Displaying 20 results from an estimated 200 matches similar to: "writing autocorrelation and partial auto correlation functions to a file"
2010 Aug 15
2
band pass filter
Hello list,
Is there any way to bandpass filter in R
thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2011 Apr 04
1
svd
Dear list,
I searched the libraries but could not find means to compute the
svd of a coupled field. Is it possible in R
Thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 Jul 05
2
timeseries
Dear useRs,
I am trying to construct a time series using as.ts function, surprisingly
when I plot
the data the x axis do not show the time in years, however if I use
ts(data), time in years are shown in the
x axis. Why such difference in the results of both the commands
Thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
2010 Aug 02
1
removing spatial auto correlation
Hi list,
I am trying to fit arima model for a grid of 360x161x338 points,
where 360x161 is the spatial dimension and 338 is the number of time steps I
have, which is seasonal. For this purpose I used the auto.arima function in
forecast package. After fitting residuals at each grid in space, the auto
correlations are still significant ( but < 0.2). This make me think that the
data
2010 May 31
1
missing values in autocorelation
Hi all,
I am trying to find the autocorrelation of some time series. I
have say 100 files, some files have only missing values(-99.99, say). I dont
want to exclude these files as they represent some points in a grid. But
when the acf command is issued i get an error.
Error in plot.window(...) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no
2010 Jun 07
1
prewhiten
HI all.,
I have some univariate time series that need to be prewhitened. HOw this can
be performed in R.
I am thinking of to fit an ARIMA model and substract this from the original
series. Is this the correct way
THanks in advance
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2011 Apr 01
1
principal components
HI all,
I am trying to compute the EOF of a matrix using prcomp but unable to get
the expansion co-efficients.
is it possible using prcomp or are there any other methods
thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 Jul 22
1
tsdiag
HI list,
I want to know whether tsdiag uses k-(p+q) as the lag in ljung box
test. How is it possible to save those values
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 Jul 06
1
acf
Hi list,
I have the following code to compute the acf of a time series
acfresid <- acf(residfit), where residfit is the series
when I type acfresid at the prompt the follwoing is displayed
Autocorrelations of series ?residfit?, by lag
0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333
1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018
2010 Jul 23
0
auto.arima
HI list,
I am using auto.arima from forecast package, I wonder whether its
possible to save model orders to a seperate file
Thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2011 Mar 17
1
Extracting columns from a class
Hi list,
I am not a frequent user of R. Recently I used R in principal
component analysis and got the result as a class, which has information like
standard deviation and principal components from 1 to 10. How is it
possible to extract the column corresponding to first principal component
and write it to a file
the out from prcomp command is something like this
Standard
deviations:
2002 Sep 05
2
FQDN
Hi,
I've a question about a FQDN VS Shorewall configuration:
I'd like to install a firewall that should forward the web requests to
different web servers (iis, apache, and so on...);
all web sites are registered with the same ip to internic (eg.
www.example1.com-->151.99.234.3-->apache-server, www.example2.com--
>151.99.234.3-->iis-server, etc...) so I'm wondering if I
2010 Jul 23
1
sink function
I have the following code to write the output from auto.arima function. The
issue is not in finding the model but to divert its out put
fit to a file order_fit.txt. code runs but nothing is written to
order_fit.txt
where am I going wrong
library(forecast)
for (i in 1:2) {
filen = paste("file",i,".txt",sep="")
data <- read.table(filen)
dat1 <- data[,1]
xt <-
2012 Sep 19
2
Help reproducing a contour plot
Hi All,
I am trying to reproduce this using R instead.
[image: Full-size image (38 K)]
I tried using the following code
*SChla <- read.csv("SM_Chla_data.csv")*
*Atlantis <- SChla[16:66,]*
*head(Atlantis)*
*
*
Seamount Station Depth Pico Nano Micro Total_Ch dbar Latitude
Longitud
16 Atlantis 1217 Surface 0.0639 0.1560 0.0398 0.2597 2.082 -32.71450
57.29733
2012 Oct 30
0
map similarity spatial autocorrelation in R
Hi,
I have two global raster maps, each of the same variable but from different
sources. The values range from 0 to 5 in whole numbers. Is there a
statistical test in R that can quantify the similarity of the spatial
patterns (i.e., highs and lows)?
Thanks,
--
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2010 Apr 21
1
Creating artificial environmental landscape with spatial autocorrelation
Dear all:
Does anyone have any suggestions on how to make a spatially explicit landscape with spatial autocorrelation in R? In other words, a landscape where all cells have a spatial reference, and the environment values that are closer in space are more similar (positive spatial autocorrelation).
Thank you,
Laura
2012 Oct 01
0
glmmPQL and spatial autocorrelation
Hi all,
I am analyzing data on habitat utilization of seals in the Southern Ocean.
My data show spatial autocorrelation, which I'm interested in incorporating
into my model. I am trying to model the presence of dives (versus simulated
pseudo-absences) using a binomial generalized binomial model (glmmPQL),
since I can incorporate the autocorrelation structure to the model using
that package.
2010 Dec 27
0
Heteroskedasticity and autocorrelation of residuals
Hello everyone,
I'm working on a current linear model Y = a0 + a1* X1 + ... + a7*X7 +
residuals. And I know that this model presents both heteroskedasticity
(tried Breusch-Pagan test and White test) and residuals autocorrelation
(using Durbin Watson test). Ultimately, this model being meant to be used
for predictions, I would like to be able to remove this heteroskedasticity
and residuals
2007 Oct 23
0
Autocorrelation Matrix
Hi,
I am trying to calculate the autocorrelation matrix for an input matrix with the size n*m where n=7 (the dimensionality of my input feature vectors) and m being the time. Thus one could think of the input data as a 7-dimensional time-series. Does anyone know of any way to calculate the autocorrelation matrix for such an input? I tried various functions, but none give me a matrix that returns
2009 May 12
0
R^2 extraction and autocorrelation/heterokedasticity on TSLS regression
Hi,
I'm actually I’m performing a TSLS linear multiple regression on annually data which go from 1971 to 1997. After performing the TSLS regression, I tried to extract the R squared value using “output$r.squared” function and to perform autocorrelation (Durbin Watson and Breush Godfrey) and heterokedasticity tests (Breush-pagan and Goldfeld Quandt) but I have errors messages. More