search for: innovating

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Hello, I have used the arima.sim function to generate a lot of time series, but to day I got som results that I didn't quite understand. Generating two time series z0 and z1 as eps <- rnorm(n, sd=0.03) z0 <- arima.sim(list(ar=c(0.9)), n=n, innov=eps) and z1 <- arima.sim(list(ar=c(0.9)), n=n, sd=0.03), I would expect z0 and z1 to be qualitatively similar. However, with n=10 the

Just a reminder: AstriCon is coming up in October in Washington, DC (http://www.astricon.net/ ) and we're looking forward to seeing you there! We're getting to the deadline for Innovation Awards for this year. What's an Innovation Award? The Innovation Award is designed to recognize developers, customers and partners for outstanding achievements that are improving business

Hi, I am using the arima.sim function to generate some AR time series. However, the function does not seem to produce exactly the same time series when I specify the innov parameter. For example > r <- rnorm(300) > x <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) > y <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) >

Dear all, Can garch function fit also t-innovations or only Gaussian innovations? -- With kind regards -- Lepo pozdravljeni -- Gr??e (Gr?ezi) -- Gorazd Brumen ------------------------------- Mail 1: gbrumen at student.ethz.ch Mail 2: gorazd.brumen at fmf.uni-lj.si Tel.: +41 (0)1 63 34906 Homepage: valjhun.fmf.uni-lj.si/~brumen

Hi, I have been using arima.sim from the stats package recently, and I'm wondering why I get different results when using what seem to be the same parameters. For example, I've given examples of three different ways to run arima.sim with what I believe are the same parameters. It's my understanding from the R documentation that rnorm is the default function for rand.gen if not

Hi everyone, I have got some questions about Speex, I am sorry if my questions are too newbie: 1. For the LP analysis, did Speex use the AR (Autoregressive) model or the ARMA model? 2. Am I right to say that Speex use a multistage VQ (since I believe Speex employs two or more VQ consecutively - based on the manual it says that Speex uses dynamically selectable codebooks (linear

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

The Quantitative Decision Strategies group at Janssen Research & Development, Johnson & Johnson, is looking for a candidate to represent QDS in Beijing, China in the subsidiary company of Xian-Janssen Pharmacetical Ltd. The basic requirements for this candidate are 1) 3+ years experience in a quantitative field, but not necessarily pharmaceutical; 2) PhD in statistics or related field

LLVM Developers, The compiler teams at the Qualcomm Innovation Center are hiring. In summary, we are doing interesting things with LLVM; come join us! I have included a more detailed description below. If you are interested, please contact me at adasgupt at quicinc.com -Anshu --- Opportunities at Qualcomm Innovation Center, Inc. Compiler Technologies Mobile devices are increasingly supporting

On by eth1 does nothing, I tried configuring Shorewall and just ignoring it, but Shorewall errors with "Unable to determine the routes through interface ''eth1''", searching high low seems to reveal I am either the first person ever to see this error, or it is so trivially overcome that it is not documented or commented upon anywhere on the internet. I tried all sorts

Good morning everyone, I use for the first time the package fSeries and i try to run the example given by Diethelm Würtz. But when i run its example which is the following # # Example: # Model a GARCH time series process # # Description: # PART I: Estimate GARCH models of the following type ARCH(2) # and GARCH(1,1) with normal conditional distribution functions. # PART II: Simulate

Hi This is my first post to this group, so apologies in advance if I get it wrong. I would like to know how the prediction for arima models works in R. I have a time series to which I fit an arima model, of varying AR and MA orders. I then use the predict function to project it forward. I have also written my own function to perform the prediction, but it gives different answers to Arima.predict

Dear useRs, I want to simulate a time series (stationary; the distribution of values is skewed to the right; quite a few ARMA absolute standardized residuals above 2 - about 8% of them). Is this the right way to do it? #-------------------------------- load("rdtb") #the time series > summary(rdtb) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.11800 -0.65010 -0.09091

Hi all, I was in Las Vegas yesterday accepting an award from eWeek and PC Magazine on behalf of Samba for the Innovation in Infrastructure Award in the "Enterprise Software" catagory ! The award was sepcifically for Samba 2.2.2, and we beat out Sun Microsystems Java 2 Platform Standard Edition Version 1.4 and Bea Systems WebLogic Server 7.0 for the award, so I'm stunned that we

Hi all, I was in Las Vegas yesterday accepting an award from eWeek and PC Magazine on behalf of Samba for the Innovation in Infrastructure Award in the "Enterprise Software" catagory ! The award was sepcifically for Samba 2.2.2, and we beat out Sun Microsystems Java 2 Platform Standard Edition Version 1.4 and Bea Systems WebLogic Server 7.0 for the award, so I'm stunned that we

Hi all, I post it on both r-help and r-finance since I don't know where is most appropriate for this topic. Sorry if it bothers you. I did garch fitting on S&P500 monthly returns with garchFit from fSeries. I got same coefficients from all cond.dist except normal. I thought that is probabaly usual for the data. But when I play with it, I got another question. I plot skew normal with

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops

Dear useRs, we are organizing the following session Topic: Innovative Tools in Data Analysis Organizers: Achim Zeileis and Bettina Gruen at the First Workshop of the ERCIM Working Group on Computing & Statistics June 19-21, 2008 Neuchatel, Switzerland URL: http://www.dcs.bbk.ac.uk/ercim08 To improve the quality of statistical data analysis the provision of innovative tools which make new