search for: setar

Hola, Estoy intentando realizar un ajuste a un modelo setar con R y me surgen problemas a la hora de representar el modelo setar sin la constante. El código es el siguiente: # Estimacion TAR(2;2,2) con delta 1: mod.setar <- setar(x, m = 2, mL = 2, mH = 2, thDelay = 1) mod.setar summary(mod.setar) mod.setarc<-setar(x, m=2, mL=2, mH=2, thDelay=1, in...

Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating SETAR models including the lag-order. For some reason my code gives me a bit wrong results. I am fighting with it for a week and cannot bring it down. Thanks a million in advance, Sincerely, Evgueni McGill University Department of Economics

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autore...

Hi, I know the problem now. Previously i use as.timeSeries function, but the error message of setar function still came out. Anyway, many thanks to Pascal for the solution. Best Regards, Ario On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote: > Hello, > > It works for me (with a warning message), by adding this line before the > setar procedure: > &gt...

...d at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models such as neural networks (NNET), and additive autoregressive (AAR) models. The version 0.7 enhances the functionalities for the threshold autoregression models (SETAR) by extending the estimation techniques, providing a complete testing framewor...

...d at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models such as neural networks (NNET), and additive autoregressive (AAR) models. The version 0.7 enhances the functionalities for the threshold autoregression models (SETAR) by extending the estimation techniques, providing a complete testing framewor...

I am currently doing a research paper that requires the estimation of a thereshold model. I have gone through the reference manual for the pacjage "tsdyn" and i am failing to see how the the threshold models provided by R can estimate a model in which the other control variables exist or are included in the estiamtion of the model. Any help provided will be greatly appreciated Andrew

Quitar la constante del modelo, no parece una buena estrategia para estos datos. En cualquier caso, si quieres visualizar las predicciones del modelo setarc con las de los demás modelos, prueba sustituir la linea plot(x.test, ylim = range(x)) por plot(x.test, ylim = range( union( x , frc.test[["setarc"]] ))) Un saludo. Olivier -- ____________________________________ Olivier G. Nuñez Email: onunez en iberstat.es Tel : +34 663 03 69 09...

Hi R users, How can I automatically export results and graphs to a file? Thanks in advance Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html Sent from the R help mailing list archive at Nabble.com.

...xecutables), with online help and examples (thanks to Gianluca Gazzola). tsDyn is a package for nonlinear time series modelling. At this point the package focuses on Nonlinear Autoregressive Models, often indicated as NLAR (as a major reference, see Tong (1990)). Currently available are threshold (SETAR and LSTAR), neural networks (NNET), and additive autoregressive (AAR) models. An experimental cross-platform tcltk GUI is included for model selection. Explorative and diagnostic tools are also available. A vignette is included for a clearer presentation of the package contents. Comments and sugge...

...xecutables), with online help and examples (thanks to Gianluca Gazzola). tsDyn is a package for nonlinear time series modelling. At this point the package focuses on Nonlinear Autoregressive Models, often indicated as NLAR (as a major reference, see Tong (1990)). Currently available are threshold (SETAR and LSTAR), neural networks (NNET), and additive autoregressive (AAR) models. An experimental cross-platform tcltk GUI is included for model selection. Explorative and diagnostic tools are also available. A vignette is included for a clearer presentation of the package contents. Comments and sugge...

...g When replying, please edit your Subject line so it is more specific than "Re: Contents of samba digest..." -------------- next part -------------- Today's Topics: 1. Re: NIS extensions - only 3 of 55 entries present (Brian Candler) 2. Win 8.1 logout issues on samba 4.1.8 (setarator) 3. Re: Support of NTFRS, SYSVOL replication and DFS-R (Jeremy Allison) 4. Re: Easy conversion/import/use of old samba databases(passwords) to samba4? (Andrew Bartlett) 5. Upgrade From 4.0.16 To 4.0.17+ Breaks (David Minard) 6. Upgrade From 4.0.16 To 4.0.17+ Breaks (Davi...

*Hi all, I got problems installing RSTAR, MSVAR, and MSVECM packages. * > install.packages("RSTAR")Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’ (as ‘lib’ is unspecified)Warning in install.packages : package ‘RSTAR’ is not available (for R version 2.15.1) > install.packages("MSVAR") Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’

I am trying to model a dependent variable as a threshold function of my independent variable. What I mean is that I want to fit different intercepts to y following 2 breakpoints, but with fixed slopes. I am trying to do this with using ifelse statements in the nls function. Perhaps, this is not an appropriate approach. I have created a very simple example to illustrate what I am trying to do.

Hello. Here is my trouble. I have my notebook connected to nt-style domain after register fix same as in win7: [HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\LanManWorkstation\Parameters] DWORD DomainCompatibilityMode 1 DWORD DNSNameResolutionRequired 0 I can connect with any issues, mount drives etc. As soon as I try to log out, win8.1 is doing it faster than samba server, so I can see