.0865
ma1 ma2 sma1
-0.0221 -0.9779 -0.7635
s.e. 0.0539 0.05...
2009 Nov 02
2
using exists with coef from an arima fit
Dear R People:
I have the output from an arima model fit in an object xxx.
I want to verify that the ma1 coefficient is there, so I did the following:
> xxx$coef
ar1 ar2 ma1 intercept
1.3841297 -0.4985667 -0.9999996 -0.1091657
> str(xxx$coef)
Named num [1:4] 1.384 -0.499 -1 -0.109
- attr(*, "names")= chr [1:4] "ar1" "ar2" "ma1" "intercept"
> exists('xxx$coef["ma1"]')
[1] FALSE
>...
2008 Nov 09
3
Arms Race
hey can anybody help me? i have to simulate the richardson Arms race
model on R.. for my simulation class...
2003 Apr 30
2
Bug in arima?
...0), xreg = window(ts.union(exa1 = lag(exa, -1), exa12 = lag(exa,
-12), exb1 = lag(exb, -1), exc1 = lag(exc, -1), exc12 = lag(exc,
-12)), start = c(1990, 1), end = c(2003, 3)), include.mean = FALSE,
fixed = c(NA,
NA, NA, 0, 0, 0, NA, NA, NA, NA, NA, NA))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7
exa1 exa12 exb1 exc1 exc12
0.0922 -0.1279 -0.2661 -0.0577 -0.0277 0.02 -0.2167
-0.3015 0.3424 0.0281 0.0519 0.1715
s.e. 0.0789 0.0801 0.0742 0.0000 0.0000 0.00 0.0853
0.0503 0.0515...
2011 Mar 02
1
Refine ARMA model
Dear users,
I tried to fit an AR(2) model to data. This the result:
> arima(vw,c(3,0,0))
Call:
arima(x = vw, order = c(3, 0, 0))
Coefficients:
ar1 ar2 ar3 intercept
0.1052 -0.0102 -0.1203 0.0099
s.e. 0.0337 0.0339 0.0338 0.0018
sigma^2 estimated as 0.002934: log likelihood = 1293.16, aic = -2576.33
Now, ar2 is not significantly different from zero.
I would like to refine the model considering ar1 and ar3 only so I f...
2011 Sep 12
1
Difference in function arima estimation between 2.11.1 and R 2.12.2
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
0.0646
s.e. 0.0865 0.0885 0.1141 0.1181 0.1196 0.1220 0.1120 0.0908
0.0865
ma1 ma2 sma1
-0.0221 -0.9779 -0.7635
s.e. 0.0539 0.05...
2007 Apr 26
1
comparing two matrices, row by row
Estimated people,
I have two matrices:
ar1 <- array(data=c(1:16),dim=c(4,4))
ar2 <- array(data=c(1,2,3,3,5:16),dim=c(4,4))
They only differ in the fourth row. I would like to compare them in order to know which columns are equal.
The following works, but I would like to have a better solution, and not to use what someone called "prehistorical loops":
for(...
2012 Jul 04
2
[LLVMdev] Bogus assert in VMCore/Instructions.cpp CallInst::Create?
...quot;barr";
Type *charTy = Type::getInt8Ty(block->getContext());
ArrayType *s1Ty = ArrayType::get(charTy, foo.size()+1);
ArrayType *s2Ty = ArrayType::get(charTy, bar.size()+1);
Constant *ar1 = ConstantArray::get(block->getContext(), foo);
Constant *ar2 = ConstantArray::get(block->getContext(), bar);
GlobalVariable *g1 = NULL;
GlobalVariable *g2 = NULL;
g1 = new GlobalVariable( *F->getParent(),
s1Ty,
true,
GlobalValue...
2004 Jan 14
2
Fixed parameters in an AR (or arima) model
...quot;fixed" argument but the ar3
coefficient is not set to zero:
==============================================
> arima(Y, order=c(4,0,0), xreg=1:23, fixed=c(NA,0,0,NA,NA,NA))
Call:
arima(x = Y, order = c(4, 0, 0), xreg = 1:23, fixed = c(NA, 0, 0, NA, NA,
NA))
Coefficients:
ar1 ar2 ar3 ar4 intercept 1:23
0.5370 0 0.4338 -0.8078 5.2991 -0.0421
s.e. 0.0735 0 0.0000 0.1096 0.1081 0.0079
sigma^2 estimated as 0.02665: log likelihood = 6.77, aic = -3.54
===============================================
Why?
Thanks,
Jenn? Brynjarsd?ttir
2010 May 02
0
how to plot forecast together with historical series in OLS or special ARIMA model
...ar<- lm(diff(HCPIlong)[2:16]~diff(HCPIlong)[1:15]-1)
ar.predict<-predict(ar, n.ahead=5)
and then the same + Wages:
ar1<-lm(diff(HCPIlong)[2:16]~diff(HCPIlong)[1:15]+diff(wageslong)[1:15]-1)
ar1.predict<-predict(ar1, n.ahead=5)
ts.plot(HCPIlong,ar1.predict$pred,lty=1:2)
(or:
ar2<-lm(diff(HCPIlong)[2:16]~diff(wageslong)[1:15]-1)
ar2.predict<-predict(ar2, n.ahead=5))
but when I try to plot it with codes that were used in ARIMA the program reports the mistake:
'Error in ar1.predict$pred : $ operator is invalid for atomic vectors'
If I try to do it without $:...
2012 Jul 04
0
[LLVMdev] Bogus assert in VMCore/Instructions.cpp CallInst::Create?
...*charTy = Type::getInt8Ty(block->getContext());
>
> ArrayType *s1Ty = ArrayType::get(charTy, foo.size()+1);
> ArrayType *s2Ty = ArrayType::get(charTy, bar.size()+1);
>
> Constant *ar1 = ConstantArray::get(block->getContext(), foo);
> Constant *ar2 = ConstantArray::get(block->getContext(), bar);
>
> GlobalVariable *g1 = NULL;
> GlobalVariable *g2 = NULL;
>
> g1 = new GlobalVariable( *F->getParent(),
> s1Ty,
> true,
>...
2009 Apr 09
1
arima on defined lags
Dear all,
The standard call to ARIMA in the base package such as
arima(y,c(5,0,0),include.mean=FALSE)
gives a full 5th order lag polynomial model with for example coeffs
Coefficients:
ar1 ar2 ar3 ar4 ar5
0.4715 0.067 -0.1772 0.0256 -0.2550
s.e. 0.1421 0.158 0.1569 0.1602 0.1469
Is it possible (I doubt it but am just checking) to define a more
parsimonous lag1 and lag 5 model with coeff ar1 and ar5?
Or do I need one of the other TS packages?...
1999 Nov 07
2
arima0() (PR#314)
Full_Name: Ahmad Abu Hammour
Version: rw0651
OS: windows 95
Submission from: (NULL) (63.23.128.44)
Although I know that "ts package" is preliminary, I wanted to compare the
results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in
standard errors of coefficients from R and real figures from SPSS. I changed
"delta" in R to match that used by SPSS, I received
2011 Aug 30
2
ARMA show different result between eview and R
...rima(ausT2Ts[,4], order=c(2,1,2),
> xreg=1:dlcpihTsLen)
> **> dlcpiArma22hFit <- arima(ausT2Ts[,4], order=c(2,1,2))
> **> dlcpihArma22Fit
> *
> *Call:
> **arima(x = ausT2Ts[, 4], order = c(2, 1, 2), xreg = 1:dlcpihTsLen)
> *
> *Coefficients:
> ** ar1 ar2 ma1 ma2 1:dlcpihTsLen
> ** -0.1083 0.8673 0.5263 -0.3716 0.0146
> **s.e. 0.0493 0.0484 0.0894 0.0852 0.0041
> *
> *sigma^2 estimated as 0.0001282: log likelihood = 498.38, aic = -984.76*
*
*
*
*
I wonder why the coefficient values are little...
2006 Apr 17
0
Pros/cons of doubling up in Self-Referential has_many via :through
...g like this (sorry for all the
relatee and relation_tos, etc):
def allrelations
ar1 = self.relation_froms.find(:all, :include => :relator).collect
{|c| {"id" =>c.id, "notes" =>c.notes, "reltype" => c.reltype, "person"
=>c.relator} }
ar2 = self.relation_tos.find(:all, :include => :relatee).collect
{|d| {"id" =>d.id, "notes" =>d.notes, "reltype" => c.reltype, "person""
=>d.relatee} }
ar=ar1+ar2
end
I can then loop through them in the view, with something like this:...
2003 Nov 24
0
link between arima and arma fit
...serie x with an arima and the fit of
diff(x) with an arma (same coeff p & d) differ one from another
here are the output of R:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
> modelarma<-arma(diff(x),c(7,5))
> modelarma
Call:
arma(x = diff(x), order = c(7, 5))
Coefficient(s):
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2
0.06078 -0.44774 0.41881 0.47624 0.01406 0.06565 -0.06167 -0.01294 0.31313
ma3 ma4 ma5 intercept
-0.49027 -0.55461 -0.11520 -0.10692
> modelarima<-arima(x,c(7,1,5))
> modelarima
Call:
arima(x = x, order = c(7, 1, 5))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7...
2006 Jun 01
1
why does arima returns "NAN" standard error?
Hi everyone,
-----------------------------
Coefficients:
ar1 ar2 ma1 ma2 sar1 intercept drift
1.5283 -0.7189 -1.9971 0.9999 0.3982 0.0288 -9e-04
s.e. 0.0869 0.0835 0.0627 0.0627 0.1305 NaN NaN
sigma^2 estimated as 0.04383: log likelihood = 4.34, aic = 7.32
Warning message:
NaNs produced in: sqrt(diag(objec...
2006 Nov 23
1
ARMAX Models in R
Hi,
I want to model different timeseries with ARMAX models in R because I think
that ARMAX models will map best to these data.
Besides I don't want to use the order of the AR or MA part but the lag e.g.
AR Part =ar1, ar2, ar7; MA Part =ma1, ma3 and I want to use exogenous
variables as well.
I coudn't find any solutions in the R help and therefore I want to ask all
of you.
Does anyone know how to solve this problem???
That would be great! Thanks a lot for your help!!
Best regards,
Katharina
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