search for: fint

Hi, I'm trying to model an ARMA(1,[1,4]), i.e. I want only lags 1 and 4 of the Moving Average part. It's the '[1,4]' part that is giving me a problem. I've tried different arma's and arima's in different packages, namely: packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast For example, with package FinTS: > ( ARIMA(y, order=c(1,0,c(1,4))) ) Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg, : 'order' must be a non-negative numeric vector of length 3 Using ARIMA(1,0,1) with a seasonal argum...

...10 20 30 40 50 60 70... 360 0-10 10-20 20-30 30-40 40-50 50-60 However, when I use the rosavent command (i.e. rosavent(Wind_freq_speed)), it produces a rose diagram with my data plotted 6 times around the 360 degrees. I also get the following error: Error in legend(-fmaxi - 2 * fint, fmaxi, fill = col, legend = attr(frec, : 'legend' is of length 0 Can anyone help me with this? Thanks. -- Kevin Turner Department of Geography and Environmental Studies Wilfrid Laurier University Waterloo, Ontario [[alternative HTML version deleted]]

Hi, All: FinTS version 0.2-7 is now available on CRAN. This version adds two new functions: * ArchTest to compute the Engle (1982) Lagrange multiplier test for conditional heteroscedasticity, discussed on pp. 101-102 of Tsay, with examples on those pages worked in the R script in "~R\library\FinTS\...

Hi, All: FinTS version 0.2-7 is now available on CRAN. This version adds two new functions: * ArchTest to compute the Engle (1982) Lagrange multiplier test for conditional heteroscedasticity, discussed on pp. 101-102 of Tsay, with examples on those pages worked in the R script in "~R\library\FinTS\...

...g" argument. For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated with the following specification : arma(y, lag=list(ar=3,ma=2)). Is this possible with the "arima" function in the "stats" or in other time series packages like fArima, forecast, or FinTS? They all take a "lag" argument. I would like to have the ability to estimate models like the one above while utilizing the "xreg" argument available in the other arima functions . Thanks, Richard Saba sabaric at auburn.edu

...coding is poor and consequently it would be easier for me to use R, especially given the fractional polynomial transformations! Currently the model is as follows (without treatment). coxfita=coxph(Surv(rem.Remtime,rem.Rcens)~sind(nearma)+fsh(nearma)+fdr(nearma)+th1(nearma)+th2(nearma)+fp(cage)+fp(fint)+fp(tsb)+strata(rpa),data=nearma) Thank you for your help, Laura

Hi all, I am looking for study resources for (financial) time series? Hopefully I could find video lectures then it will reduce the learning curve. Thanks a lot! [[alternative HTML version deleted]]

...,4]), >>> i.e. I want only lags 1 and 4 of the Moving Average part. >>> It's the '[1,4]' part that is giving me a problem. >>> >>> I've tried different arma's and arima's in different packages, namely: >>> packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast >>> >>> >>> For example, with package FinTS: >>> >>> ( ARIMA(y, order=c(1,0,c(1,4))) ) >>>> >>> Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg, : >>> 'or...

...qtr - 1)) # The regression on 'Quarters' works fine. # It does exactly what I want it to do. # But!? Surely there must be a more elegant way #?????? to accomplish the same thing ?! # I have looked at the following packages (amongst others): # tseries, timeSeries, TSA, AER, fSeries, vars, FinTS, xts, fArma, # fRegression, tsfa, uroot, urca, ... # without finding anything more convenient (simpler, nicer!). # Any suggestion? # Thank you. # Len Vir

Hello. I just emerged spanDSP with all the packages needed. After a bit of configuration i was read to test. But i get this errormessage stating that application rxfax was not found. I could't fint rxfax i teh modules directory. I use asterisk 1.0.7. I did reset the server after emerging SpanDSP I use gentoo kernel 2.6 I don't know what else to do. Regards, Arne Morten

...ess='52:54:00:48:3f:f5'/> <alias name='net0'/> <address type='pci' domain='0x0000' bus='0x00' slot='0x03' function='0x0'/> </interface> But i don't know - how to make redirecting ports and i cann't fint it in documentation. Is it possible? -- Thanks for your feedback. Best regards, Alex

Is Gluster 3.3.2 work with ipv6? I cant find options in CLI tu turn on and cant fint anything about it in Admin guide. When i search in google - i'm find workaround - add to volume config ( file var/lib/glusterd/vols/cluster/volumename.hostname.place-metadirname ) string: option transport.address-family inet6 to section: volume cluster-server type protocol/server .....

...: Anything that is listed as ** No title available (pre-2.0.0 install?) ** gives me the above mentioned error message. Thus, my question is, how do I get those particular packages to work? Thanks in advance for your help! > library() Packages in library '/usr/local/lib/R/library': FinTS ** No title available (pre-2.0.0 install?) ** KernSmooth Functions for kernel smoothing for Wand & Jones (1995) MASS Main Package of Venables and Ripley's MASS Matrix ** No title available (pre-2.0.0...

I would like to get some idea of which R-packages are popular, and what R is used for in general. Are there any statistics available on which R packages are downloaded often, or is there something like a package-survey? Something similar to http://popcon.debian.org/ maybe? Any tips are welcome! ----- Jeroen Ooms * Dept. of Methodology and Statistics * Utrecht University Visit

Hi, All: FinTS version 0.3-1 is now available on CRAN. This version adds a function 'apca' for "Asymptotic Principal Components Analysis", as discussed in Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, sec. 9.6), in addition to minor improvements in the partially complete sc...

Hi, Does anyone know if R has a Lagrange multiplier (LM) test for ARCH effects for univariant time series? Thanks! -- Tom [[alternative HTML version deleted]]

...st represents an individual data point that is not regarded as part of a matrix. Any help? I desperately need to be able to extract all the output data into a Vector so I can perform the final step of my computation. The final step is: fn<-(R*(R1R-R10R)) + (R*((KR/VR)-(p[1]/p[2])))* ifint Thanks in advance. ifint<-integrate(f,0,40,w=w$t,y=w$fint.i.)$val ifint [1] 1.573233e-10 [1] 2.939187e-10 [1] 5.491124e-10 [1] 1.025877e-09 [1] 1.916591e-09 [1] 3.580663e-09 [1] 6.689559e-09 [1] 1.249774e-08 [1] 2.334885e-08 [1] 4.36214e-08 [1] 8.149551e-08 [1] 1.522537e-07 [...

HI list, I want to know whether tsdiag uses k-(p+q) as the lag in ljung box test. How is it possible to save those values nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]

hi, When I type library(ts) (I am working on an ubuntu machine), I get the following error: > library(ts) Error in library(ts) : there is no package called 'ts' I did a few google searches and it seems like ts is no longer available....is that correct? It seemed to me that I would need to download Rmetrics instead....is that the replacement for ts. Please let me know how I can get

Any got experience with these? I couldn't fint anything in any postings... it seems they have a h.323 on voip01.go2call.com and a sip on sip01.go2call.com I have tried to register with some of the same as I use for nikotel, but Asterisk does not want to register. I've tried to use both the user name (ingvald) and the PIN code 440.......