search for: ma2

Hi !            I am new to R. Can somebody help me in reformatting huge output files ,i.e, rearranging sets of columns in specific order. For example: I have data for three compunds 1, 2 and 3 file1: ID CA1 CA3 CA2 MA2 MA1 MA3 1 14 15 13 7 12 3 2 19 7 12 10 14 5 3 21 12 19 6 8 9   to File 2:   ID CA1 CA2 CA3 MA1 MA2 MA3 1 14 13 15 12 7 3 2 19 12 7 14 10 5 3 21 19 12 8 6 9   or File3: ID CA1 MA1 CA2 MA2 CA3 MA3 1 14 12 13 7 15 3 2 19 14 12 10 7 5 3 21 8 19 6 12 9   Thanks for your help, Tul Gan...

...control = list(reltol = tol)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811 0.0646 s.e. 0.0865 0.0885 0.1141 0.1181 0.1196 0.1220 0.1120 0.0908 0.0865 ma1 ma2 sma1 -0.0221 -0.9779 -0.7635 s.e. 0.0539 0.0534 0.0834 sigma^2 estimated as 1.965e+17: log likelihood = -3316.07, aic = 6658.13 and in In R 2.11.1 Call: arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), optim.control = list(reltol = tol...

Hi I am trying to define a function fu() in the following way but when I try to run I get the error that ma1 is not found. I am not sure where I am going wrong? Does the scope of ma1 not extend to an expr.frame object? expr.frame() is under library tradesys. function (y,ma1,ma2) { x <- y[, c("Open","Close")] d <- expr.frame(x, list(MAf=quote(SMA(Close, ma1)), MAs=quote(SMA(Close, ma2)))) } >fu(spx,60,120) Error in runSum(x, n) : object 'ma1' not found Thanks for your kind help. -- 'Raghu' [[alternative HTML version d...

I can get an array of strings for the data that I want using 'paste()' as follows: paste('ma', 1:am$arma[2], '=', coef(am)[1:am$arma[2] + am$arma[1]], sep='') This results in a vector of strings like: [1] "ma1=1.17760133668255" "ma2=0.649795570407939" "ma3=0.329456750858276" What I would like is fixed.pars <- list(ma1=1.17760133668255,ma2=0.649795570407939,ma3=0.329456750858276) Is there an 'R' guru that would be willing to suggest a good way of doing this? Thank you. Kevin [[al...

Full_Name: Ahmad Abu Hammour Version: rw0651 OS: windows 95 Submission from: (NULL) (63.23.128.44) Although I know that "ts package" is preliminary, I wanted to compare the results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in standard errors of coefficients from R and real figures from SPSS. I changed "delta" in R to match that used by SPSS, I received

I did a regression with ARMA errors using arima0 with ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1) or ari<-arima0(y,order=c(2,0,2),xreg=reg1) where reg1 is the matrix of the regressors and when I see diag(ari$var.coef) I get negative terms. Do you know what this mean ? I try to change transform.pars to 0 or 1 but this crash R on Windows. Is it possible to test the significativity

...n-Quinn criter. -6.021326 > **F-statistic 40.92897 Durbin-Watson stat 2.012062 > **Prob(F-statistic) 0.000000 > ** > **Inverted MA Roots .40 -.94 * This is R result > *> dlcpihTsLen <- length(ausT2Ts[,4]) > **> dlcpihArma22Fit <- arima(ausT2Ts[,4], order=c(2,1,2), > xreg=1:dlcpihTsLen) > **> dlcpiArma22hFit <- arima(ausT2Ts[,4], order=c(2,1,2)) > **> dlcpihArma22Fit > * > *Call: > **arima(x = ausT2Ts[, 4], order = c(2, 1, 2), xreg = 1:dlcpihTsLen) > * > *Coefficients: > **...

...he fit of diff(x) with an arma (same coeff p & d) differ one from another here are the output of R: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% > modelarma<-arma(diff(x),c(7,5)) > modelarma Call: arma(x = diff(x), order = c(7, 5)) Coefficient(s): ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 0.06078 -0.44774 0.41881 0.47624 0.01406 0.06565 -0.06167 -0.01294 0.31313 ma3 ma4 ma5 intercept -0.49027 -0.55461 -0.11520 -0.10692 > modelarima<-arima(x,c(7,1,5)) > modelarima Call: arima(x = x, order = c(7, 1, 5)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 ma3 ma4 0.1244 -0.1...

Hi everyone, ----------------------------- Coefficients: ar1 ar2 ma1 ma2 sar1 intercept drift 1.5283 -0.7189 -1.9971 0.9999 0.3982 0.0288 -9e-04 s.e. 0.0869 0.0835 0.0627 0.0627 0.1305 NaN NaN sigma^2 estimated as 0.04383: log likelihood = 4.34, aic = 7.32 Warning message: NaNs produced in: sqrt(diag(object$var.coef)) --...

...control = list(reltol = tol)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811 0.0646 s.e. 0.0865 0.0885 0.1141 0.1181 0.1196 0.1220 0.1120 0.0908 0.0865 ma1 ma2 sma1 -0.0221 -0.9779 -0.7635 s.e. 0.0539 0.0534 0.0834 sigma^2 estimated as 1.965e+17: log likelihood = -3316.07, aic = 6658.13 and in In R 2.11.1 Call: arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), optim.control = list(reltol = tol...

...tle: GARCH Modelling Call: garchFit(formula = fmla, data = X[, i], trace = F) Mean and Variance Equation: data ~ arma(2, 2) + garch(1, 1) <environment: 060ec530> [data = X[, i]] Conditional Distribution: norm Coefficient(s): mu ar1 ar2 ma1 ma2 omega alpha1 beta1 -0.00079014 0.44934211 0.64374977 -0.46541382 -0.23879607 0.00028933 0.52056245 0.00000001 Std. Errors: based on Hessian Error Analysis: Estimate Std. Error t value Pr(>|t|) mu -7.901e-04 5.649e-04 -1.399 0.16187 ar1 4...

Hi Could just anyone explain me the coefficients in the output of arima model timeseriesarima <- arima(series, order=c(1,1,2)) > timeseriesarima Series: series ARIMA(1,1,2) Coefficients: ar1 ma1 ma2 0.9744 -1.7695 0.7873 s.e. 0.0310 0.0481 0.0426 sigma^2 estimated as 337.4: log likelihood=-1096.03 AIC=2200.07 AICc=2200.23 BIC=2214.2 **************** CAUTION - Disclaimer ***************** This e-mail contains PRIVILEGED AND CONFIDENTIAL INFORMATION intended solely for the us...

...lt side but wanted to know if there could be done from Samba side, so I investigated a bit further via Google, mailing lists and trying different security settings (security = user .vs. domain, oplocks on off, etc.), here's what I found: SMB Server logs (Samba) (smbd.log) =================== MA2 (1.2.3.4) connect to service galaxy initially as user administrator (uid=xxxx, gid=xxx) (pid 5022) [2008/10/08 10:15:13, 0] smbd/nttrans.c:call_nt_transact_ioctl(2463) call_nt_transact_ioctl(0x940cf): Currently not implemented. [2008/10/08 10:15:49, 1] smbd/service.c:close_cnum(1230) MA2 (1.2.3.4...

...al =list(order=c(P,D,Q), period=s) How can I write an estimated seasonal ARIMA model from the outputs. To be specifically, which sign to use? I know R uses a different signs from S plus. Is it correct that the model is: (1-ar1*B-ar2*B^2-...)(1-sar1*B^s-sar2*B^2s-....)(1-B)^d(1-B^s)^D X_t=(1+ma1*B+ma2*B^2+...)(1+sma1*B^s+sma2*B^2s+....) a_t For example: > m1=arima(koeps,order=c(0,1,1),seasonal=list(order=c(0,1,1),period=4)) > m1 Call: arima(x = koeps, order = c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 4)) Coefficients: ma1 sma1 -0.4096 -0.8203 s.e. 0.0...

...ng generates a warning message > arima(avrain, order=c(0,0,4), seasonal=list(order=c(0,0,1), period=12), + fixed=c(0,0,0,NA,NA,NA)) Call: arima(x = avrain, order = c(0, 0, 4), seasonal = list(order = c(0, 0, 1), period = 12), fixed = c(0, 0, 0, NA, NA, NA)) Coefficients: ma1 ma2 ma3 ma4 sma1 intercept 0 0 0 0.0357 -0.1061 456.6675 s.e. 0 0 0 0.1015 0.0886 7.6997 sigma^2 estimated as 6849: log likelihood = -595.23, aic = 1198.46 Warning message: some AR parameters were fixed: setting transform.pars = FALSE in: arima(avrain,...

...p=0,start.q=0,start.P=0,start.Q=0,stepwise=TRUE,stationary=FALSE) >ARIMA(2,1,4)(2,0,1)[12] with drift # the output Call: auto.arima(x = x[[k]], start.p = 0, start.q = 0, start.P = 0, start.Q = 0, stationary = FALSE, stepwise = TRUE) Coefficients: ar1 ar2 ma1 ma2 ma3 ma4 sar1 0.0639 -0.7820 -1.2103 1.2236 -0.9511 0.2357 1.0031 s.e. 0.0686 0.0582 0.1098 0.1558 0.1568 0.1007 0.0716 sar2 sma1 drift -0.0711 -0.8963 -780.9456 s.e. 0.0747 0.0608 403.2112 sigma^2 estimated as 10202381: log likelih...

I have a large data frame ("data1") that looks like: A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A13 A14 A15 A16 A17 A18 A19 A20 [1,] 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 [2,] 0 0 0 0 0 1 0 0 1 0 1 0 0 1 0 0 0 0 0 0 [3,] 1 1 0 1 1 1 1 1 1 1 1 0 1 1 0 0 0 0 0 0 [4,] 1 1 1 1

...l=final$l g=final$g model=arima0(l,order=c(2,0,2),xreg=g,method=("ML")) } I get warnings like: Call: arima0(x = l, order = c(2, 0, 2), xreg = g, method = ("ML")) Coefficients: ar1 ar2 ma1 ma2 intercept xreg 0.2549 -0.7722 -0.5586 0.3563 3e-04 0 s.e. 0.1072 0.0866 1.6725 0.2221 2e-04 NaN sigma^2 estimated as 3.921e-06: log likelihood = 311.72, aic = -609.44 Warning message: In sqrt(diag(x$var.coef)) : NaNs produced What does this output mean? How...

...(...) : cannot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3), xreg = y) Coefficients: ar1 ar2 ma1 ma2 ma3 intercept EUSA1 EUSA10 EUSA15 EUSA20 EUSA5 H15T10Y H15T1Y H15T20Y H15T3M H15T5Y USSW10 -0.001 0.6502 0.3328 -0.5021 -0.1135 -0.0535 0.0469 0.0075 -0.0263 0.0299 -0.0344 0.1012 -0.0382 0.0092 0.0385 -0.0757 -0.1577 s.e. 0.523 0.4002 0.5262 0.27...

...; Or perhaps it's something else entirely that's wanted .... > > cheers, > > Rolf Turner > arima(p,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA)) Call: arima(x = p, order = c(1, 0, 4), fixed = c(NA, NA, 0, 0, NA, NA)) Coefficients: ar1 ma1 ma2 ma3 ma4 intercept 0.763 -0.353 0 0 0.287 0.007 s.e. 0.081 0.105 0 0 0.098 0.003 That's exactly what I was looking for. Thank you! len > > > > On 14/10/2009, at 7:47 AM, Duncan Murdoch wrote: > > On 10/13/2009 2:35 PM, Len...