search for: zeitreihen

Hallo! I lese gro?e Zeitreihen in R ein z.B. mit: > disc<-read.table("F:/R/DATA/discount_rate_usa.txt") disc hat dann folgende Struktur: > disc[1:5] V1 V2 1 01/03/1955 1.5 2 01/04/1955 1.5 3 01/05/1955 1.5 4 01/06/1955 1.5 5 01/07/1955 1.5 ich will das disc als Zeitreihe erkannt wird...

Hello, >From the data provided in the attached file, I would like to find the seasonal effect and the trend (if there are some) like in page 10 of the following document: http://www.statoek.wiso.uni-goettingen.de/veranstaltungen/zeitreihen/sommer03/ts_r_intro.pd http://www.statoek.wiso.uni-goettingen.de/veranstaltungen/zeitreihen/sommer03/ts_r_intro.pd f Small problem: I don't know how to start ... If someone could just explain me how to convert the data in a way I can use stl (or another function ?), it will be very helpful to...

Hi, Could you please help me with EGARCH and GJR? Is it possible to use EGARCH and GJR in R? I have used below mentioned code for GARCH in R, but I never used EGARCH and GJR in R. Thank you in advance! daten<-read.table("H://Daten//Zeitreihen//dax_1.csv", sep=";", header=T) DAX.kurs<-daten DAX.kurs<-ts(DAX.kurs,names="DAX-Kurs") DAX.rendite<-diff(DAX.kurs)/DAX.kurs[1:length(DAX.kurs)-1] g<-garchFit(data=DAX.rendite,formula=~garch(1,1),const.dist="dstd") g.predict<-predict(...

Hi, This is the time series data collected from 2001 to 2008 by every month.so,there are 96 entries.I have done basic statistics.I need to find a model fitted to forecast this data.This is the mixedpaper collection for recycling in the campus. 13251 13754 19061 12631 17414 21350 25384 23646 20312 20740 14007 17175 13910 17191 17113 20250 35003 11975 19665 20490 20436

Hello All, I cant seem to do a trig regression in R. The equation is as follows : y = a+b*(sin((2*pi*x/360) - c))^2 a, b, c are coefs that I want. y, x are input vectors. The equation I put into R: lm(y ~ sin(2*pi*x/360)^2) This equation is missing the c and I dont get the right answer. Also, I dont know how to plot the lm over the x values instead of the indices. Any help is sincerely

Dear R list As suggested by Prof Brian Ripley, I have tried to read acf literature. The main problem is I am not the statistician and hence have some problem in understanding the concepts immediately. I came across one literature (http://www.stat.nus.edu.sg/~staxyc/REG32.pdf) on auto-correlation giving the methodology. As per that literature, the auto-correlation is arrived at as per following.

Hola a todos Estoy tratando de analizaruna serie temporal con datos diarios de temperaturas (40 años). He creado un objeto zoo (con ayuda de la lista, gracias) sobre el que encuentro la regresión lineal. He probado también a crear un objeto ts a partir del zoo. El problema que encuentro es que nose puede aplicar la función stl para hallar la componente estacional y la tendencia. Rdice que la