search for: fitar

...ns Updated packages ---------------- ade4 (1.4-16), adlift (1.2-3), AICcmodavg (1.08), aqp (0.94-1), aspace (2.5), aspace (2.4), BioStatR (1.0.2), bnlearn (2.2), caret (4.54), caret (4.53), clustTool (1.6.5), coarseDataTools (0.3), constrainedKriging (0.1.2), DEMEtics (0.8.1), emdbook (1.2.2.1), FitAR (1.80), fpc (2.0-2), futile.paradigm (1.0.1), futile.paradigm (1.0.2), gamlss (4.0-3), gamlss.add (4.0-1), gamlss.data (4.0-1), genoPlotR (0.5.1), GEOmap (1.5-9), GEVcdn (1.0.2), GillespieSSA (0.5-4), gllm (0.33), glmperm (1.0-3), gRapHD (0.1.7), HFWutils (0.9.4.2010.08.20), hts (1.3), HWEintrinsic...

Hello - I need to do simple linear autoregressive model with R software for my thesis. I looked into all your documentation and I am not able to find anything too helpful. Can someone help me with the codes? Thanks Emil [[alternative HTML version deleted]]

Hi, In order to produce an autoregression where only certain lags are allowed, specified in advance (e.g. c(1,2,5) ), I have found it necessary to look beyond the standard [ar] function, thankfully discovering the [FitAR] package, wherein the [FitARp] function provided exactly that capability. However for my problem at hand, [FitARp] is vastly slower than [ar] - taking hours rather than minutes. A lesser problem is that it recognises only vectors and matrices, not [zoo] objects etc. So I wonder: 1) Is there a fur...

Hi, I'm slowly working through Tsay's "Analysis of Financial Time Series" 3rd ed. ?I'm trying to replicate Table 2.1 on p.47, which gives PACF, AIC, and BIC for the monthly simple returns of the CRSP value-weighted index. The data: http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/m-ibm3dx2608.txt > da <-

Is there some reason why > (1:2)+(1:3) [1] 2 4 4 Warning message: In (1:2) + (1:3) : longer object length is not a multiple of shorter object length can't be made into an error? I realise it was there in S-PLUS, but since it produces a warning there can't be many examples on CRAN or Bioconductor using it, and I can't think of any situation where it would be used deliberately.

Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab, but the algorithms didn't converge. So my academic advisor suggested using R. My problem is: estimate a mean reverting jump diffusion parameters. I've succeeded in deriving the likelihood function (which looks like a gaussian

Hi people, I´m trying to development a simple routine to run many Arima models result from some parâmeters combination. My data test have one year and daily level. A part of routine is: for ( d in 0:1 ) { for ( p in 0:3 ) { for ( q in 0:3 ) { for ( sd in 0:1 ) { for ( sp in 0:3 ) { for ( sq in 0:3 ) {

CRAN (and crantastic) updates this week New packages ------------ * bdoc (1.0) Michael Anderson http://crantastic.org/packages/bdoc This package contains a function that will classify DNA barcodes as well as a few test and reference data sets. * bdsmatrix (1.0) Terry Therneau http://crantastic.org/packages/bdsmatrix This is a special case of sparse matrices, used by coxme and

CRAN (and crantastic) updates this week New packages ------------ * allan (1.0) Alan Lee http://crantastic.org/packages/allan Automates Large Linear Analysis Model Fitting * andrews (1.0) Jaroslav Myslivec http://crantastic.org/packages/andrews Andrews curves for visualization of multidimensional data * anesrake (0.3) Josh Pasek http://crantastic.org/packages/anesrake This