search for: timsac

Hi I am trying to fit a time series data.It gives a AR(2) model using the ar function and ARMA(1,1) model using autoarmafit function in timsac package.How do I know which is the correct underlying model? pls help -- View this message in context: http://r.789695.n4.nabble.com/AR-vs-ARMA-model-tp4639015.html Sent from the R help mailing list archive at Nabble.com.

Hi, how to estimate a the following model in R: y(t)=beta0+beta1*x1(t)+beta2*x2(t)+...+beta5*x5(t)+beta6*y(t-1)+beta7*y(t-2)+beta8*y(t-3) 1) using "lm" : dates <- as.Date(data.df[,1]) selection<-which(dates>=as.Date("1986-1-1") & dates<=as.Date("2007-12-31")) dep <- ts(data.df[selection,c("dep")]) indep.ret1

Hello everybody, I am writing a review paper about State Space models in R, and I would like to cover as many packages as I reasonably can. So far I am familiar with the following tools to deal with SS models: * StructTS, Kalman* (in stats) * packages dse[1-2] * package sspir * package dlm I would like to have some input from users who work with SS models: are there any other packages for SS

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

...2-3), RODBC (1.3-5), RSEIS (3.0-1), rworldmap (0.1300), sampleSelection (0.7-0), skmeans (0.2-1), Snowball (0.0-8), SNPRelate (0.9.3), soiltexture (1.2.9), soobench (1.0-73), sp (0.9-97), SpatioTemporal (0.9.2), SPOT (1.0.2257), support.CEs (0.2-1), tabuSearch (1.1), tdthap (1.1-3), textir (1.8-2), timsac (1.2.6), tm.plugin.dc (0.2-1), twang (1.2-5), XLConnect (0.1-9) New reviews ----------- * quantmod, by atomicules http://crantastic.org/reviews/143 This email provided as a service for the R community by http://crantastic.org. Like it? Hate it? Please let us know: cranatic at gmail.com.

...0-2), rfishbase (0.0-9), Rmpfr (0.4-7), robCompositions (1.6.0), robustbase (0.9-1), rpartOrdinal (2.0.4), RProtoBuf (0.2.4), rrBLUP (3.8), rredis (1.6.6), RSEIS (3.0-6), sampSurf (0.6-4), SDMTools (1.1-12), secr (2.3.2), SemiParBIVProbit (3.2-1), semPLS (1.0-8), spatstat (1.27-0), tclust (1.1-02), timsac (1.2.7), tm.plugin.mail (0.0-5), WMTregions (3.2.5) This email provided as a service for the R community by http://crantastic.org. Like it? Hate it? Please let us know: cranatic at gmail.com.