search for: nottem

Hi, I have a monthly time series with missing values and I would use stl function to identify seasonality. I tried all settings of na.action but the result is the same: stl(tm245,s.window=11, na.action=na.pass) Error in stl(tm245, s.window = 11, na.action = na.pass) : NA/NaN/Inf in foreign function call (arg 1) Can you help me? Thanks Andrea Toreti [[alternative HTML version

Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it

I am running R 1.2.2 under Linux. When using the function stl in the ts library, how can I save the seasonal component? What I would like was something like: library(ts) data(nottem) data.stl <- stl(nottem, "per") x <- data.stl$sea This what I get: > x NULL I would, however, like to store in x the seasonal component. Thanks in advance. Francisco. -- Francisco Cribari-Neto voice: +55-81-32718420 Departamento de Estatistica fa...

...one know how ts objects ts(base) can be used within the 'seas' package? I would like to obtain seasonal statistics of regular time-series and for example look at the result of the plot.seas.var() function or use the change function() to look at change between periods or time-series. The nottem time-series are similar to the time-series we are analyzing (but with data frequency=46 instead of 12 of the nottem dataset). We have year and day of year available but not the date (-> is there a function to derive a date format such as e.g. 01-01-2007 from day 1, year 2007?) > nottem...

Hi I am still having problems with using the stl function, when I read the csv file into R into a file called tkr and use dim(tkr) the result is 132 1 which is fine. When coerce it into a trime series using ts either: tstkr <- ts(t(tkr), deltat=1/12) or tstkr <- ts(c(tkr), deltat=1/12) and use the stl function I get the following error: Error in

Hi all, How can the label of the x-axes in the plot() of a stl.object be adapted? e.g., When plotting: plot(stl(nottem, "per")) In the labels of the x-axes is “time”. How can this be changed to e.g., “Time (dekade) “? It does not work with xlab or others anymore… Thanks, Jan _______________________________________________________________________ Ir. Jan Verbesselt Research Associate Biosystems Dep...

I have a data set of monthly river flows from 1960-2000, which are similar in structure to the nottem data: > klam.flow Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep 1961 1461 1716 2524 1773 1906 2005 1756 1575 1387 983 1094 1382 1962 1907 2253 1985 1907 1769 1676 2634 1386 929 766 968 1309 ... I tried plotting with > ts.plot(klam.flow) Which quickly led me to r...

Hi, This is actually a theory question. I'm a bit confused by the s.window parameter in the stl() function (which is in the ts package). For example, in the stl documentation it uses the nottem data, and then: plot(stl(nottem, s.win = 4, t.win = 50, t.jump = 1)) What does it mean by s.win = 4? Is it because a year has 4 seasons (namely Spring, Summer, Autumn and Winter)? If so will it make sense if I use 12 for the 12 months (as I've got a similar data set, and wondering about th...

...f 'stl' so I added the following lines to stl.f in src/library/stats/src. do i=1,n write(*, '(a,2f8.3)') 'stlfts1 ', x(i), trend(i) end do This is in the function stlfts. But when I execute the following 'R' code from the R console: d <- stl(nottem, "per") I don't see any output. Is there another version without the print statements that is getting executed? Thank you. Kevin

Hi, Assume that we may model the Nottingham temperature data (nottem) or Sunspot data (sunspot) set by a nonparametric autoregressive model of the form Yt = m(Yt-1) + et. Using the kernel estimation method, produce the resulting plots. We may use the fucntion tsmooth(x,y,"notmal",bandwidth=0.01). How can i define x and y...

Thank you Matthieu for your helpful suggestions. Unfortunately I still have problems. I have tried to compile it via your suggestion. " this is strange... you should have the usual summary... I have on my machine library(urca) test2<-ur.df(nottem, type="none", lags=1) summary(test2) " When I type in "library(urca)" I receive the following. "Error in library(urca) : 'urca' is not a valid package -- installed < 2.0.0?" When I type in "installed.packages()" the ONLY package with NA ent...

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hi I would like to add a line to the plot of the data panel of a stl decomposed time series. Example: plot(stl(nottem, "per")) plots a 4(or is t 8?) panel graph. I thought that I might be able to use mfg to plot in the top (left?) panel ("data"), but it is not working. Any help appreciated, Rainer - -- Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), D...

Hi, Consider the Nottingham temperature and the Sunspot data: >data(nottem) >data(sunspot) Assume that we may model each data set by a nonparametic autoregressice model of the form Yt = m(Yt-1) +et, What are the value of x and y for using function ksmooth(x,y,"normal",bandwidth=0.01)? Thanks a lot! Owen

...adian Lynx trappings 1821-1934 mdeaths (UKLungDeaths) Monthly Deaths from Lung Diseases in the UK morley Michaelson-Morley Speed of Light Data mtcars Motor Trend Car Road Tests nhtemp Average Yearly Temperatures in New Haven nottem Average Monthly Temperatures at Nottingham, 1920-1939 precip Annual Precipitation in US Cities presidents Quarterly Approval Ratings of US Presidents pressure Vapor Pressure of Mercury as a Function of...

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Hi All, I'm new to R and am trying to run a unit root test on the vector "y" (a time series of inflation (i.e. changes in the Consumer Price Index quarter on quarter)). I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives me an error that it cannot find the function ur.df unless I comment out the third last line of code (see below). I try to call

...s 1974-9 from Diggle (1990) mdeaths, fdeaths as above, for males and females drivers time series on UK road deaths of drivers from Harvey (1989) finance daily closing prices of major European stock indices, 1991-1998 lh dataset on luteinizing hormone from Diggle (1990) nottem time-series of temperatures in Nottingham, 1920-1939 sales sales data with leading indicator sunspot.year yearly sunspot data, 1700-1988 sunspot.month monthly sunspot data, 1749-1997 treering yearly tree ring data, -6000-1979 -- Brian D. Ripley, ripley@stats.ox.ac.uk Professor...

...local/lib/R/library/ts/data/austres.R action: create D: file: /usr/local/lib/R/library/ts/data/beavers.R action: create D: file: /usr/local/lib/R/library/ts/data/lh.R action: create D: file: /usr/local/lib/R/library/ts/data/lynx.R action: create D: file: /usr/local/lib/R/library/ts/data/nottem.R action: create D: file: /usr/local/lib/R/library/ts/data/sunspot.R action: create D: file: /usr/local/lib/R/library/ts/data/treering.R action: create D: file: /usr/local/lib/R/library/ts/help action: create D: file: /usr/local/lib/R/library/ts/help/00Titles action: create D: file:...

...text html latex example lh text html latex lynx text html latex monthplot text html latex example na.contiguous text html latex example nottem text html latex example plot.HoltWinters text html latex plot.acf text html latex example plot.spec text html latex pp.test text html late...