search for: narma

...n, as.integer(0), TRUE) } armafn <- function(p, trans) { par <- coef par[mask] <- p trarma <- .Call(R_ARIMA_transPars, par, arma, trans) Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) if (ncxreg > 0) x <- x - xreg %*% par[narma + (1:ncxreg)] res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta, Z$a, Z$P, Z$Pn, as.integer(0), FALSE) s2 <- res[1]/res[3] 0.5 * (log(s2) + res[2]/res[3]) } armaCSS <- function(p) { par <- as.double(fixed) par[mask] <- p...

...LL ncxreg <- myNCOL(xreg) if (myNCOL(newxreg) != ncxreg) stop("'xreg' and 'newxreg' have different numbers of columns") class(xreg) <- NULL xtsp <- tsp(rsd) n <- length(rsd) arma <- object$arma coefs <- object$coef narma <- sum(arma[1:4]) if (length(coefs) > narma) { if (names(coefs)[narma + 1] == "intercept") { xreg <- cbind(intercept = rep(1, n), xreg) newxreg <- cbind(intercept = rep(1, n.ahead), newxreg) ncxreg <- ncxreg + 1 }...

...ULL ncxreg <- myNCOL(xreg) if (myNCOL(newxreg) != ncxreg) stop("'xreg' and 'newxreg' have different numbers of columns") class(xreg) <- NULL xtsp <- tsp(rsd) n <- length(rsd) arma <- object$arma coefs <- object$coef narma <- sum(arma[1L:4L]) if (length(coefs) > narma) { if (names(coefs)[narma + 1L] == "intercept") { xreg <- cbind(intercept = rep(1, n), xreg) newxreg <- cbind(intercept = rep(1, n.ahead), newxreg) ncxreg <- ncxreg + 1L }...

...lt;- myNCOL(xreg) if (myNCOL(newxreg) != ncxreg) stop("'xreg' and 'newxreg' have different numbers of columns") class(xreg) <- NULL xtsp <- tsp(rsd) n <- length(rsd) arma <- object$arma coefs <- object$coef narma <- sum(arma[1L:4L]) if (length(coefs) > narma) { if (names(coefs)[narma + 1L] == "intercept") { xreg <- cbind(intercept = rep(1, n), xreg) newxreg <- cbind(intercept = rep(1, n.ahead), newxreg) ncxreg <- ncxreg + 1L...

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

...uch as Z$a also passed as reference hence changes to Z$a should also be seen in mod$a? In the arima code the references to x and mod seem to be essentially global variables as armafn is 'nested' in arima. Will changes to x also be reflected in the original x? (Like x <- x - (xreg %*% par[narma + (1:ncxreg))) Thank you. Kevin

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

Hello all, I''m having fun again with the arima function. This time I read in: http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm <<It has recently been suggested (by a reliable source) that using xreg in arima() does NOT fit an ARMAX model [insert slap head icon here]. This will be investigated as soon as time permits.>> (by R.H. Shumway & D.S. Stoffer)

...####### # END FOR EACH MODEL #################### dev.off() return("AUTOBOT") } -- End Script -- The problem exists in the line: newForecast[[i]] <-predict(newFit[[i]],n.ahead=modLength-modMax,newxreg=newmfReg[[i]]) resulting in the error: Error in as.matrix(newxreg) %*% coefs[-(1:narma)] : requires numeric matrix/vector arguments In addition: Warning message: In if (class(fit) != "try-error") offset <- -2 * fit$loglik - length(x) * : the condition has length > 1 and only the first element will be used I know that if I do not transform my 0/1 dummy regressor...