Displaying 3 results from an estimated 3 matches for "i911".
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2010 May 04
1
How to make predictions with the predict() method on an arimax object using arimax() from TSA library
...to my own work, I would like to refer to readers to the example given in the TSA documentation which would also then clarify my own issues:
>library(TSA)
>
>data(airmiles)
>air.ml=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
>period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
>I911=1*(seq(airmiles)==69)),
>transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
>Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
Ok,so I've run the above code and an object called air.ml has now been c...
2011 Oct 02
0
Arimax First-Order Transfer Function
...nd with this
I've been unsuccessful in replicating the results found in McCleary &
Hay(1980).
I've looked, in depth, at the 'airline' example, however, despite the
guidance provided by Chan on this (see below) it's not immediately clear to
me how "xtransfer" (i.e. I911=1*(seq(airmiles)==69) and the "transfer" (i.e.
transfer=list(c(0,0),c(1,0)) arguments are generated, and what they consist
of. I've looked extensively for further information on this, but to no
avail. Is anyone able to offer any further advice/ directions on how to go
about this?
Bes...
2010 May 05
0
R-help Digest, Vol 87, Issue 5
...to my own work, I would like to refer to readers to the example given in the TSA documentation which would also then clarify my own issues:
>library(TSA)
>
>data(airmiles)
>air.ml=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
>period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
>I911=1*(seq(airmiles)==69)),
>transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
>Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
Ok,so I've run the above code and an object called air.ml has now been c...