Displaying 4 results from an estimated 4 matches for "fitit".
Did you mean:
fiti
2012 Mar 29
1
how to increase speed for function?/time efficiency of below function
i am using sarima() function as below
___________________________________________________________________________________________
sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){
n=length(data)
constant=1:n
xmean=matrix(1,n,1)
if (d>0 & D>0)
fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S),
optim.control=list(trace=1,REPORT=1,reltol=tol))
if (d>0 & D==0)
fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S),
xreg=constant,include.mean=F,
optim.control=list(t...
2006 May 10
2
problems with optimize (again)
Can someone please explain what the $minimum result of the optimize
function actually is?
I'm trying to optimize the function:
fitIT<-function(ampFac,ts_wave1,ts_template){
template<-stretchWaveTime(ts_template,ampFac)
fit<-calcFit(ts_wave1,template)
return(fit)
}
with
>optimize(f=fitIT,interval=c(0.5,4),ts_wave1=test.data[,1],ts_template=test.data[,1])
$minimum
[1] 3.764685
$objective
[1] 1.037864
how...
2010 Dec 08
1
Question on ARIMA Prediction
Dear all,
I'm new to R and time series analysis. I'd appreciate if you could shed
light on my problem.
Here is what I have been trying to do:
1. I fit the model ARIMA(1,0,0) with the training dataset xdata[1:100]
fitit = arima(xdata, order=c(1,0,0)
2. I have some current observations in the buffer. Say that
buf = xdata_new[1:20]
3. I'm trying to forecast the xdata_new[21] based on the history
fore=predict(fitit,buf,n.ahead=1)
However, the results of fore$pred give me 20 predicted values from 101 to
120. I&...
2007 Feb 24
1
Woolf's test, Odds ratio, stratification
Just a general question concerning the woolf test (package vcd), when we have
stratified data (2x2 tables) and when the p.value of the woolf-test is
below 0.05 then we assume that there is a heterogeneity and a common odds
ratio cannot be computed?
Does this mean that we have to try to add more stratification variables
(stratify more) to make the woolf-test p.value insignificant?
Also in the