search for: tsdyn

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold...

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold...

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear...

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear...

Hello I recently submitted an update of a package, and received error reports from CRAN maintainers concerning the pkg/tests section: > Next time you update, can you please ensure that the .Rout.save files > are generated in English (with LANGUAGE=en set). R 2.12.x will ensure > that the tests are run in English, and it saves a lot of unnecessary > chatter if the reference

Hi R users, How can I automatically export results and graphs to a file? Thanks in advance Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html Sent from the R help mailing list archive at Nabble.com.

Hi, I am traying to implement an STAR model, but I have some problems. I am following the instruction of the model, 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...

Hi there! Still struggling to translate Matlab code into R's tsDyn package. Here is my question: Is there in R an equivalent function to Matlab's prctile()? To the moment I thought it was quantile(), but I just realized I was wrong. The definition of the Matlab function: prctile Percentiles of a sample SyntaxY = prctile(X,p) Description Y = prctile(X,p) cal...

Hola! I am sending this to the list since emails from me to Simon Wood has bounced earlier. I get: > library(tsDyn) Loading required package: mgcv Erro en `parent.env<-`(`*tmp*`, value = NULL) : use of NULL environment is defunct Error: package 'mgcv' could not be loaded > library(mgcv) Erro en `parent.env<-`(`*tmp*`, value = NULL) : use of NULL environment is defunct Error: pac...

...ies model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once difference of it to make it stationary. library(tsDyn) VARselect(y,lag.max=20,type="const",season = NULL, exogen = NULL) y1=VAR(y, p = 16, type = c("const"), season = NULL, exogen = NULL, lag.max = NULL,ic = c("AIC")) summary(y1) plot(y1) How can I get estimation of AIC in this model? 3. I also get a VECM model v1=VECM...

Are there any packages in R that are suitable for doing time series forecasting using neural networks? I have looked in the nnet package and neural package and they both seem geared towards classification. thanks, Spencer [[alternative HTML version deleted]]

Hi, is anyone aware of estimation functions for threshold vector error correction / threshold cointegration models? I didn't find anything for R using RSeek or Google. Thanks a lot for any pointers, Werner __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com

...the model structures is given by: Xt=beta1+beta2*Xt-1+beta3*Yt-1+epsilon1 Yt=beta4+beta5*Yt-1+espilon2 epsilon1 and espilon2 are white noise. Xt is given by a vector of n elements e.g. (2, 4, 7, 9, …,n)’ and Yt is given by a vector of n elements e.g. (4,9,12,17,…,n)’. The lineVar from tsDyn allows estimating VAR(p)-processes but not VARMA(p,q)-processes and support not the explained model structure of Xt and Yt. Is there any easy understandable program available that supports estimation of these model parameters ? Thanks so much. Best, Thomas [[alternative HTML version del...

...he package stats is because the function mean() works but the function adf.test() not. But how to solve the problem? Remark: The above code is an example to illustrate my problem. My original function is more complex and somewhere inside my function I refer to some other function from the package tsDyn. I hope you can help me. Kind regards, Andy.

Dear Mr. Matthieu Stigler i so excited for your package 'tsDyn'. firstly introduce myself, i student at Gadjah Mada University,Indonesia. i'am new user of R and applying it for solving Bi-Variate ( interest rate and inflation ) with threshold vector error correction model. now, i writing my final examination about threshold vector error correction mode...

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum autoregressive order for high regime: mH = 2 Searching on 1552 possible threshold values within regimes with sufficient ( 15% ) number of observations Searching on 6208 combinations of threshol...

...some bootstrapping, after the loop reaches a certain "i"th element, the operations start to be really slow. So I want to faster the loop by removing the objects and free memory after every operation. Below is my code: setwd("C:\\Dokumente und Einstellung\\.....") library("tsDyn") z<-(1:1000)### sequence parameter sink("prueba.txt") for (i in seq(z)) { P1<-read.csv("2R_EQ_P_R1.csv") P2<-read.csv("2R_EQ_P_R2.csv") c<-data.frame(P1[i],P2[i]) c.t<-ts(c)*-1 try(print(z[i])) try(SeoTest<-TVECM.SeoTest(c.t, lag=1, beta=1, tri...

Hello I'm trying to run a fortran code which use LAPACK subroutines. I think I should use some points shown in the manual 5.5 Creating shared objects but it is too technical for me :-(... Could anyone help me for the procedure to do: -which part of the manual is relevant for this type of question? actually I'm speaking from writing R extensions, should I read R admin? -point 1.2

Rers: I have some ecological data (stream velocity vs. % cover of submerged weeds) that shows strong evidence of a thresholding step-function, e.g. below some velocity, % cover ranges from 0% to 100% (with no apparent relationship to velocity within this range of velocities), but above a certain "threshold" velocity, the % cover does not appear to exceed, say, 10%. There are good

Hello The National Institute for Public Finance and Policy is looking to hire someone for the month of March 2009. The project is in time series econometrics (threshold cointegration with package tsDyn) and involve computer intensive methods, so external help is needed for overall code optimisation, involving: - parallel work (set-up of a small cluster), -rewritting pieces of code from R to C of Fortran -set-up of algorithms for matrix computations. As current applications concern financial ma...