search for: fints

Displaying 20 results from an estimated 34 matches for "fints".

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2009 Oct 13
1
How to specify an ARMA(1, [1,4]) model?
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 argume...
2010 Apr 18
2
rosavent problem
I have a frequency table that I am trying to plot on a rose diagram using rosavent. I've set the table up by using this line: Wind_freq_speed <- t(table(cut(Wind_Dir_vec, 0:36), cut(Wind_Speed_vec, seq(0, to=60, by=10)))) It produces the following table layout, which is consistent with the rosavent example (windfreq.dat). 10 20 30 40 50 60 70... 360 0-10 10-20
2008 Feb 13
0
FinTS_0.2-7
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\s...
2008 Feb 13
0
FinTS_0.2-7
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\s...
2008 Mar 21
1
tseries(arma) vs. stats(arima)
...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
2009 May 22
1
Forcing a variableinto a model using stepAIC
Dear All, I am attempting to use forward and/or backward selection to determine the best model for the variables I have. Unfortunately, because I am dealing with patients and every patient is receiving treatment I need to force the variable for treatment into the model. Is there a way to do this using R? (Additionally, the model is stratified by randomisation period). I know that SAS can be
2009 Aug 23
1
study resources for time series?
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]]
2009 Oct 13
0
How to specify an ARMA(1, [1,4]) model? Solved
...,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, : >>> 'ord...
2010 Mar 18
1
Regression of a time series on its Quarters
...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
2005 Sep 06
1
Application rxfax missing ?
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
2011 Dec 29
1
redirect ports from user network
Hello. I would like to redirect some ports from user network to host system. In console i can do it: /usr/libexec/qemu-kvm -drive file=/home/libvirt/qemu-fedora.img -vnc 10.200.1.1:1 -net user -redir tcp:22000::49999 -redir tcp:22001::22 How can i do it with libvirt? I make users network in XML config VM: <interface type='user'> <mac
2013 Nov 01
1
Hi all! Glusterfs Ipv6 support
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 .... end-volume
2009 Jan 13
1
Message: No title available (pre-2.0.0 install?)
...: 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...
2009 Mar 07
10
popular R packages
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
2008 Mar 29
0
FinTS_0.3-1
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 scr...
2008 Feb 02
1
ARCH LM test for univariant time series
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]]
2008 Mar 27
0
Extracting output data into a vector or matrix
I've been struggling to do the following: After a lengthy computation, I receive an output along the lines of the list below. This list has 41 values and is not the end of my computations. I have another computation to do on the list below, but in this final computation the list is supposed to be a vector. I've tried to assign the list below to a data frame and then extract it, but
2010 Jul 22
1
tsdiag
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]]
2011 Jul 22
1
library 'ts' not available?
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
2004 Jan 20
0
Outbound call with Go2Call
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.... as authentication. ---from sip.conf----