Displaying 5 results from an estimated 5 matches for "weiguang".
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weigand
2005 Jan 25
4
agglomerative coefficient in agnes (cluster)
...t ac measures the amount of
clustering structure found. From the definition given
in help(agnes.object), however, it seems that as long
as
the dissimilarity of the merger in the final step of
the
algorithm is large enough, the ac value will be close
to
1. So what does ac really mean?
Thank you,
Weiguang
2005 Mar 08
2
The null hypothesis in kpss test (kpss.test())
...Stationarity
data: r
KPSS Level = 3.1955, Truncation lag parameter = 7,
p-value = 0.01
Warning message:
p-value smaller than printed p-value in:
kpss.test(r)
So this says we can have more confidence in saying r
is _not_ stationary? Should I worry about the
warnings?
Thanks very much.
Weiguang
2005 Jan 25
1
Zipf random number generation
Hi,
Is there a Zipf-like distribution RNG in R?
Thanks,
Weiguang
2005 Mar 09
1
about kpss.test()
...kpss.test() on it to verify its stationarity. The
tests
gave me the p-value above 0.1. Since the null
hypothesis N0 is that the series _is_ stationary, this
means that I cannot reject N0. But the series does
look
periodic!
So does all this say stationarity and periodicity can
co-exist?
Thanks,
Weiguang
2005 Mar 25
0
questions on ARMA and KPSS
...eekends).
Before I do the ARMA fit (which takes care of
seasonality with a lag equal to one day), do I
have to make sure the data is stationary? From the
results and visually, it seems that this was taken
care of. But the residual failed the kpss test with
a p-value less than 0.01.
Thank you,
Weiguang