search for: ncxreg

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

...own in (*)). (*): debugging in: predict.Arima(fit, newxreg = indep, n.ahead = 1) debug: { myNCOL <- function(x) if (is.null(x)) 0 else NCOL(x) rsd <- object$residuals xr <- object$call$xreg xreg <- if (!is.null(xr)) eval.parent(xr) else NULL ncxreg <- myNCOL(xreg) if (myNCOL(newxreg) != ncxreg) stop("'xreg' and 'newxreg' have different numbers of columns") class(xreg) <- NULL xtsp <- tsp(rsd) n <- length(rsd) arma <- object$arma coefs <- object$coef narma <- su...

...urce, predict.Arima <- function (object, n.ahead = 1, newxreg = NULL, se.fit = TRUE, ...) { myNCOL <- function(x) if (is.null(x)) 0 else NCOL(x) rsd <- object$residuals xr <- object$call$xreg xreg <- if (!is.null(xr)) eval.parent(xr) else NULL ncxreg <- myNCOL(xreg) if (myNCOL(newxreg) != ncxreg) stop("'xreg' and 'newxreg' have different numbers of columns") class(xreg) <- NULL xtsp <- tsp(rsd) n <- length(rsd) arma <- object$arma coefs <- object$coef...

...t;Arima") function (object, n.ahead = 1, newxreg = NULL, se.fit = TRUE, ...) { myNCOL <- function(x) if (is.null(x)) 0 else NCOL(x) rsd <- object$residuals xr <- object$call$xreg xreg <- if (!is.null(xr)) eval.parent(xr) else NULL ncxreg <- myNCOL(xreg) if (myNCOL(newxreg) != ncxreg) stop("'xreg' and 'newxreg' have different numbers of columns") class(xreg) <- NULL xtsp <- tsp(rsd) n <- length(rsd) arma <- object$arma coefs <- object$coef narma <- s...

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

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)

...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