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...5573,5331,5355,6057,6055,6771,6669,6375,6666,6383,6118 ,5927,5750,5122,5398,5817,6163,6763,6835,6678,6821,6421,6338,6265,6291 ,5540,5822,6318,6268,7270,7096,6505,7039,6440,6446,6717,6320) YY=as.timeSeries(Y) adf.test(Y) adf.test(YY) ======== Output ==== > adf.test(Y) Augmented Dickey-Fuller Test data: Y Dickey-Fuller = -6.1661, Lag order = 5, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(Y) : p-value smaller than printed p-value > adf.test(YY) Augmented Dickey-Fuller Test data: YY Dickey-Fuller = 12.4944, Lag order = 5, p-value = 0....

Short question: Is it possible to use statistical tests, like the Augmented Dickey-Fuller test, in functions with for-loops? If not, are there any alternative ways to scale measures? Detailed explanation: I am working with time-series, and I want to flag curves that are not stationary and which display pulses, trends, or level shifts. >df DATE ID VALUE2012-03-06 1 5....

Hi all, Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(melbmax) >adf.test(melbmax,k=0,alternative="stationary") Augmented Dickey-Fuller Test data...

R has a Dickey-Fuller Test implementation (adf.test) that tests for unit roots in an autoregressive process with a constant and linear trend. Is there a DF implementation that doesn't use the constant or trend? Thanks, Jake. -- View this message in context: http://www.nabble.com/Dickey-Fuller-Tests-with-no-cons...

Hi All , Could you please tell using which library ,Dickey-Fuller Test can be run? Thanks a lot __________________________________________________ [[alternative HTML version deleted]]

Hi all, I was running the adf test in R. CODE 1: adf.test(data$LOSS) Augmented Dickey-Fuller Test data: data$LOSS Dickey-Fuller = -1.9864, Lag order = 2, p-value = 0.5775 alternative hypothesis: stationary CODE 2: adf.test(diff(diff(data$LOSS))) Augmented Dickey-Fuller Test data: diff(diff(data$LOSS)) Dickey-Fuller = -6.9287, Lag order = 2, p-value = 0.01 alternative hypoth...

...5.26 5.26 5.26 5.26 5.26 5.26 5.27 [145] 5.27 5.26 5.27 5.27 5.28 5.29 5.29 5.29 5.29 5.30 5.30 5.30 5.31 5.31 5.31 5.32 5.32 5.33 [163] 5.33 Now I want to conduct a test for stationarity using ADF test : > adf.test((data[,1]), "stationary", 0) Augmented Dickey-Fuller Test data: (data[, 1]) Dickey-Fuller = -3.7351, Lag order = 0, p-value = 0.02394 alternative hypothesis: stationary But surprisingly it leads towards rejestion of NULL [p-value is less than 0.05], i.e. indicates a possible stationary series. However ploting a graph of actual data set it doe...

Hi, While doing the adf test using ur.df ?price.df2=ur.df(y=log(price),type = "drift", selectlags="AIC") summary(price.df2)? It gives two values for ?value of test statistic is: -1.5992?? 2.32? one value is the t-test (or t-ratio), what is the other one? Please help. TIA Aditya

Hi all, I tried to do a Dickey Fuller test with R using adf.test with a time series of german stock prices. I have 10 stocks from 1985 to 2009 with monthly stock prices. So if you do the math I have 289 values for each stock. I tried to do the test for each stock alone and had the 289 values of my first stock listed in R. When I tried...

...tput of the last test is displayed. How can I ensure that the function root(var) will run and display the output from all tests, and not just the last one? Thank you, b. root <- function(var) { #---Phillips-Perron PP.test(var, lshort = TRUE) PP.test(var, lshort = FALSE) #---Augmented Dickey-Fuller adf.test(var, alternative = "stationary", k = trunc((length(var)-1)^(1/3))) #---KPSS kpss.test(var, null = "Level", lshort = TRUE) kpss.test(var, null = "Trend", lshort = FALSE) }

...gs in extensions.conf (for example: session-minse=90) without needing to create an overarching peer in sip.conf and selecting it specifically in the dial plan? I'm on the 1.4 stable code base and looking to implement session-timers on certain call flows in a modular dial plan. Thanks, Josh Fuller josh.fuller at telus.com The views expressed in this e-mail are mine alone and do not necessarily reflect the views of my employer.

Hello all, I tried to extract the p-value from adf.test in tseries; however, I got the error message such as > ht=adf.test(list.var$aa) > ht$p-value Error in ht$p - value : non-numeric argument to binary operator > ht Augmented Dickey-Fuller Test data: list.var$aa Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 alternative hypothesis: stationary > ht$data [1] "list.var$aa" > ht$p-value Error in ht$p - value : non-numeric argument to binary operator > ht$p NULL I do not have problem extracting the data in...

Dear Listers: I used cronbach{psy} to evaluate the internal consistency and some set of variables gave me alpha=-1.1003, while other, alpha=-0.2; alpha=0.89; and so on. I am interested in knowing how to interpret 1. negative value 2. negative value less than -1. I also want to re-mention my previous question about how to evaluate the consistency of a set of variables and about the total

...cussion of grub2 booting the kernel in a "hostile" way -- not using the built-in kernel EFI bootloader. And thus, grub2 is able to boot earlier kernels, while syslinux follows the rules. And is not able to. H. Peter referenced https://www.kernel.org/doc/Documentation/efi-stub.txt for a fuller explanation. Great job writing up documentation, Gene. If H. Peter's explanation is congruent with Ady's Linux pre-3.3 kernel research, would you add a link to this fuller explanation? i.e., https://www.kernel.org/doc/Documentation/efi-stub.txt in the "Linux EFI pre-3.3" s...

I tried to setup samba to print to a win95 box and I was using lpd from RH7.3 After trying everything I found Cups and looked at the docs and it prints great to the win95 Local Printer. Thanks for your help -- Ron Bramblett Sys Admin Fuller Brush Company

I am confused by obtaining different results when testing for unit root when using different packages. I have 2625 price entries for which I want to determine whether they exhibit unit root. First I test using adf.test from tseries package by running: > adf.test(P, k=30) Augmented Dickey-Fuller Test data: P Dickey-Fuller = -4.685, Lag order = 30, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(P, k = 30) : p-value smaller than printed p-value But adf.test includes a time trend that I wan to omit, which I do not know if it is possible. Thus I have to run AD...

Hello, How can an interative unit root test be implemented in R? More specifically, given a time series, I wish to perform the Dickey Fuller Test on a daily basis for say the last 100 observations. It would be interative in the sense that this test would be repeated each day for the last 100 observations. Given the daily Dickey Fuller estimates of delta for the autoregressive process d(Y(t)) = delta * Y(t-1) + u(t) , the significan...

...#39;m analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina <- get.hist.quote(instrument="^MERV","1996-10-08","2003-11-03", quote="Close") merv <- na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root: adf.test(merv,k=13) Dickey-Fuller = -1.4645, p-value = 0.805, merv have unit root than diff(merv,1) is stationary. Than I made Breushch-Pagan test to test if residuals are identically distributed: library(lmtest) bptest(merv[2:1730]~-1+merv[1:1729],~merv[1:1...

...le surprise when I check the dimensions of the resultant data frame - dat0merge, the merged data frame has 8007 rows! How can this be? Where did these extra 7 rows come from? This appears to defy logic! Thank you in advance for your help. I've put my code below for reference. Tova Fuller > dim(dat0) [1] 8000 60 > dim(TransTable) [1] 47296 9 > dat0merge=merge(TransTable,dat0, by.x="Target",by.y="TargetID",all.x=F,all.y=F) > dim(dat0merge) [1] 8007 68

...may see more overhead. > > If you need process separation, it may be a different story - in principle it is faster to use more native serialization than JSON since parsing is the slowest part for big datasets. > > Cheers, > Simon > > >> On Jan 14, 2016, at 4:52 PM, Thomas Fuller <thomas.fuller at coherentlogic.com> wrote: >> >> Hi Folks, >> >> If you need to send data from Java to R you may consider using the >> JDataFrame API -- which is used to convert data into JSON which then >> can be converted into a data frame in R. >>...