Displaying 6 results from an estimated 6 matches similar to: "AR(2) modelling"
2007 Dec 18
6
All anchored series from a vector?
>From: Johannes Graumann <johannes_graumann at web.de>
>Date: 2007/12/18 Tue PM 04:40:37 CST
>To: r-help at stat.math.ethz.ch
>Subject: [R] All anchored series from a vector?
lapply(1:length(myvector) function(.length) {
c(myvector[1}:myvector[.length])
})
but test it because i didn't.
>Hi all,
>
>What may be a smart, efficient way to get the following result:
2007 Oct 24
1
X Axis labeling with class zoo
I'm using zoo to plot multiple data series, however, I am having
trouble adjusting the x-axis labeling on a multiple series plot. For
example, if I create a zoo
object that consists of a date series and a numerical series and then
plot it, I can adjust the x axis labeling using
axis.Date(1, at=seq(as.Date("1984/01/31"), as.Date("2005/10/31"),
by="2
2004 Oct 04
2
Identifying time series
Hello,
I am currently attempting to introduce R at my company and am trying to
import time series data from a text file into R to graph. The format of the
text file is in date, data (e.g., 20040929 3.361). My problem is that I do
not know how to get R to recognize the first column as a business date
series. Or at the very least, I am unable to find a function that will grap
the second column
2010 Oct 19
4
Chron object in time series plot
Dear R users, I have the following script to create bins of specified time
intervals
bin_end=60/bin_size
bin_size=bin_size*100
h=seq(070000,180000,by=10000)
breaks=c()
for (i in h)
{
for (j in 0:(bin_end-1))
{
value=i+(bin_size)*j
breaks=append(breaks,value)
}
}
I would like to plot then using the time as x-axis. I tried the following
prova=zoo(myseries,times(breaks))
but of
2015 Jan 23
38
[Bug 2341] New: XQuartz X11 forwarding not working in OS X 10.10 Yosemite
https://bugzilla.mindrot.org/show_bug.cgi?id=2341
Bug ID: 2341
Summary: XQuartz X11 forwarding not working in OS X 10.10
Yosemite
Product: Portable OpenSSH
Version: 6.7p1
Hardware: All
OS: Mac OS X
Status: NEW
Severity: normal
Priority: P5
Component: ssh
2009 Nov 02
1
AR Simulation with non-normal innovations - Correct
Dear Users,
I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess.
By t-GARCH I want to mean that:
e_t=n_t*sqrt(h_t) and
h_t=ct2+a*(e_t)^2+b*h_t-1.
where n_t is a random variable with t-Student distribution.
If someone could give some guidelines, I can going developing the model.
I did it in matlab, but the loops