search for: lakehuron

Dear R-list, I would like to show the implications of estimating a linear trend to time series, which contain significant serial correlation. I want to demonstrate this, comparing lm() and an gls() fits, using the LakeHuron data set, available in R. Now in my particular case I would like to draw confidence bands on the plot and show that there are differences. Unfortunately, I do not know how to construct those bands for the gls fit object. Does anyone know how to do that? Here is the code: library(nlme) library(car...

...e of an AR(2) with one exogenous variable. In the first case it's easy to see how the forecasts are computed. When there is an exogenous variable, it's not clear (at leat to me) how the forecast is computed. I thought I understood how the model is written but apparently not. Using the LakeHuron data, fit a simple AR(2) model: > data(LakeHuron) > ar.lh <- arima(LakeHuron, order = c(2,0,0)) > ar.lh Call: arima(x = LakeHuron, order = c(2, 0, 0)) Coefficients: ar1 ar2 intercept 1.0436 -0.2495 579.0473 s.e. 0.0983 0.1008 0.3319 sigma2 estimated a...

Dear All, I have a model to predict time series data for example: data(LakeHuron) Lake.fit <- arima(LakeHuron,order=c(1,0,1)) then the function predict() can be used for predicting future data with the model: LakeH.pred <- predict(Lake.fit,n.ahead=5) I can see the result LakeH.pred$pred and LakeH.pred$se but I did not see residual in predict function. If I have a model...

Good afternoon! I'm trying to learn time series but i have a bit of of a problem using R packages for this. 1. > LakeHuron > sample(500:600, 98) > sample(500:600, 98)->t > fit<-arima(LakeHuron, order=c(2,1,1), xreg=t) > fit > predict(fit, n.ahead=1, newxreg=t) Now, my problem is this: is it ok to use the same t in predict function or should my newxreg contain 99 values in order to properly predic...

...from a number of sources and have more or less got the hang of how it works. i would like to compare the output from the fitted model to the original data. is this possible? or even a meaningful thing to do? to be clear, for example, having generated a fit to some data using > fit <- arima(LakeHuron, order = c(1, 0, 1)) and then plotting the data with > plot(LakeHuron) is it possible to overlay the output of the model on the original data to compare how well it captures the variations in the data? i know that predict can be used to extrapolate beyond the end of the data series, but i wan...

According to Hadley's ggplot book (p. 109), both the graphs below should have a legend, and yet none appears in my hands. Any suggestions? I can't see a typo. Is there a bug? library(ggplot2) data(LakeHuron) huron = data.frame(year=1875:1972,level=LakeHuron) p = ggplot(huron, aes(year)) + geom_line(aes(y= level - 5), colour = 'blue') + geom_line(aes(y= level + 5), colour = 'red') print(p) key = c('below' = "blue", 'above' = "red") p = p + scal...

...e a legend for a black-white graph. The package I use is ggplot2. It can add colors to the legend key but not line types. Can you please help? # example from Wickman (2009, ggplot2 - elegant graphics for data analysis, page 109) library(ggplot2) huron <- data.frame(year=1875:1972, level=LakeHuron) ggplot(huron, aes(year)) + geom_line(aes(y=level+5, colour="above")) + geom_line(aes(y=level-5, colour="below")) + scale_colour_manual("Direction", c("above"="black", "below"="black")) Thanks, Edwin...

Hi, Could anyone inform how to perform multi-variate auto regression using the past 't' values for regression in R. I have looked at ARMA provided by DES library and mvr provided by PLS library but could not match them to my requirements. Specifically, I want the following Say I have attributes a1-a4. and the regression equation is as follows: a4(t) =

...lor of Statistics Students Harman23.cor Harman Example 2.3 Harman74.cor Harman Example 7.4 Indometh Pharmacokinetics of Indomethicin InsectSprays Effectiveness of Insect Sprays JohnsonJohnson Quarterly Earnings per Johnson & Johnson Share LakeHuron Level of Lake Huron 1875-1972 LifeCycleSavings Intercountry Life-Cycle Savings Data Loblolly Growth of Loblolly pine trees Nile Flow of the River Nile Orange Growth of orange trees OrchardSprays Potency of Orchard Spr...

...al/lib/R/library/ts/data action: create D: file: /usr/local/lib/R/library/ts/data/00Index action: create D: file: /usr/local/lib/R/library/ts/data/BJsales.R action: create D: file: /usr/local/lib/R/library/ts/data/EuStockMarkets.R action: create D: file: /usr/local/lib/R/library/ts/data/LakeHuron.R action: create D: file: /usr/local/lib/R/library/ts/data/UKDriverDeaths.R action: create D: file: /usr/local/lib/R/library/ts/data/UKLungDeaths.R action: create D: file: /usr/local/lib/R/library/ts/data/USAccDeaths.R action: create D: file: /usr/local/lib/R/library/ts/data/austres.R a...

...text html latex EuStockMarkets text html latex HoltWinters text html latex example JohnsonJohnson text html latex example KalmanLike text html latex LakeHuron text html latex Nile text html latex example StructTS text html latex example UKDriverDeaths text html latex example UKLungDeaths text html...