similar to: questions about function arima0

Dear UseRs, I wrote the following function to use MLE. --------------------------------------------- mlog <- function(theta, nx = 1, nz = 1, dt){ beta <- matrix(theta[1:(nx+1)], ncol = 1) delta <- matrix(theta[(nx+2):(nx+nz+1)], ncol = 1) sigma2 <- theta[nx+nz+2] gamma <- theta[nx+nz+3] y <- as.matrix(dt[, 1], ncol = 1) x <- as.matrix(data.frame(1,

Hi, I'm trying to go through the examples for function arima0() in ts package, i.e, >data(lh) >arima0(lh, order = c(1,0,0)) each time the call to arima0() causes a segmentation fault. I checked the earlier version (1.1.1) of R, the function arima0 works fine. Tracing the call indicates that the function "setup_starma" (in pacf.c under ts) interprets the addresses of the

Here is the summary on predict when using an arima0 object: The arima0 object must be based on a time series vector. That is; x <- ts(xm1, frequency=12, start=c(1975,1)) x.ar <- arima0(x,order=c(1,1,1)) predict(x.ar,n.ahead=3) Thanks so much to Prof. Brian Ripley and David Brahm and other! Sincerely, Erin Hodgess

Dear R People: I'm trying to use the predict command on an arima0 object. I do the following: xm.arma <- arima0(xm2,order=c(1,0,1)) predict(xm.arma,n.ahead=2) and I get the message: Error in round(x, digits) : Non-numeric argument to mathematical function Any ideas what the problem might be, please? R version 1 4 1 on Windows. Thanks in advance! Sincerely, Erin Hodgess Associate

[accidentally sent to owner-r-help -- please do NOT! it's "r-help" !] ------- start of forwarded message ------- From: Marcos_Sanches at gallup.com To: owner-r-help at stat.math.ethz.ch Subject: How to get residuasl with arima0? Date: Wed, 19 Sep 2001 15:19:07 -0300 I know this is a basic question, but I've never used the 'ts' package and I'm having some

Hi, can anyone help me fit betabinomial model to the following dataset where each iD is a cluster in itself , if i use package aod 's betabinom model it gives an estimate of zero to phi(the correlation coeficient ) and if i fix it to the anova type estimate obtained from icc( in package aod) then it says system is exactly singular. And when i try to fit my loglikelihood by

Hello, I am trying to do a fit a loglikelihood function with Multivariate distribution via copulas with fitMdvc. The problem is that it doesn't recognize that my beta is a vector of km parameter and when I try to run it it say that the length of my initial values is not the same as the parameter. Can somebody guide me where my mistake is. Thanks, Elisa. #################################

Dear all, this may be a stupid question but... The underlying model in procedure arima0 is X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... +b[q]e[t-q] Is it possible to get an estimate of e for every point t, t-1 etc. or at least an estimate of the variance of e? Thanks a lot in advance for any hints Kai Arzheimer

What is the difference between arima and arima0?

Full_Name: Arto Luoma Version: 1.1.0 OS: Windows 98 Submission from: (NULL) (153.1.53.119) In arima0 it is possible to specify whether the mean of the original series is included in the model or not. However, it is not possible to specify whether the mean of the differenced series is included. It seems that it is not included. However, if differencing is used to eliminate trend, the mean of the

Dear R People: Suppose I want to estimate the parameters of the following AR model: (1 - phi_1 B - phi_2 B^2 - phi_9 B^9) x_t = a_t and I want to use the arima0 command from the ts library. How would I use the order subcommand, please? R Version 1.4.1 for Windows. Thanks! Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston -

does the arima/arima0 function use the state space form of the model equation even when fitting with the "CSS"-method? regards Christoph [[alternative HTML version deleted]]

I've been trying to get comfy with arima() and associated functions in the ts() package. I'm thinking seriously about using this package, and R generally, in a 4th year intro time series course that I'm teaching this autumn. I have a couple of questions about arima: (1) The help file says that residuals component of the value returned by arima() consists of the

Full_Name: Ahmad Abu Hammour Version: rw0651 OS: windows 95 Submission from: (NULL) (63.23.128.44) Although I know that "ts package" is preliminary, I wanted to compare the results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in standard errors of coefficients from R and real figures from SPSS. I changed "delta" in R to match that used by SPSS, I received

The background: I'm trying to fit a Poisson-lognormal distrbutuion to some data. This is a way of modelling species abundances: N ~ Pois(lam) log(lam) ~ N(mu, sigma2) The number of individuals are Poisson distributed with an abundance drawn from a log-normal distrbution. To fit this to data, I need to integrate out lam. In principle, I can do it this way: PLN1 <- function(lam, Count,

Hi. I am trying to analyze with BRugs the Box-Tiao variance components example in WinBUGS. The output from BRugs, mean sd MC_error val2.5pc median val97.5pc start sample sigma2.btw 681.9 1161 10.89 0.7016 253.8 4232 25001 100000 sigma2.with 4266.0 1246 4.92 2480.0000 4057.0 7262 25001 100000 doesn't match the output from WinBUGS, node mean

Hi All, This is not really an R question but a statistical one. If someone could either give me the brief explanation or point me to a reference that might help, I'd appreciate it. I want to estimate the mean of a log-normal distribution, given the (log scale normal) parameters mu and sigma squared (sigma2). I understood this should simply be: exp(mu + sigma2) ... but I the following code

Dear Bill, All makes perfect sense (including the late evaluation). I actually discovered the problem by looking at old code which used your proposed solution. Still I find it strange (and, hnestly, I don?t like R?s behavior in this respect), and I am wondering why u is not being copied to L just before u is assigned a new value. Of course, this would require the R interpreter to track all these

Hi. After update to samba 3.2.8 from 3.2.7 [SERNET packages] a see in my log this: smbd/dosmode.c:get_ea_dos_attribute(208) get_ea_dos_attributes: Cannot get attribute from EA on file beata Error = Operacja nie obs?ugiwana : 1 Time(s) beata is a user - that log into samba PDC And i have many this comunnicates only differs in user name. It is bug, or i should tweak smb.conf ? Regards, Irek

Hello, One way of preventing that is to use ?force. Just put force(l) right after the commented out print and before you change 'u'. Hope this helps, Rui Barradas Citando Matthias Gondan <matthias-gondan at gmx.de>: > Dear R developers, > > sessionInfo() below > > Please have a look at the following two versions of the same function: > > 1. Intended