search for: lag3

...t;-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)) Error: no valid set of coefficients has been found:please supply starting values In addition: Warning me...

....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 standard error: 0.9526 on 109 degrees of freedom Mu...

...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","RET3",...

...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.com/Ho...

...e))*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 tell me where I am making mistakes. Regards, Upananda Pani [[a...

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}}