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Dear R-Users, How can I compute simple moving averages from a time series in R? Note that I do not want to estimate a MA model, just compute the MA's given a lenght (as excel does). Thanks ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos Processos de Modelagem Matemática Econometria & Inadimplência Serasa S.A. (11) - 6847-8889 ricardosilva@serasa.com.br

...variable and I can't persuade it that there is no such thing. Any help would be appreciated. Rob __________________________________________________ Associate Professor Rob J Hyndman Department of Econometrics & Business Statistics, Monash University, VIC 3800, Australia http://www-personal.buseco.monash.edu.au/~hyndman/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:...

Hi, can you advise me is there any ROC(Receiver Operating Characteristic)analysis program in R? Thanks, Dechao ===== Dechao Wang Tel: (44) 01223 719718 Mob: (44) 07729 411134 __________________________________________________ Everything you'll ever need on one web page from News and Sport to Email and Music Charts

...t altering x as it should. What am I doing wrong? Thanks. Rob Hyndman ___________________________________________________ Rob J Hyndman Associate Professor & Director of Consulting Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/

Hello, I have a several time series, which I would like to check for their best fitted Arima model (I am checking for the lowest aic value). Which lets me raise two questions: 1) is there are more efficient way, than using 6 for-loops? 2) sometimes the system cannot calculate with given parameters - is there a more efficient solution than I found? I hope, you can help me to make this

...es, and both run the code under R1.6.0 without a problem. Rob Hyndman ___________________________________________________ Rob J Hyndman Associate Professor & Director of Consulting Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/

Dear all, I'm looking for how can I estimate a linear model with ar(ma) errors : y(t)=a*X(t)+e(t) with P(B)e(t)=Q(B)u(t) where u is a white noise and P, Q are some polynomes. Could you help me ? Gr?gory Benmenzer

Using forecast package. http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/forecast/ Best Regards. Message: 50 Date: Thu, 18 May 2006 18:50:15 -0400 From: "Wensui Liu" <liuwensui en gmail.com> Subject: To: Michael <comtech.usa en gmail.com> Cc: R-help en stat.math.ethz.ch Message-ID: <1115a2b00605181550i1e71812...

Hello After conducting a simulation R closes down reporting the problem I have listed below. These are extracted from the event viewer option under the control panel option in windows. This problem occurs quite often but is as far as I can tell fairly sparadic. I can run identicle programs which run successfully the first time but on the second run it does not (and vise-versa also).

Dear R Users, I am working for the United Nations to construct a complete life table from an abridged table. I want to use the code of Hydman Filter by Rob J Hydman but an error sentence always appears and it simply doesn't run-- source("C:/R/Jamie/HymanFilter.R") Error in .C("spline_coef", method = as.integer(method), n = nx, x = x, : C symbol

Can anyone please recommend a good site for crime related time series? Thanks! Erin mailto: hodgess at uhddx01.dt.uh.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

...nonic cubic spline interpolation. Please reply directly. Rob Hyndman ___________________________________________________ Rob J Hyndman Associate Professor & Director of Consulting Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:...

...01), col = 2) # Not necessarily monotonic lines(cm.spline(x, y, n = 201), col = 3) >Error in .C("spline_coef", method = as.integer(method), n = nx, x = x, : C symbol name "spline_coef" not in DLL for package "stats" Cm.spline code from http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/interpcode.R ####################################### cm.spline <- function (x, y = NULL, n = 3 * length(x), method = "fmm", xmin = min(x), xmax = max(x), gulim=0) # modification of stats package spline to produce co-monotonic # interpolant by Hyma...

...The code and associated documentation is as close as possible to what already exists. Regards, Rob Hyndman __________________________________________________ Professor Rob J Hyndman Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/ -------------- next part -------------- quantile.default <- function(x, probs = seq(0, 1, 0.25), na.rm = FALSE, names = TRUE, type = 8, ...) { if (na.rm) x...

v1.0 of the forecasting bundle of packages is now on CRAN and will propagate to mirrors shortly. The forecasting bundle of R packages provides new forecasting methods, and graphical tools for displaying and analysing forecasts. It comprises the following packages: * forecast: Functions and methods for forecasting. * fma: All data sets from Makridakis, Wheelwright and Hyndman

Dear Sir, I am taking about the choosing knots of B-splines. Can you tel me the R docomentation for choosing the knots of B-splines automatically? It is possible to choose the knots by eye, but which is time consuming and a little arbitrary. Thanks for your reply. Shahid PhD Student -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hi there, I am trying to put the LATEX symbol \ell in the title of a graph, do you know how to do it? Thanks. Lydia

v1.0 of the forecasting bundle of packages is now on CRAN and will propagate to mirrors shortly. The forecasting bundle of R packages provides new forecasting methods, and graphical tools for displaying and analysing forecasts. It comprises the following packages: * forecast: Functions and methods for forecasting. * fma: All data sets from Makridakis, Wheelwright and Hyndman

Can we please have a ... argument in median() to make it possible to pass arguments to specific methods. _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of Forecasting http://www.robhyndman.info/ [[alternative HTML version deleted]]

For some reason, the help file on quantile() says "Missing values are ignored" in the description of the x argument. Yet this is only true if na.rm=TRUE. I suggest the help file is amended to remove the words "Missing values are ignored". Rob _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of