search for: residfit

Displaying 2 results from an estimated 2 matches for "residfit".

2010 Jul 23
1
sink function
...quot;,i,".txt",sep="") data <- read.table(filen) dat1 <- data[,1] xt <- ts(dat1,start=c(1978,11),end=c(2006,12),frequency=12) #dat1[dat1 == -99.989998] <- NA if (min(dat1) != max(dat1)){ fit <- auto.arima(xt,D=1) *sink(file="order_fit.txt") fit sink()* residfit <- residuals(fit) filenou1 = paste("fileree",i,"_out",".txt",sep="") residfit write.table(residfit,filenou1,sep="\t",col.names=FALSE,row.names=FALSE,quote=FALSE) }else{ *fiit <- "ARIMA(-6,-6,-6)(-6,-6,-6)[12]" sink(file="order_...
2010 Jul 06
1
acf
Hi list, I have the following code to compute the acf of a time series acfresid <- acf(residfit), where residfit is the series when I type acfresid at the prompt the follwoing is displayed Autocorrelations of series ?residfit?, by lag 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018 0.042 0....