search for: ts2

Hi. I am sure there is a better way in R to do this then using a loop but I am new to it and not sure what to do. I think it might be something about using a function as an argument but not sure. I have a 1 x 2000 vector TS2 which has entries from the set {x: x is in Z and 0<x<8} (where Z is the set of Integers). Then I also have a 5050 x 7 matrix called 'perm' whose entries are also from the set {x: x is in Z and 0<x<8} I want to construct the following transformation of TS2 which will still be a...

I have been trying to use the ets function in the forecast package on a daily time series (ts2 is a ts object with frequency =7). However when I run the following code I get an error related to etsmodel. I have looked at ets and I can see that there is a call to the function etsmodel, but I cant seem to find info on the ets function anywhere. Does anyone know anything about the etsmodel func...

I'm trying to pass a variable between servers using "setvar" in iax.conf. I have a box (ts2) with a t100p in it. It answers the call and dials another box (ast0) via IAX. I want to pass a variable along with the call from ts2 to ast0. I'm running CVS-HEAD-03/07/05 on ts2 and ast0. ts2's iax.conf: [general] disallow = all allow...

HI: I need ideas on how to make this code shorter (maybe with a second loop?). The code as it is works, but in this case I only have 14 samples, but it will become insane with more, so I need a way to make it more automatic. The problem is that the output from ts1, ts2, and so on is a vector with more than one value, so I do not know how to solve this. Thanks Prenewbie The code is the following: duration<-c(750, 8940,17180, 8693,10100, 7990,24820, 6770, 7390,8450,18400,16252,6080,11030) tmax<-0 dt<-0 for (m in 1:14) { tmax[m]<-duration[...

...one phenomena. There is no time gap between them. The problem is that the method of measurements has changed between both time series and they are no statistically the same. I would like to merge them to receive one homogeneous time series. Here is an example of time series ts1 (1982-1999) and ts2 (2000-2006). Zeros are NA's. > ts1 <- structure(c(100, 48, 31, 10, 16, 25, 56, 81, 51, 45, 73, 112, 103, 60, 30, 21, 10, 26, 60, 55, 40, 46, 78, 125, 55, 21, 22, 11, 13, 20, 38, 25, 17, 27, 49, 68, 40, 29, 44, 10, 21, 28, 58, 71, 50, 68, 88, 38, 71, 37, 51, 11, 30, 30, 52, 59, 40, 47, 9...

...coefficient occurs at lag 0). We would like to visualize the deviation from the symmetrical shape such that the relationship between these two time series can be studied. How can the symmetry be investigated by using a cross-corr. plot (ccf())? We tried the following: cross <- ccf(TS1, int.TS2, main= "") # produce the standard shape by correlating TS1 with TS1 test <- ccf(TS1, TS1) # add the standard shape on the cross-correlation plot of TS1 with TS2 plot(cross) par(new = T) plot(test$lag, test$acf, axes=F, xlab="", ylab=""...

Sorry to keep posting but I want to do this right and I'm hoping for some pointers I now have two time series objects which I need to subtract. Unfortunatly the two series dont have the same sample rates. When I try to subtract them avgSub<-avg1-avg2 The time series object is clever enough to object. So I guess I need to write a function for subtraction of the time series objects which

Hi all: Below is s a dump from script/console in development env. Am I not supposed to be able to find the record later and use the state machine functionality, or have I missed something? Thanks Forrest ---------------------------- >> ts2 = TalkSession.create( :person_id => 2, :pattern_id => 2) => #<TalkSession:0x35811f0 @attributes={"pattern_id"=>2, "id"=>11, "person_id"=> 2, "state"=>"looking_for_experts"}, @new_record=false, @errors=#<ActiveRecord::Error...

Hello, I would like to apply the EF function (a goodness of fit test between predicted (ts2) and observed (Tw) values in the qualV package) to each of the Sites in my data frame. However, when I try the following script, R gives an error message that lists unused arguments, which include the Tw and ts2 that are explicitly in the function: nsc = by(tsdem16, tsdem16['Site'],...

Hi, All, This is my program ts1.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.7)), n = 200) ts2.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.5)), n = 200) tdata<-ts(c(ts1.sim[-1],ts2.sim[-1])) tre<-c(rep(0,200),rep(1,200)) gender<-rbinom(400,1,.5) x<-matrix(0,2,400) x[1,]<-tre x[2,]<-gender fit <- arima(tdata, c(1, 1, 0), method = "CSS",xreg=t(x)) I t...

HI, May be this helps: ?ts1<- ts(1:20) ?ts2<- ts(1:25) ts1[-(1:3)]<- ts1[-(1:3)]+ts2[1:17] ?as.numeric(ts1) # [1]? 1? 2? 3? 5? 7? 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 A.K. Hey everyone, I`m an absolut beginner in R and need some help for an exercise: I want to do ordinary calculations with 2 time series. The issue with...

Hi, I have got four correlation matrix. They are the same set of variables under different conditions. Is there a way to test whether the correlation matrix are significently different among each other? Could anyone give me some advice? -- View this message in context: http://www.nabble.com/correlation-matrix-difference-tf4073868.html#a11578046 Sent from the R help mailing list archive at

I would like to add a rule allowing only the address 192.168.150.20 and the range of addresses from 192.169.150.100 to 192.168.150.150 in zone dmz0 to connect to two terminal servers in the local zone. Is there a syntax that can specify a range of addresses in the rules file? Do I have to enter each one separately? -- Stephen Carville Unix and Network Adminstrator DPSI 6033 W.Century Blvd.

...1) v2vec = robjects.FloatVector(v2) r1 = r('Return.calculate(%s)' %v1vec.r_repr()) r2 = r('Return.calculate(%s)' %v2vec.r_repr()) tl = robjects.rlc.TaggedList([r1,r2],tags=('Geo','Nifty')) df = robjects.DataFrame(tl) ts2 = r.timeSeries(df,d1vec) tsa = r.timeSeries(r1,d1vec) tsb = r.timeSeries(r2,d1vec) robjects.globalenv["ta"] = tsa robjects.globalenv["tb"] = tsb robjects.globalenv["t2"] = ts2 a = r('table.CAPM(ta,tb)')...

...ect, which is nested within site (5 each). I am trying to fit the cross classified model using GLMM in lme4. I have, for potential use, created a second coding of transect with levels 1-5 for site 1 and 6-10 for site2. Likewise, if a groupedData object is necessary, there are als ts1 and ts2 dummy variables, as was necessary in the old lme..... > str(dat3) `data.frame': 100 obs. of 7 variables: $ site : Factor w/ 2 levels "Here","There": 1 1 1 1 1 1 1 1 1 1 ... $ day : Factor w/ 10 levels "1","2","3","4",..:...

I am trying to extract only the winters (defined to be 01-Dec through 28-Feb) of daily data from 1948-2002. There are 90 days in each winter season. I wrote the following code to gather the winter dates into a single vector: DJF <- NULL for(year in 1949:1999) { temp.begin <- strptime(paste("01/12", year-1, sep="/"), "%d/%m/%Y") temp.end <-

...y_hat2 <- (y - y_hat)^2 s2yx <- sum(y_hat2) / (n-2) sb <- sqrt(s2yx/sum(x2)) ts <- (slope1 - slope_2) / sb pvalue <- 2*(pt(abs(ts), df, lower.tail=FALSE)) ## 0.95 for one-tailed 0.975 for two-tailed t-distribution with ## alpha<-5%: tval <- qt(.975, df=mydf) ts2 <- tval*sb lowerlimit95 <- slope1 - ts2 upperlimit95 <- slope1 + ts2 list(pvalue = pvalue, lowerlimit95 = lowerlimit95, upperlimit95 = upperlimit95) } --8<------------------------schnapp------------------------->8--- *modelII* --8<-----------------------...

Muy buenas, necesito crear un vector a partir de los valores de una tabla como la de abajo. Debe ser algo muy fácil pero no lo encuentro en la web. Gracias, Manuel 246, 345, 401, 131,125, 69 a partir de: TS1 TS2 TS3 TS4 TS5 TS6 246 345 401 131 125 69 [[alternative HTML version deleted]]

...s created by simply using the value from the cell immediately to the left in the Google spreadsheet I would prefer to get the value rather than =RC[-1] When one exports with Google Spreadsheets as a csv then that does not happen. I am using the following line of code in R y2009<-sheetAsMatrix(ts2$y2009,header=TRUE, as.data.frame=TRUE, trim=TRUE) Farrel Buchinsky Google Voice Tel: (412) 567-7870 [[alternative HTML version deleted]]

Hallo everyone I have two univariate time series (class ts) describing the same variable. They have the same resolution, but span different periods in time with a big gap in between. I need to append one to the other such that they are one object, with the gap filled with NAs. The method ts.union produces a multivariate time series where the time axis is correct, but the individual time series