Displaying 10 results from an estimated 10 matches for "ma4".
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2003 Nov 24
0
link between arima and arma fit
...e 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 -0.1149 -0.2283 0.5209 0.4135 -0.0072 0.0263 -0.087 0.0038 0.1868
-0.5477
s.e. NaN NaN 0....
2005 Oct 13
1
arima: warning when fixing MA parameters.
...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, order = c(0,...
2009 Jan 23
1
forecasting error?
...rt.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 likelihood = -1100.61
AI...
2004 Feb 12
0
How to predict ARMA models?
Hi all,
I am fitting an ARMA(1,(1,4)) model.
y(t) = a*y(t-1) + e(t) + b1*e(t-1) + b4*e(t-4)
> arma1.14 <- arma(series, lag=list(ar=1, ma=c(1,4)),
+ include.intercept = F, qr.tol = 1e-07)
works fine:
Coefficient(s):
ar1 ma1 ma4
0.872 -0.445 0.331
I want to forecast 50 periods.
I could not find a 'predict' function for ARMA models.
I can use predict()
if I model an ARMA object as an ARIMA object:
i.e. ARIMA(1,0,1) for ARMA(1,1).
But I could not find a way to write
ARIMA(1,0,(1,4)) for ARMA(1...
2009 Oct 13
0
How to specify an ARMA(1, [1,4]) model? Solved
...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 Vir wrote:
&...
2011 Feb 16
0
Arima contents
...= y, order = c(7, 0, 7), xreg = isr)
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1
ma2
-0.3356 0.0282 -0.0124 0.0604 0.1608 0.7949 0.2286 0.4461
0.0099
s.e. NaN 0.2140 0.1711 0.2545 0.1547 0.0725 NaN NaN
0.1842
ma3 ma4 ma5 ma6 ma7 intercept isr
0.0841 0.0773 -0.054 -0.7227 -0.1322 6.1433 -0.0818
s.e. 0.1911 0.2689 NaN 0.1774 NaN 5.0604 0.2110
sigma^2 estimated as 4.542: log likelihood = -651.68, aic = 1337.36
Warning message:
In sqrt(diag(x$var.coef)) : NaN...
2011 Oct 12
0
ARMA and prediction
...n ARMA model to run forecast for changes in S&P 500 prices.
My ARMA calculations look as follows
armacal <- arma( spdata, order = c(0,4), lag = list(ma = c(1,2,4)) )
Output:
Call:
arma(x = spdata, order = c(0, 4), lag = list(ma = c(1, 2, 4)) )
Coefficient(s):
ma1 ma2 ma4 intercept
-0.073868 0.058020 -0.081292 0.007082
All's bright and sunny till this point...after this it gets stormy
Next, I want to run prediction on these ARMA calculations. So i tried:
prediction <-predict( armacal, n.ahead = 1 )
Output:
Error in UseMethod("predict"...
2009 Feb 20
0
residuals from a fractional arima model and other questions
...000e+00 Inf <2e-16 ***
ar8 -7.568e-01 3.112e-16 -2.432e+15 <2e-16 ***
ar9 3.442e-01 2.175e-22 1.582e+21 <2e-16 ***
ma1 -1.190e-01 1.470e-18 -8.097e+16 <2e-16 ***
ma2 -9.343e-02 0.000e+00 -Inf <2e-16 ***
ma3 2.140e-01 0.000e+00 Inf <2e-16 ***
ma4 -2.107e-01 0.000e+00 -Inf <2e-16 ***
ma5 -2.892e-01 0.000e+00 -Inf <2e-16 ***
ma6 -7.197e-01 2.888e-08 -2.492e+07 <2e-16 ***
ma7 3.021e-01 0.000e+00 Inf <2e-16 ***
ma8 -1.395e-01 0.000e+00 -Inf <2e-16 ***
ma9 -2.493e-02 3.013e-21 -8.274e+18...
2014 Jun 24
3
[PATCH 1/2] Drop dosutil/mdiskchk.com
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2008 Jun 30
4
Rebuild of kernel 2.6.9-67.0.20.EL failure
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