similar to: study resources for time series?

Displaying 20 results from an estimated 100 matches similar to: "study resources for time series?"

2008 Feb 02
1
ARCH LM test for univariant time series
Hi, Does anyone know if R has a Lagrange multiplier (LM) test for ARCH effects for univariant time series? Thanks! -- Tom [[alternative HTML version deleted]]
2006 May 29
1
TsayData
Hi, I'm trying to work with TsayData in fSeries package. How can i fetch any time series data of this package. Please advice. Thanks, Sumanta Basak. Send instant messages to your online friends http://in.messenger.yahoo.com
2006 Nov 07
1
Comparison between GARCH and ARMA
Dear all R user, Please forgive me if my problem is too simple. Actually my problem is basically Statistical rather directly R related. Suppose I have return series ret with mean zero. And I want to fit a Garch(1,1) on this. my is r[t] = h[i]*z[t] h[t] = w + alpha*r[t-1]^2 + beta*h[t-1] I want to estimate the three parameters here; the R syntax is as follows: #
2011 Jun 16
2
optimization with Sparse matrices
To whom it may concern, I am trying to maximize a log-likelihood function using optim. This is a simple problem with only 18 parameters. To conserve memory, I am using sparse matrices (SLAM) for some of the data matrices used in the computation of the likelihood. However, optim appears to convert the sparse matrix back to regular data format. This causes me to run out of memory as R tries to
2010 Sep 26
5
Network booting FreeBSD with gpxelinx almost works (fwd)
We have been network booting FreeBSD for some time with pxeboot. But now we would like to have menu of OSs to boot and got the idea somewhere that gpxelinux could do that for us. We copied gpxelinux.0 from the syslinux-4.02 distribution and replaced pxeboot with "gpxelinux" in the dhcpd.conf file. Indeed with a configuration file in pxelinux.cfg like this: default freebsd
2004 Jul 07
3
fast NA elimination ?
dear R wizards: an operation I execute often is the deletion of all observations (in a matrix or data set) that have at least one NA. (I now need this operation for kde2d, because its internal quantile call complains; could this be considered a buglet?) usually, my data sets are small enough for speed not to matter, and there I do not care whether my method is pretty inefficient (ok, I
2009 Feb 08
0
Initial values of the parameters of a garch-Model
Dear all, I'm using R 2.8.1 under Windows Vista on a dual core 2,4 GhZ with 4 GB of RAM. I'm trying to reproduce a result out of "Analysis of Financial Time Series" by Ruey Tsay. In R I'm using the fGarch library. After fitting a ar(3)-garch(1,1)-model > model<-garchFit(~arma(3,0)+garch(1,1), analyse) I'm saving the results via > result<-model
2008 Feb 13
0
FinTS_0.2-7
Hi, All: FinTS version 0.2-7 is now available on CRAN. This version adds two new functions: * ArchTest to compute the Engle (1982) Lagrange multiplier test for conditional heteroscedasticity, discussed on pp. 101-102 of Tsay, with examples on those pages worked in the R script in "~R\library\FinTS\scripts\ch03.R", where "~R" is your local R installation directory.
2008 Feb 13
0
FinTS_0.2-7
Hi, All: FinTS version 0.2-7 is now available on CRAN. This version adds two new functions: * ArchTest to compute the Engle (1982) Lagrange multiplier test for conditional heteroscedasticity, discussed on pp. 101-102 of Tsay, with examples on those pages worked in the R script in "~R\library\FinTS\scripts\ch03.R", where "~R" is your local R installation directory.
2017 Jun 06
1
Test for the end of PostingIterator in perl?
Hi all. I want to iterate over all the documents in my database. my $pi = $db->postlist_begin(""); while ("$pi" =~ qr/END/) { my $oldid = $pi->get_docid; $pi++; #... } That used to work with Search::Xapian in perl version 1.2, but now with xapian-bindings-1.4.4 it does not seem to. How are you supposed to tell when you have
2017 Sep 28
1
Weighting the author of a doc when that term can also appear as a frequent term in other docs
We have a corpus of academic papers. Sometimes it happens that there is an academic controversy and one paper is a response or rebuttal to another paper. The name of the author of the first paper may appear many times in the second paper. So in light of this, how should we set our weight on the author field? Here is an example: http://www.nber.org/papers/w11215  in which
2008 Jun 14
1
"False convergence" in LME
I tried to use LME (on a fairly large dataset, so I am not including it), and I got this error message: Error in lme.formula(formula(paste(c(toString(TargetName), "as.factor(nodeInd)"), : nlminb problem, convergence error code = 1 message = false convergence (8) Is there any way to get more information or to get the potentially wrong estimates from LME? (Also, the page in the
2010 Apr 14
4
how to draw multiple vertical bands
hi R gurus I saw some graphs with vertical band like this one: http://pragcap.com/wp-content/uploads/2010/04/GS.png how to draw the blue band in R, can't find any clue to do this,any ideas? thanks in advance [[alternative HTML version deleted]]
2010 Nov 03
5
pxelinux magic options 208
I have 2 groups of machines, and within each group the pxelinux menu configuration is standard. It would be great to have 2 configuration files rather than one for each machine. I found the pxelinux magic option configfile (209) in http://syslinux.zytor.com/wiki/index.php/PXELINUX and it suggests for ISC dhcpd: site-option-space "pxelinux"; option
2010 Mar 18
1
Do colClasses in readHTMLTable (XML Package) work?
Hi, I can't get the colClasses option to work in the readHTMLTable function of the XML package. Here's a code fragment: require("XML") doc <- "http://www.nber.org/cycles/cyclesmain.html" table <- getNodeSet(htmlParse(doc),"//table") [[2]] # The main table is the second one because it's embedded in the
2016 May 16
2
Weighting recent results
I was thinking about this some more: Is there a reason I can't just weight by some function of recency at indexing time? $weight = get_weight_based_on_recency(...); $tg->index_text($txt,$weight); If I wanted to allow the user the option of searching either in recency-weighted mode or not, I could index each document into 2 different databases, one with and one without. This avoids
2016 May 09
1
Given a document, how do you get its ID? (perl bindings)
I am writing an indexer that will crawl our web site. Following the recommendation here: https://trac.xapian.org/wiki/FAQ/UniqueIds I'm using the URL as the unique ID for each document. I see how to get a document from the xapian database if I know its URL, but what I need is also to be able to find out the URL from the document. Does this mean I need to store the URL
2002 Dec 21
2
Part II Re: read.ssd {foreign} (Reading a permanent SAS d ataset into an R data frame)
>>>>> "Stephen" == Stephen Arthur <sarthur67 at yahoo.com> writes: Stephen> The SAS data set I PROC CPORTed is [9] the result is [10]. Stephen> I PROC CIMPORTed [10] back to its orginal state [9], and it Stephen> worked. Stephen> So the SAS people think that the error is not with the SAS Stephen> XPORT file, but with R trying to load a text
2016 May 03
2
Weighting recent results
On 5/2/2016 9:03 PM, Olly Betts wrote: > On Fri, Apr 22, 2016 at 12:23:15PM -0400, Alex Aminoff wrote: >> I did some digging and found a thread from 2011 talking about how to >> subclass Xapian::PostingSource in order to incorporate the date or >> recency of a document in its weighting: >> >>
2002 Aug 30
2
Partitioning an nxp Time series matrix
Hi, I have an nxp data set of time series. For my final year project, I would like to partition this data set into a smaller number of units ( < n). Where each of the units contains time series that move closely together (i.e. in unison), and the "simmilarity" (in terms of occurence & amplitudes of peaks and troughs) between the segregated units is "low". I know