search for: thdelay

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

2013 Sep 02
2
como hacer grafico de un modelo 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, include=c("none")) ##eliminamos la constante del modelo mod.setarc summary(mod.setarc) #Ajustamos el modelo para los primeros 104 valores de la serie set.seed(10) mod.test <- list() x.train <- w...
2010 Aug 28
1
star models
...odel, that they are in: http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html that they are from: http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn The model is: star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh, thDelay, thVar, sig=0.05, trace=TRUE, control=list(), ...) I have implemented the example: mod.star <- star(log10(lynx), m=2, mTh=c(0,1), control=list(maxit=3000)) mod.star However, when I put my variables from my data.frame, R does not find my variables, so, for this reason I have try to create a m...