search for: lag2

...). An example: ________________________________________________________________ library(MASS) y<-c(7,5,4,7,5,2,11,5,5,4,2,3,4,3,5,9,6,7,10,6, 12,6,3,5,3,9,13,0,6,1,2,0,1,0,0,4,5,1,5,3,3,4) lag1<-c(0,7,5,4,7,5,2,11,5,5,4,2,3,4,3,5,9,6,7,10,6, 12,6,3,5,3,9,13,0,6,1,2,0,1,0,0,4,5,1,5,3,3) lag2<-c(0,0,7,5,4,7,5,2,11,5,5,4,2,3,4,3,5,9,6,7,10,6, 12,6,3,5,3,9,13,0,6,1,2,0,1,0,0,4,5,1,5,3) lag3<-c(0,0,0,7,5,4,7,5,2,11,5,5,4,2,3,4,3,5,9,6,7,10,6, 12,6,3,5,3,9,13,0,6,1,2,0,1,0,0,4,5,1,5) ># first a poisson model which is OK >glm(y~lag1+lag2+lag3,family=poisson(link=identity)) Er...

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is...

...1Q Median 3Q Max -2.43555 -0.63440 -0.03048 0.53522 2.84237 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.238631 0.137262 1.739 0.084944 z.lag.1 -0.153030 0.061841 -2.475 0.014881 z.diff.lag1 0.011463 0.090330 0.127 0.899252 z.diff.lag2 0.008764 0.089850 0.098 0.922479 z.diff.lag3 0.149529 0.088930 1.681 0.095546 z.diff.lag4 -0.349870 0.088847 -3.938 0.000145 (Intercept) . z.lag.1 * z.diff.lag1 z.diff.lag2 z.diff.lag3 . z.diff.lag4 *** --- Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 Residual s...

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is advisab...

...;)]) indep.ret3 &lt;- ts(data.df[selection,c("RET3")]) indep.ret4 &lt;- ts(data.df[selection,c("RET4")]) indep.ret5 &lt;- ts(data.df[selection,c("RET5")]) d&lt;-ts.union(dep,indep.ret1,indep.ret2,indep.ret3,indep.ret4,indep.ret5,dep.lag1=lag(dep,-1),dep.lag2=lag(dep,-2),dep.lag3=lag(dep,-3)) fit1 &lt;- lm(dep~indep.ret1+indep.ret2+indep.ret3+indep.ret4+indep.ret5+dep.lag1+dep.lag2+dep.lag3,data=d) summary(fit1) #coeftest(fit1,vcov=NeweyWest) 2) using armaFit: fit2&lt;-armaFit(dep~ar(3),xreg=ts(data.df[selection,c("RET1","RET2&qu...

Hello all, I need to figure out a way to lag a variable in by a number of days without using the zoo package. I need to use a remote R connection that doesn't have the zoo package installed and is unwilling to do so. So that is, I want a function where I can specify the number of days to lag a variable against a Date formatted column. That is relatively easy to do. The problem arises when I

I am using R on unix version 63.0 I am doing an image plot of the following data file: ================================ lag1 lag2 cif2d 0.000 0.000 NaN 0.000 1.000 0.500000 0.000 2.000 0.489831 0.000 3.000 0.492986 0.000 4.000 0.493409 0.000 5.000 0.492727 0.000 6.000 0.494485 1.000 0.000 0.500000 1.000 1.000 NaN 1.000 2.000 0.495098 1.000 3.000 0.489831 1.000 4.000 0.492986 1.000 5.000 0.493409 1.000 6.000 0.495455...

I am using R 63.0. Now let's try this simple image plot. Here is the data file: ============================ lag1 lag2 cif2d 1 1 11 1 2 12 1 3 13 2 1 21 2 2 22 2 3 23 3 1 31 3 2 32 3 3 33 ==================== data<-read.table("~/r/rt/data/unif/junk.out",header=TRUE) x<-unique(data$lag1) y<-unique(data$lag2) z<-matrix(data$cif2d,length(y),length(x)) At this point, see the z matrix: > z...

Hi all, I have run a ridge regression on a data set 'final' as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is advisab...

Hello I'm only user of R and have many little knowledge in programming but I permit to send you some whishes/suggestions for R. which.min like which(), which.min() should also include an argument arr.ind. Note that one can have it with which(a==min(a), arr.ind=TRUE) but if there is a reason to build a special function which.min, why not add also this nice argument? lag() If one wants to

...G -0.087313283 -0.039602008 -0.036173594 -0.052246520 -0.059179674 -0.041706488 0.031601299 H I J -0.005105154 0.016379572 0.058881676 Now i don't want the names A,B,C,D ..... etc, but i want to rename it with : Lag1, Lag2, Lag3 ... I know that it can be done with fix(autocorrelazione1), but i need somthing in the initial formula. I tried with dnn=list.names("lag1" , .... , "lag10") but the names remain the same. Some help? Thanks guys -- View this message in context: http://r.789695.n4.nabble....

...ice, start = c(2020, 22), frequency = 365) roilt=ts(diff(log(oil$price))*100,start=c(2020,22),freq=365) # Fit MSW model ---- roilt.lag0 = window(roilt,start=c(2020,23),end=c(2021,215),freq=365) # get al the lags right roilt.lag1 = window(roilt,start=c(2020,22),end=c(2021,214),freq=365) roilt.lag2 = window(roilt,start=c(2020,20),end=c(2021,213),freq=365) roilt.lag3 = window(roilt,start=c(2020,20),end=c(2021,212),freq=365) roilt.lag4 = window(roilt,start=c(2020,19),end=c(2021,211),freq=365) I am getting error (length is not matching), while creating lag. I will grateful to you if you can...

Hi, is there any function in R that shifts elements of a vector to the opposite direction of what Lag() of the Hmisc package does? (something like, Lag(x, shift = -1) ) Thanks Zava -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}

I think my problems are coused by a fundamental R incompatibility in how matrices are stored and the usual way of specifying Cartesian coordinates. When I do data<-read.table("~/r/rt/data/unif/6cbcif2d.out",header=TRUE) x<-unique(data$lag1) y<-unique(data$lag2) z<-matrix(data$cif2d,length(y),length(x)) This z matrix is printed apparently correctly from a Cartesian point of view > z [,1] [,2] [,3] [1,] 11 21 31 [2,] 12 22 32 [3,] 13 23 33 But if you look at the numbers on the top and side you see that the row and column inde...