search for: shumway

...ween them and with environmental factors (water temperature, wind, etc.). Searching at Amazon I found three books with examples in R: Time Series Analysis: With Applications in R by Jonathan D. Cryer and Jonathan D. Cryer Time Series Analysis and Its Applications: With R Examples by Robert H. Shumway and Robert H. Shumway Introductory Time Series with R (Use R) by Paul S.P. Cowpertwait and Andrew V. Metcalfe I would like to receive any suggestion of which is most appropriate for a non-statistician (I am a biologist). Reading only the index I could not evaluate it. Thanks in advance, Anto...

The following were the replies to my question about using R's LAPACK and other .h files in some of my C programs. From what was said, it appears that buying a ready-made library (MKL = $200, for example) or using CLapack according to the Shumway lecture notes are the best approaches: -------------------------------- >From Andy Liaw: (1) If you just want linear algebra routines in your C code, you should really look elsewhere. You could, for example, check out Intel's Math Kernel Library. (It used to be a free download. Not sure...

...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) This is quite surprising... Does anybody know anything about it? Marc Vinyes (AleaSoft) [[alternative HTML version deleted]]

...oscillating at more or less the same frequency just shifted by t=x (imagine two sine waves offset with the 2nd sine wave starting at the peak of the first). I would like to know what x is. I think I am looking for the phase shift? The coherency? Cross-spectrum? And I have read the help files, Shumway and Stoffer has a small section on this, I don't have journal access, and I am having trouble finding anything on the internet. s = spec.pgram(x) par(mfrow = c(2,1)) plot(s, plot.type = "coh") plot(s, plot.type = "pha") Can R do the cross-spectrum of two timeseries? How?...

...and the residuals from the model. Given the difficulties I have encountered I know my students will have similar problems. Is there a source other than the basic R manuals that I can consult and recommend to my students that will help get a handle on working with time series objects? I found the Shumway "Time series analysis and its applications with R Examples" website very helpful but many practical questions involving manipulation of time series data still remain. Any help will be appreciated. Thanks, Richard Saba Department of Economics Auburn University Email: sabaric at auburn.ed...

Hi, I've seen that handle missing values makes difficult to manage data series within R. I've look at Shumway's program (ASTSA) and Brockwell & Davis pogram (ITSM), it seems that both handle NA's values without problem, or maybe, I'm getting an spurious results? My problem is with two variables: rain and river flow: the first has 7 NA values (is to say, seven months, non contiguous) and t...

Hi, I am trying to understand exactly what xreg does in arima. The documentation for xreg says:"xreg Optionally, a vector or matrix of external regressors, which must have the same number of rows as x." What does this mean with regard to the action of xreg in arima? Apparently somehow xreg made the following two arima fit equivalent in R: arima(x, order=c(1,1,1), xreg=1:length(x)) is

I am trying to understand how to fit an ARMAX model with the arima function from the stats package. I tried the simple data below, where the time series (vector x) is generated by filtering a step function (vector u, the exogenous signal) through a lowpass filter with AR coefficient equal to 0.8. The input gain is 0.3 and there is a 0.01 normal white noise added to the output: x <- u

...5.5 215.7 1985 56.0 127.4 165.8 189.4 261.6 223.7 186.3 150.2 107.8 120.3 91.1 from 1984 until 2000. How do I could extract, i.e, Jan or Dec columns from the data? Or how do I could calculate, say, winter upwelling: Dec+Jan+Feb+Mar? Thanks, Antonio PD: Does anybody knows if the EM algorithm (Shumway and Stoffer) for missing data, has been developped within R? Antonio Rodr?guez Verdugo C.I.C.E.M. "Agua del Pino" Delegacion Provincial de Agricultura y Pesca P.O. Box 104 21071 HUELVA (Spain) -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailin...

Hello All, I wanted to perform a fourier transform on high frequency financial data. I have searched and have not found much on this topic for R. I was wondering if anyone has used any libraries for it or have come across any papers I may read. Many Thanks, Neil Gupta [[alternative HTML version deleted]]

Hello, I am totally new in the field of time series analysis and forecasting and R. I read that R is a powerful tool for time series. Could anyone give me navigation what models of time series are availiable in R etc? -- View this message in context: http://r.789695.n4.nabble.com/Time-Series-Analysis-and-Forecasting-tp4646637.html Sent from the R help mailing list archive at Nabble.com.

Sender: r-help-bounces at r-project.org On-Behalf-Of: comtech.usa at gmail.com Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company... Message-Id: <b1f16d9d0810231239k506d582i7ecb908b84bc1642 at mail.gmail.com> Recipient: ngottlieb at marinercapital.com -------------------------------------------------------- This information is being sent at the

Marta, Seguramente, al desconocer tu objetivo, no te servirá de mucho lo que te diga. No se si quieres escribir un paquete para mapas o simplemente hacer un mapa con la librería ggmap sin preocuparte de la magia interna. Si lo que necesitas es lo segundo puede que te sirva el siguiente ejemplo: http://journal.r-project.org/archive/2013-1/kahle-wickham.pdf

...r > temperature, wind, etc.). > > Searching at Amazon I found three books with examples in R: > > Time Series Analysis: With Applications in R by Jonathan D. Cryer and > Jonathan D. Cryer > > Time Series Analysis and Its Applications: With R Examples by Robert > H. > Shumway and Robert H. Shumway > > Introductory Time Series with R (Use R) by Paul S.P. Cowpertwait and > Andrew V. Metcalfe > > I would like to receive any suggestion of which is most appropriate > for > a non-statistician (I am a biologist). Reading only the index I could > not e...

I have two boxes I want to upgrade hedwig is in a DC in Texas so I have no physical access. installed RHEL-3.1 adhoc upgrades with WBEL-3.1 packages (before I discovered yum and apt-rpm) dist upgrade to FC2 using apt-rpm rock-sand is a local development box installed FC3 on one partition installed FC2 on one partition I want to get both machines running CentOS 4.0