search for: robjhyndman

...n plotting the histogram for each row, but it should not appear as bars but rather as lines connecting the points of the frequencies. Now, I want to do this for the 100 rows and make all histogram lines appear with different colors into the same graph. The graph should look something like: http://robjhyndman.com/Rfiles/animation/frmale191.jpg http://robjhyndman.com/Rfiles/animation/frmale191.jpg but instead of those values should be more like histogram shape. How can you do it??? Thanks!!! -- View this message in context: http://r.789695.n4.nabble.com/Line-histogram-for-a-matrix-tp3568560p356856...

Dear list members I want to analyze separately the months of a time series. In other words, I want to plot and fit models for each month separately. Taking the example of http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat") birthstimeseries <- ts(births, frequency=12, start=c(1946,1)) birthstimeseries plot.ts(birthstimeseries) birthstimeseriesHW <- HoltWinters(birthstimeseries) plot(birthstimeseriesHW) How to proceed the plotting and HoltWinters smoothing considereing only...

...shouldn't break any code, and will make it easier for new S3 methods to be developed. It is also consistent with almost all other S3 methods which do include an ellipsis. ------------------------------------------------------------- Rob J Hyndman Professor of Statistics, Monash University www.robjhyndman.com

Hi, I tried to use the Croston function from the forecasting package 1.24<http://robjhyndman.com/software/forecasting> with the code below, but I get in return this message "*Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods*". histValues <-ts(c(5,5,0,0,3,0,1,3,0,3,0,2,7,3,2,2,3,2,3,2,2,3,1,1,3,0,1,0,...

...9;m doing some benchmark comparing Arima [1] and SVR on time series data. I'm using an out-of-sample one-step-ahead prediction from Arima using the "fitted" method [2]. Do someone know how to have a two-steps-ahead forecast timeseries from Arima? Thanks, Matteo Bertini [1] http://robjhyndman.com/software/forecast [2] AirPassengers example on page 5

...mit such a change to R-devel (to > become R 3.4.0 in April). > Thank you for the suggestion! Martin Maechler, ETH Zurich >> ------------------------------------------------------------- >> Rob J Hyndman Professor of Statistics, Monash University >> www.robjhyndman.com >> ______________________________________________ >> R-devel at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel > ______________________________________________ > R-devel at r-project.org mailing list > https://sta...

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the...

Hi all, I am trying to re-compile some "unmaintained" (it seems) packages, namely rSoNIA and dynamicnetwork from: http://csde.washington.edu/~skyebend/rsonia/rsoniaDemo/ These packages predates R 2.10.0 so they need to be recompile. After split the single big file in /man in each packages into a file for each function + some minor fix, I successfully manage to recompile and load

...R functions and so I'll commit such a change to R-devel (to become R 3.4.0 in April). Thank you for the suggestion! Martin Maechler, ETH Zurich > ------------------------------------------------------------- > Rob J Hyndman Professor of Statistics, Monash University > www.robjhyndman.com > ______________________________________________ > R-devel at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel

I found the following document on making R packages. But it is old. I'm wondering if there is more current ones and hopefully more complete ones. http://biosun1.harvard.edu/courses/individual/bio271/lectures/L6/Rpkg.pdf

I am looking for a mailing list for general statistical questions that are not R related. Do you have any suggestions for lists that are busy and helpful and/or lists that you use and recommend? Thanks in advance, Ralf

...to R and I am hoping you can help me with a problem I'm having. I'm trying to fit a first-order transfer function to an ARIMA intervention analysis using the "arimax" function. The data was obtained from McCleary & Hay (1980) (via Rob Hyndman's Time Series Library: http://robjhyndman.com/tsdldata/data/schizo.dat). It has 120 time points with an intervention occurring on the 60th unit. So far I've been able to run a simple zero-order intervention model , which I've done like this: Model1 <-arimax(x,order=c(0,1,1), xreg=Intv) ** where Intv <-as.matrix(c(rep(0,60),...

Dear All, I have some time series data where X=month and Y=nutrient concentration (I can have several concentration data for one month). Is there a way to fit for it an Harmonic Function. Is there a package, script,etc which I can use? Thx -- View this message in context: http://r.789695.n4.nabble.com/Fitting-a-Harmonic-Function-to-Time-Series-Data-tp3901266p3901266.html Sent from the R help

...ticed that the tbats() function in the R forecast<http://cran.r-project.org/web/packages/forecast/index.html> package () allows one to fit a model to a series with multiple seasonalities. Basically, i would like the STL result to be components of Figure 5 on Page 28 of this article (http://robjhyndman.com/papers/complex-seasonality/). However, it doesn't say how to implement (the decomposition in R. Does anyone know how to apply the tbats() function in R for decomposition? Regards [[alternative HTML version deleted]]

...x argument. Yet this is only true if na.rm=TRUE. I suggest the help file is amended to remove the words "Missing values are ignored". Rob _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of Forecasting http://www.robjhyndman.com/ [[alternative HTML version deleted]]

...nd(observed = x$x, trend = x$trend, seasonal = x$seasonal, random = x$random), ? ? ? ?main = paste("Decomposition of", x$type, "time series"), ...) } -- ------------------------------------------------------------- Rob J Hyndman Professor of Statistics, Monash University www.robjhyndman.com

Hello, I have submitted a R question to stackoverflow and have not received an answer. Could anyone help me out? http://stackoverflow.com/questions/14825443/backtesting-accuracy-of-regression-model-through-rolling-window-regression-with Best regards, Pedro [[alternative HTML version deleted]]

Buenas noches.Soy principiante de R, necesito por favor detectar outliers en una serie de tiempo. Muchas gracias [[alternative HTML version deleted]]

Dear R-helpers, I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct. I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows: DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2 Jan 1998,708,Jan 1998,495,Jan 1998,245.490 Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170 Mar

Hola!! Estoy intentando evaluar mi modelo de series temporales (uso auto.arima). Para ello he implemetado el método "rolling window" que se basa en ir añadiendo progresivamente datos al conjunto de train para testar el modelo. Por ejemplo: - Train: 1 año, test: día 1 (24 observaciones, una por hora) --> evalúo ese día (RMSE por ejemplo) - Train: 1 año + 1 día, test: día 2 -->