search for: ma3s

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

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 <-

Hi dear sirs, I am wondering why the fit of the time serie x with an arima and the 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

Hi, I want to model different timeseries with ARMAX models in R because I think that ARMAX models will map best to these data. Besides I don't want to use the order of the AR or MA part but the lag e.g. AR Part =ar1, ar2, ar7; MA Part =ma1, ma3 and I want to use exogenous variables as well. I coudn't find any solutions in the R help and therefore I want to ask all of you. Does anyone

I am puzzled by the warning message in the output below. It appears whether or not I fit the seasonal term (but the precise point of doing this was to fit what is effectively a second seasonal term). Is there some deep reason why AR parameters ("Warning message: some AR parameters were fixed: ...") should somehow intrude into the fitting of a model that has only MA terms? >

Hello everybody! I have an ARIMA model for a time series. This model was obtained through an auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with drift (my time series has monthly data). Then I perform a 12-step ahead forecast to the cited model... so far so good... but when I look the plot of my forecast I see that the result is really far from the behavior of my time

Hi all there I am enjoying R since 2 weeks and I come to my first deadlock, il am trying to use predict.Arima in the ts package. I get a "Error in cbind(...) : 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),

On Tue, Oct 13, 2009 at 5:06 PM, Rolf Turner <r.turner@auckland.ac.nz>wrote: > > Not clear to me what the OP really wants. Perhaps the seasonal > model is what's required; perhaps an arima(1,0,4) model with > theta_2 and theta_3 constrained to be 0. The latter can be > achieved with > > arima(x,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA)) > > Or perhaps

Hello, I'm running a number of arima models using the "arima" function. Often, when lag length gets too high, these model don't converge and an error message appears as this: > reg <- arima(y,order=c(7,0,7),xreg=isr) Warning message: In arima(y, order = c(7, 0, 7), xreg = isr) : possible convergence problem: optim gave code=1 In this case, when you print the results

Dear list and Martin, I'm testing different approaches to fit an electricity demand time series and come upon the fracdiff package (v 1.3-1) for fitting fractional ARIMA models. The following questions are motivated by this package. 1. Despite having a help page, the residuals and fitted functions don't seem to have implementation, or did i miss something obvious? Alternatively, having a

Hi all there I am enjoying R since 2 weeks and I come to my first deadlock, il am trying to use predict.Arima in the ts package. I get a "Error in cbind(...) : 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),

Hello, Lutz Donnerhacke implemented DNS-Dampening. http://lutz.donnerhacke.de/eng/Blog/DNS-Dampening The implementation is available as patch for BIND9 only. He told me that there is an other method preferred by the nsd developer. It's called "Response Rate Limiting". May one describe the idea behind rate limiting and compare it with Lutz' solution? Thanks. -- Andreas

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking