search for: armaacf

hi, in 1.9.1, the return value from ARMAacf(pacf=TRUE) is not named by lags, contrary to ?ARMAacf. the simple fix is to move names(Acf) <- down after if(pacf), with an appropriate starting lag as pacf=TRUE appears to start at lag 1 (whereas pacf=FALSE starts at lag 0). for consistency, one could argue to append 1 for lag 0 for pacf=TRUE...

...stem is computationally singular: reciprocal condition number = 1.00757e-18" Secondly, when the sum is greater than 1, some elements in the returned ACF vector do not belong to interval [-1,1], which looks a bit weird for autocorrelation (!) E.g. : > w<-c(0.9,0.7,0.1,0.1,0.19,0.01) > ARMAacf(w, lag.max = 6) 0 1 2 3 4 5 6 1.000000 -1.624285 -1.735076 -3.121879 -4.412638 -6.318869 -9.560138 Does someone have a clue about it ? It would be very helpful. Thanks a lot Regards Cyril -- View this message in context: http://www.n...

...bly small, but large enough so that for high lags, the inverse autocorrelationq approach zero. One can try 10,20,30,40... it's not recommended to go over N/4 given a "ts" object ts.1 : artest <- ar(ts.1,aic=F,order.max=30,method="yule-walker") #choice p=30 acfth <- ARMAacf(ar=numeric(0),ma=artest$ar) #compute theoretical acf for an MA, taking the estimated AR coefficients # Then we plot, using ggplot2 : library(ggplot2) base <- data.frame(IACF=as.vector(acfth),Lag=as.numeric(names(acfth))) ci <- 0.95 climy <- qnorm((1 + ci)/2) / sqrt(artest$n.used) ###Com...

...gt; lm1 <- lm(Fertility ~ . , data = swiss) > AIC(lm1) [1] 326.0716 > stopifnot(all.equal(AIC(lm1), + AIC(logLik(lm1)))) > ## a version of BIC or Schwarz' BC : > AIC(lm1, k = log(nrow(swiss))) [1] 339.0226 > > > > cleanEx(); ..nameEx <- "ARMAacf" > > ### * ARMAacf > > flush(stderr()); flush(stdout()) > > ### Name: ARMAacf > ### Title: Compute Theoretical ACF for an ARMA Process > ### Aliases: ARMAacf > ### Keywords: ts > > ### ** Examples > > ARMAacf(c(1.0, -0.25), 1.0, lag.max = 10)...

Hello I would like to generate covariance matrix with autoregressive structure. I saw some functions in nlme such as corAR1 for example but I don't know how to use it for my goal. Could someone help me or advise me another function? Thank you in advance Caroline

To whom it may concern, I am interested in generating data from an ARMA(p,q) process in R. I know that there are functions in S which allow for this, but I don't know if such functions exist in R. Do they? And if so, what are those functions? Thanks, Carsten Botts e-mail: cbotts at stat.ufl.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help

I would like to figure out the equations for calculating "AIC" in both "step() function" and "AIC () function". They are different. Then I just type "step" in the R console, and found the "AIC" used in "step() function" is "extractAIC". I went to the R help, and found: "The criterion used is AIC = - 2*log L + k *

...;t work with tcl8.0.x. Compatibility code inserted (PR#1640, thanks to Ren? Bertin for helping out with this). o selfStart() {pkg "nls"} now works again when parameter names are not specified (but implicit). o legend() now treats lty="0" properly (as solid). o ARMAacf was failing if 0 < p < q+1: it failed to say that ar needed to be padded with zeroes, and now the code does that. o old.packages() was assuming a bundle was installed in only one library, and so update.packages() would only update a bundle in the first location in lib.loc. o fish...

...;t work with tcl8.0.x. Compatibility code inserted (PR#1640, thanks to Ren? Bertin for helping out with this). o selfStart() {pkg "nls"} now works again when parameter names are not specified (but implicit). o legend() now treats lty="0" properly (as solid). o ARMAacf was failing if 0 < p < q+1: it failed to say that ar needed to be padded with zeroes, and now the code does that. o old.packages() was assuming a bundle was installed in only one library, and so update.packages() would only update a bundle in the first location in lib.loc. o fish...

...glm.null" are deprecated and all of their methods have been removed. o Method weights.lm(), a copy of weights.default(), has been removed. o print.atomic() is now deprecated. o The back-compatibility entry point Rf_log1p in standalone Rmath has been removed. BUG FIXES o ARMAacf() sometimes gave too many results or failed if `lag.max' was used. o Functions anova.glm(), contrasts(), getS3method(), glm() and make.tables() were applying get() without asking for a function and/or not starting the search in the environment of the caller. o as.data.frame.matrix...

...glm.null" are deprecated and all of their methods have been removed. o Method weights.lm(), a copy of weights.default(), has been removed. o print.atomic() is now deprecated. o The back-compatibility entry point Rf_log1p in standalone Rmath has been removed. BUG FIXES o ARMAacf() sometimes gave too many results or failed if `lag.max' was used. o Functions anova.glm(), contrasts(), getS3method(), glm() and make.tables() were applying get() without asking for a function and/or not starting the search in the environment of the caller. o as.data.frame.matrix...

...l latex codoc text html latex tools-internal text html latex undoc text html latex example >>> Building/Updating help pages for package `ts' Formats: text html latex example ARMAacf text html latex example ARMAtoMA text html latex example AirPassengers text html latex example BJsales text html latex EuStockMarkets text htm...