Displaying 5 results from an estimated 5 matches for "ar8".
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2011 Sep 09
2
Different results with arima in R 2.12.2 and R 2.11.1
...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 0.0534 0.0834
sigma^2 estimated as 1.965e+17: log l...
2011 Sep 12
1
Difference in function arima estimation between 2.11.1 and R 2.12.2
...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 0.0534 0.0834
sigma^2 estimated as 1.965e+17: log l...
2008 Jul 17
0
Difficulties with Seamonkey plugins on 5.2
...s whole setup was that the
simplest way to "install" the plugins was simply to create symbolic
links from /usr/lib64/mozlilla/plugins - I think that's right - to the
relevant plugins directory. This worked until 5.2, or at least
Seamonkey reports that the plugins are installed. (The AR8 plugin has
serious problems, haven't gone all the way back to the AR7.9 plugin
yet, and I haven't tested the mplayerplug-in yet, but the critical one
is the flash plugin because so many web pages have flash videos on
them these days.)
Suggestions welcome.
Thanks.
mhr
2009 Feb 20
0
residuals from a fractional arima model and other questions
...000e+00 -Inf <2e-16 ***
ar3 3.339e-01 2.044e-17 1.634e+16 <2e-16 ***
ar4 -4.406e-01 0.000e+00 -Inf <2e-16 ***
ar5 3.924e-02 6.349e-18 6.182e+15 <2e-16 ***
ar6 -5.184e-01 2.558e-17 -2.026e+16 <2e-16 ***
ar7 8.988e-01 0.000e+00 Inf <2e-16 ***
ar8 -7.568e-01 3.112e-16 -2.432e+15 <2e-16 ***
ar9 3.442e-01 2.175e-22 1.582e+21 <2e-16 ***
ma1 -1.190e-01 1.470e-18 -8.097e+16 <2e-16 ***
ma2 -9.343e-02 0.000e+00 -Inf <2e-16 ***
ma3 2.140e-01 0.000e+00 Inf <2e-16 ***
ma4 -2.107e-01 0.000e+00 -Inf...
2005 Dec 21
9
question about changejournal
Hi,
I''ve got a newbie question--sorry if this is covered elsewhere, I parsed
through the archives for awhile and didn''t see it.
I''d like to listen for whenever a file is renamed (e.g. foo.txt -> foo.old)
and then magically change it back. This sounds odd, but I''m working with a
stubborn application and this will actually make things work nice.
So, if I do: