search for: x12

I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao from Rome Vittorio

I'm having a great deal of trouble replicating x12 ARIMA's F-test used to detect moving seasonality. According to all literature I could find, the test is apparently a 2-way ANOVA with year and month as factors for the SI ratios determined by x12's smoothing algorithm. Note the SI ratio is simply the detrended series. The summary I get from...

Hi, I am a beginner of R. There is a question about constraint minimization. A function, y=f(x1,x2,x3....x12), needs to be minimized. There are 3 requirements for the minimization: (1) x2+x3+...+x12=1.5 (x1 is excluded); (2) x1=x3=x4; (3) x1, x3 and x5 are in the range of -1~0, respectively. The rest variables (x2, x4, x6, x7, ...., x12) are in the range of 0~1, respectively. The "optim" func...

...xi1 <-> xi3 ,PH13,NA xi2 <-> xi3 ,PH23,NA mod3.1_6AND10_12<-specify.model(); X1 <-> X1,TD11,NA X2 <-> X2,TD22,NA X3 <-> X3,TD33,NA X4 <-> X4,TD44,NA X5 <-> X5,TD55,NA X6 <-> X6,TD66,NA X10 <-> X10,TD77,NA X11 <-> X11,TD88,NA X12 <-> X12,TD99,NA X1 <- xi1,LY11, NA X2 <- xi1,LY21, NA X3 <- xi1,LY31, NA X4 <- xi2,LY42, NA X5 <- xi2,LY52, NA X6 <- xi2,LY62, NA X10 <- xi3,LY73, NA X11 <- xi3,LY83, NA X12 <- xi3,LY93, NA xi1 <-> xi1,NA,1 xi2 <-> xi2,NA,1 xi3 <-> xi3...

...I tried as.name() but it did not work (because of size?). These are creating trouble with subsequent programs, which I tested with strings that for some reason do not have these double quotes (see very bottom). > cum1 [1] "A11*(X11*x1+X21*x2)+1*sqrt(B11*(X11*x1+X21*x2)^2+C11)A12*(X12*x1+X22*x2)+1*sqrt(B12*(X12*x1+X22*x2)^2+C12)A13*(X13*x1+X23*x2)+-1*sqrt(B13*(X13*x1+X23*x2)^2+C13)A14*(X14*x1+X24*x2)+-1*sqrt(B14*(X14*x1+X24*x2)^2+C14)A15*(X15*x1+X25*x2)+1*sqrt(B15*(X15*x1+X25*x2)^2+C15)A16*(X16*x1+X26*x2)+1*sqrt(B16*(X16*x1+X26*x2)^2+C16)A17*(X17*x1+X27*x2)+1*sqrt(B17*(X17*x1+X2...

Dear R-experts, Here below my R code working with quite a few warnings.? x11 and x12 are dichotomous variable (0=no and 1=yes). I substract 1 to ignore intercept. I would like not to ignore intercept. How to modify my R code because if I just remove -1 it does not work? y= c(32,45,65,34,23,43,65,76,87,98,7,867,56,45,65,76,88,34,55,66) x11=c(0,1,1,0,0,1,1,1,0,0,1,0,0,1,0,0,1,1,0,1...

...have a data frame in which the columns need to be ordered. The first column X is at the right position, but the remaining columns X1-Xn should be ordered like this: X1, X2, X3 etc instead of like below. > colnames(pos1) [1] "X" "X1" "X10" "X11" "X12" "X13" "X14" "X15" "X16" "X17" "X18" "X19" "X2" "X20" "X3" "X4" "X5" "X6" "X7" "X8" "X9" > pos1[1:5,1:5] X X1...

...would be appreciated. -Yudi- R : Copyright 1998, The R Development Core Team Version 0.63.0 Beta (Nov 13, 1998) -- on WIndows3.11 fnfn _ function (m=10,n=10,spar=2) { fn _ function(u,v){ uc_ u-floor(m/2)-1 vc_ v-floor(n/2)-1 exp(-(uc^2 + vc^2)/2/spar^2) } x1_ 1:m ; x2_ 1:n x12 _ outer(x1,x2,FUN='fn') filt _ x12/sum(x12) image(filt) } > source('fnfn.r') > m_10; n_10; spar_2 > fnfn(m,n,spar) Error in get(x, envir, mode, inherits) : variable "fn" was not found ------------------------------ Yudi Pawitan: yudi at ucd.ie Departmen...

Dear all, I have encountered a problem when perform stepwise regression. The dataset have more 9 independent variables, but 7 observation. In R, before performing stepwise, a lm object should be given. fm <- lm(y ~ X1 + X2 + X3 + X11 + X22 + X33 + X12 + X13 + X23) However, summary(fm) will give: Residual standard error: NaN on 0 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: NaN F-statistic: NaN on 6 and 0 DF, p-value: NA In this situation, step() or stepAIC() will not give any useful information. I don't...

...r the "0" group is zero, and with two regressors that the mean is zero for the (0,0) group. Looking at the data, this is quite clearly not the case. I suppose you may have intended to fit the models _with_ the intercept and then _ignore_ the intercept for plotting purposes, i.e. lm(y~x11+x12, Dataset)$coef[-1], etc.? (Also, I suspect that you don't actually have y=7 and y=867 in the dataset.) -pd > On 21 Feb 2023, at 22:33 , varin sacha via R-help <r-help at r-project.org> wrote: > > Dear R-experts, > > Here below my R code working with quite a few warnin...

...= a ~ x * y * b - x:y:b, data = data1) Residuals: Min 1Q Median 3Q Max -70.000 -22.244 0.422 17.292 70.000 Coefficients: (13 not defined because of singularities) Estimate Std. Error t value Pr(>|t|) (Intercept) 397.067 40.385 9.832 1.64e-09 *** x12 -83.600 48.601 -1.720 0.099446 . x9 -1.600 48.601 -0.033 0.974034 y5.15 -268.889 53.028 -5.071 4.44e-05 *** y5.2 -113.333 53.028 -2.137 0.043944 * y5.21 26.778 53.028 0.505 0.618598 y5.29 -213.889 53.028 -4.03...

...[,1] [,2] [1,] -0.63 -0.82 [2,] 0.18 0.49 [3,] -0.84 0.74 [4,] 1.60 0.58 [5,] 0.33 -0.31 I need to form a matrix X such that X = x11 0 0 x21 0 0 0 x11 0 0 x21 0 0 0 x11 0 0 x21 x12 0 0 x22 0 0 0 x12 0 0 x22 0 0 0 x12 0 0 x22 ... x15 0 0 x25 0 0 0 x15 0 0 x25 0 0 0 x15...

...y I find it an OK way to keep track of what I've done. However, I'd be a grateful user of a less klugey approach. Below is a clearer explanation of my klugey approach and functions which I've used successfully. Feel free to use them. # create data file for the series to be read by x12 fortran pgm # blp is a object of class ts written to file blp.dat in the x12 datevalue # format writex12in(blp,"blp") # create the specification file using your favourite editor say blp.spc to be # read by x12 fortran pgm # a vanilla specification file might have the following # series...

Are any seasonal adjustment programs, like Tramo/Seats, Census X12 ARIMA or Berliner Verfahren implemented in R? I am doing a simulation study and I don't know how to adjust the series in R. The possibility to access external the exe.files of the seasonal adjustment programs seems to be quite difficult. Can anyone help me? Thanks, Ingo

Hi, I compute the value of xi*xj by "for" loops, this how I try: > x1 <- c(1:3) > x2 <- c(2:4) ### to compute x1*x2 > (paste("x", 1, sep = ""))*(paste("x", 2, sep = "")) Error in (paste("x", 1, sep = "")) * (paste("x", 2, sep = "")) : non-numeric argument to binary operator > All

...es,DC=mytld,DC=at' [ldap://dc] 'DC=@,DC=_msdcs.mytld.at,CN=MicrosoftDNS,DC=ForestDnsZones,DC=mytld,DC=at' [ldap://pre01svdeb03] Difference in attribute values: dnsRecord => ['\x14\x00\x02\x00\x05\xf0\x00\x00n\x00\x00\x00\x00\x00\x03\x84\x00\x00\x00\x00\x00\x00\x00\x00\x12\x03\x02dc\nmytld\x02at\x00', '\x1e\x00\x02\x00\x05\xf0\x00\x00n\x00\x00\x00\x00\x00\x03\x84\x00\x00\x00\x00\x00\x00\x00\x00\x1c\x03\x0cpre01svdeb03\nmytld\x02at\x00', 'D\x00\x06\x00\x05\xf0\x00\x00\xdd\xa0\t\x00\x00\x00\x0e\x10\x00\x00\x00\x00\x9c\xef7\x00\x00\t\xa0\xdd\x00\x00\x03\...

...I have tried this code in order to extract columns, but R console gives me the "+" sign at the end of the code, pointing out incomplete command, so it is not working: m<-read.table("C:/backup/symmetrical.csv") n<-subset(m, select=c("X1", "X7", "X12", X15", "X22", "X26", "X31", "X34", "X39", "X44", "x51", "X58) Therefore, I have no tried with row names yet. Any suggestions? Sorry for the inconvenience. I have read some information about this but always have...

...e(x1=c(5,4,1,5,5,NA,4,NA,NA,5),x2=c(2,3,3,3,NA,1,2,1,2,1),x3=c(5,3,4,1,5,5,5,5,5,5),x4=c(5,3,4,5,5,5,5,5,5,5),x5=c(5,4,3,3,4,4,4,5,NA,5),x6=c(3,5,2,1,4,NA,NA,5,3,4),x7=c(5,4,3,4,4,3,4,NA,NA,4),x8=c(5,5,3,4,5,4,5,4,5,5),x9=c(5,1,1,1,NA,3,3,2,2,3),x10=c(5,5,2,3,4,3,1,3,2,5),x11=c(5,4,4,5,5,4,5,4,5,5),x12=c(5,4,5,5,5,4,5,5,5,5),x13=c(5,4,4,5,5,5,5,5,5,5),x14=c(5,3,3,NA,5,4,5,3,NA,5),x15=c(4,4,4,3,4,5,2,4,5,5),x16=c(5,4,3,3,4,4,3,3,4,5)) and I want to carry out a confirmatory factor analysis using the "cfa" function (lavaan). library(lavaan) then I specify my model cfa.model<-' ...

I have a dataset that is basically structureless. Its dimension varies from row to row and sep(s) are a mixture of tab and semi colon (;) and example is HEADER1 HEADER2 HEADER3 HEADER3 A1 B1 C1 X11;X12;X13 A2 B2 C2 X21;X22;X23;X24;X25 A3 B3 C3 A4 B4 C4 X41;X42;X43 A5 B5 C5 X51 etc., say. Note that a blank under HEADER3 corresponds to non occurance and all semi colon (;) delimited variables are under HEADER3. These values run...

...into R, and gauss has a matrix product function called the horizontal direct product (*~), which is some sort of variant on the Kronecker product. For example if x is 2x2 and y is 2x2 the horizontal direct product, z, of x and y is defined (in the Gauss manual) as: row 1 = x11*y11 x11*y12 x12*y11 x12*y12 row 2 = x21*y21 x21*y22 x22*y21 x22*y22 Or in R code if: x <- matrix(seq(1,4,by=1),2,2, byrow=TRUE) y <- matrix(seq(5,8,by=1),2,2, byrow=TRUE) The resulting matrix, if I had an operator, would be the following matrix z, here formed in a contrived manner: z.1 <- c(5, 6, 10...