search for: tsmodel

>> It is looking like a real pain to translate the current set of html files to >> this format which means that there is going to be some real work required in >> getting a 3.11 version going. > Is it possible that the HTML->RTF->WinHelp generation pointer I sent > you would work faster? Point being that you could generate the RTF > file on a machine with long

Hello! I installed the fSeries package to get some farima time-series which i tried with farimaSim, but unfortunately i got always an error. I tried it this way: > farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), method="freq") Error in farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), : ... used in an incorrect context Some ideas? Regards, ___

...end <- estVARXls(arma.fit.TSdata, max.lag=1, trend=F) arma.model.with.trend <- estVARXls(arma.fit.TSdata, max.lag=1, trend=T) # Apply the model for the test period arma.pred.TSdata <- TSdata(input = arma.pred.input, output = arma.pred.output[1:2]) arma.pred.without.trend <- forecast(TSmodel(arma.model.without.trend), arma.pred.TSdata) arma.pred.with.trend <- forecast(TSmodel(arma.model.with.trend), arma.pred.TSdata) The results: > arma.pred.without.trend$forecast[[1]][,1] [1] 106.0038 105.9789 105.9605 105.9396 105.9224 105.9052 105.8926 105.8849 [9] 105.8812 105.8880 105....

...state space matrices for the following state space model. x* = Ax + Bu y = Cx + Du I have A, B, C, and D, now I would like to take the exogenous inputs and simulate the data using the state space model. I know there is a simulate function in the package dse1, but I am unsure as to what type of TSmodel to create to put into it. Could anyone give me some hints? Thanks. Todd Remund [[alternative HTML version deleted]]

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]

...ould also be arising through date functions in R. Attached is my code and following errors, as a new starter within the world of R any help would be much appreciated. ## [1] Original Analysis: FAILS ## packages loaded for use within my wider data analysis library(splines) library(xtable) library(tsModel) library(lattice) library(mda) library(gam) ## splines: For date there are 4 seasons across 5 years ## splines: For temp cold and warm seasons are 6 months long fit <- glm(J00_99 ~ NOX_LIN + ns(DATE_B, 4 * 5) + ns(TEMP_LIN, 6), data = data, family = poisson) ### Error in (1 - h)...

Hello all, I looking at package dse or vars or mAr I know how to simulate a VAR(p) process, my problem is that most of those processes are unstable (not weakly stationary). Do anybody know how to generate a random VAR (or VARMA even better) process that is weakly stationary? Thanks -- View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4261177.html

...il (0.0-3), tnet (2.7.1), tolerance (0.2.1), topicmodels (0.0-6), topmodel (0.7.2-1), tpr (0.3-1), tractor.base (1.5.0), traitr (0.7), tree (1.0-28), trio (1.1.10), trip (1.1-6), tripEstimation (0.0-33), truncnorm (1.0-4), TSdbi (2010.5-1), tsDyn (0.7-30), TSfame (2010.5-1), TShistQuote (2010.5-1), tsModel (0.5-3), TSMySQL (2010.5-1), TSodbc (2010.5-1), TSpadi (2010.5-1), TSPostgreSQL (2010.5-1), TSSQLite (2010.5-1), ttime (1.2), ttutils (1.0-1), tuneR (0.3-0), twitteR (0.1.6), udunits (1.3.1), umlr (0.3.0), uncompress (1.33), unmarked (0.8-6), untb (1.6-3), vardiag (0.1-3), varSelRF (0.7-2), vbmp (1...