search for: tsa

The "tsdiag" function in the TSA package overrides the "tsdiag" function in the "stats" package. There are a few annoying bugs in the TSA's version of the function so I would like to use the "stats" function but still have access to other TSA functions. I have tried using stats::tsdiag( ) but as...

...ccording with the value in a column. this is my data.frame and I want to concatenate my data.frame according with the column "b" and make a new data.frame with the information in the others columns. >table1 a b c d 1 E001234 TSA IP234 like_domain 2 E001234 TSB IP234 like_domain 3 E001234 TSC IP234 like_domain 4 E001234 TSD IP234 like_domain 5 E001235 TSA IP235 two_domain 6 E001235 TSD IP235 two_domain 7 E001235 TSS IP235 two...

...ian Lenny and the other is Thinkpad T43 with Ubuntu 8.10. Recently i met such problem and am wondering if anybody can do some help. After upgrading my /etc/apt/sources.list , i install R by apt-get install command. It works fine in both laptops. Then i tried to install packages such as JGR and TSA. Problem occured when i installed TSA in my Ubuntu T43. > install.packages('TSA') and i get the following error message: Loading required package: leaps Loading required package: locfit Loading required package: akima Loading required package: lattice locfit 1.5-...

...ian Lenny and the other is Thinkpad T43 with Ubuntu 8.10. Recently i met such problem and am wondering if anybody can do some help. After upgrading my /etc/apt/sources.list , i install R by apt-get install command. It works fine in both laptops. Then i tried to install packages such as JGR and TSA. Problem occured when i installed TSA in my Ubuntu T43. > install.packages('TSA') and i get the following error message: Loading required package: leaps Loading required package: locfit Loading required package: akima Loading required package: lattice locfit 1.5-...

In Ubuntu 10.04, from the R command line install.packages('TSA',dep=TRUE) downloads & installs about 100 packages from CRAN, including some big ones like Zelig. It's only supposed to depend on leaps, locfit, mgcv, & tseries & through them akima, lattice, quadprog, zoo, & stats. Not a big problem of course, but I wondered if anyone els...

Hi R Users, I'm fairly new to R (about 3 months use thus far.) I wanting to use the arimax function from the TSA library to incorporate some exogenous inputs into the basic underllying arima model.Then with that newly model of type arimax, I would like to make a prediction. To avoid being bogged down with issues specific to my own work, I would like to refer to readers to the example given in the TSA doc...

...4.6,371.8,397.7,438.5,467.9,505.7,574.7,644.7,667.8,616.4,509.6,447,413.1,384.1),start=1980,freq=1) ts.anr<-ts(c(104.1,102.4,97.9,96.2,95.1,95.1,97.9,101.6,105.9,111.1,117.9,121.3,121.8,114.2,107.6,105.1,101.9,98.6),start=1980,freq=1) # to find autocorrelations via (p)acf's and mle I do: fun.tsa.mle<-function(x){ par(mfrow=c(3,1)) acf(x) pacf(x) # AR model is estimated m1<- ar.mle(x) # An estimation of the unexplained portion of variance m1.1<-m1$var.pred # plot the function plot(x) # Give a printout print(m1) print("unexplained portion of variance:") print(m1.1) print(&...

Dear R Users, I am doing stats::decompose() on 4 different time series. When I issue csdA <- decompose(tsA) plot(csdA) I get a summary plot for observed, trend, seasonal and random components of decomposed time series tsA. As I understand it, the object returned by decompose() has it's own plot method where mfrow(4,1) etc. is defined. Now suppose I wanted to wrap those mfrow(4,1) into my own mfro...

Hello R-users I am getting error messagens when I require some packages or execute some procedures, like these below: > require(tseries) Loading required package: tseries Error in get(Info[i, 1], envir = env) : cannot allocate memory block of size 2.7 Gb > require (TSA) Loading required package: TSA Loading required package: locfit Error in get(Info[i, 1], envir = env) : cannot allocate memory block of size 2.7 Gb Failed with error: ‘package ‘locfit’ could not be loaded’ I used the commands memory.limit() and memory.size() to check memory limitation, but I c...

...or(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)') t2=datetime.now() page=&quo...

...ected human threat data (mean number of threats per kilometre walked/ survey) every 3 months in eight different sites (four with an experimental element and four control sites). I am trying to determine the best way to determine if there is a trend in the data though from what I''ve seen of TSA, our data set is too small. I did a simple paired t-test on the first and average of following three surveys that shows no significant difference but it of course ignores the detail of the latter three surveys. I am not sure how to organize the data for importation into R. I''ve looked...

...ce a year ever since. The variable of interest (VI) is continuous, and I have four continuous covariates (CO1-CO4), plus the dummy intervention variable (DUM) which is equal to 0 between 1977 and 1999 and equal to 1 since 2000. I thought of using an ARIMAX model, with the arimax() function in the TSA package to fit the transfer function. I'm interested in modelling the intervention effect as a step function. I specified the model thus: a. I've checked the ARIMA properties of each series using the auto.arima() function (from the 'forecast' package) -the VI was found to b...

...is not supported on this device: reported only once per page The entire record of installing ggplot2 package, ending up with the line above is in the attached file. I would think this should be reproducible with anybody else. If you have any other suggestion, I am all ears. Regards, Tena Sakai tsakai at gallo.ucsf.edu -----Original Message----- From: Ian Fellows [mailto:ifellows at gmail.com] Sent: Tue 5/5/2009 11:43 PM To: Tena Sakai Subject: Re: I updated/reinstalled ggplot2 and the trouble started... Tena, May I suggest that you do a full clean install of R 2.9.0, then install ggplot...

...hours of classroom teaching, 208 to 332 points of measurement). We want to do exemplary analysis of the interaction between motivational factors and situational interest. For this we want to use newer methods such as GARCH, latent curve analysis and co-integration in comparison with classical TSA. We are looking for candidates with a good experience in using R for TSA who are willing to work in Bremen, Germany. Compensation is 50% TVL13. Candidates are expected to work on a dissertation and do some teaching duties (2 hours per week, quantitative methods). If you are interested, jus...

Hi, I'm trying to model an ARMA(1,[1,4]), i.e. I want only lags 1 and 4 of the Moving Average part. It's the '[1,4]' part that is giving me a problem. I've tried different arma's and arima's in different packages, namely: packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast For example, with package FinTS: > ( ARIMA(y, order=c(1,0,c(1,4))) ) Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg, : 'order' must be a non-negative numeric vector of length 3 Using ARIMA(1,0,1) with a seasonal argument for lag 4 does...

...mies. summary(lm(a.ts ~ qtr - 1)) # The regression on 'Quarters' works fine. # It does exactly what I want it to do. # But!? Surely there must be a more elegant way #?????? to accomplish the same thing ?! # I have looked at the following packages (amongst others): # tseries, timeSeries, TSA, AER, fSeries, vars, FinTS, xts, fArma, # fRegression, tsfa, uroot, urca, ... # without finding anything more convenient (simpler, nicer!). # Any suggestion? # Thank you. # Len Vir

Forescasting using predict() in an object of class arimax when there is an outlier IO in the model. Hi R users I have a problem when a use the predict() method in an object of class arimax ( These objects are the results of the implementation of the function arimax() from the TSA library) . The object is a model of a time series in which I identified an IO oulier at the element 33 of the serie (using the function detectIO() from the package TSA in an object arimax that corresponds a model ARIMA(1,1,0) that not include the outlier) , so I incorporated this in the model ARIM...

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I'm using the TSA package (along with all prerequisites) to do some GARCH work and for some reason, something which used to work for me has decided to up and stop. The code is as follows, after loading the package: " gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003, -0.016),rnd = rnorm, n = 400...

Well here's a suggestion - a little crazy - but works... Most equipment is taking the 120vac and converting it into DC voltage. So why not just feed it DC voltage directly??? We had a situation where our field techs needed to test dsl circuits and voip ata from the demarcation point outside a house or business. A UPS might have worked - but the down conversion of 12v dc battery in ups up to