Displaying 20 results from an estimated 1000 matches similar to: "scope of an argument in a function"
2008 Nov 20
2
Reformatting a table
Hi !
I am new to R. Can somebody help me in reformatting huge output files ,i.e, rearranging sets of columns in specific order.
For example: I have data for three compunds 1, 2 and 3
file1:
ID CA1 CA3 CA2 MA2 MA1 MA3
1 14 15 13 7 12 3
2 19 7 12 10 14 5
3 21 12 19 6 8 9
to
File 2:
ID CA1 CA2 CA3 MA1 MA2 MA3
1 14 13 15 12 7 3
2 19 12 7 14 10 5
3 21 19 12 8 6 9
or File3:
ID
2011 Nov 14
1
string to list()
I can get an array of strings for the data that I want using 'paste()' as
follows:
paste('ma', 1:am$arma[2], '=', coef(am)[1:am$arma[2] + am$arma[1]], sep='')
This results in a vector of strings like:
[1] "ma1=1.17760133668255" "ma2=0.649795570407939" "ma3=0.329456750858276"
What I would like is
fixed.pars <-
2011 Sep 09
2
Different results with arima in R 2.12.2 and R 2.11.1
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
2017 Jun 20
1
How to write an estimated seasonal ARIMA model from R output?
I'm trying to use the following command.
arima (x, order = c(p,d,q), seasonal =list(order=c(P,D,Q), period=s)
How can I write an estimated seasonal ARIMA model from the outputs. To be specifically, which sign to use? I know R uses a different signs from S plus.
Is it correct that the model is:
(1-ar1*B-ar2*B^2-...)(1-sar1*B^s-sar2*B^2s-....)(1-B)^d(1-B^s)^D
2006 Jun 01
1
why does arima returns "NAN" standard error?
Hi everyone,
-----------------------------
Coefficients:
ar1 ar2 ma1 ma2 sar1 intercept drift
1.5283 -0.7189 -1.9971 0.9999 0.3982 0.0288 -9e-04
s.e. 0.0869 0.0835 0.0627 0.0627 0.1305 NaN NaN
sigma^2 estimated as 0.04383: log likelihood = 4.34, aic = 7.32
Warning message:
NaNs produced in: sqrt(diag(object$var.coef))
2013 Jun 07
1
arima time series in R
Hi
Could just anyone explain me the coefficients in the output of arima model
timeseriesarima <- arima(series, order=c(1,1,2))
> timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
****************
2011 Aug 30
2
ARMA show different result between eview and R
When I do ARMA(2,2) using one lag of LCPIH data
This is eview result
>
> *Dependent Variable: DLCPIH
> **Method: Least Squares
> **Date: 08/12/11 Time: 12:44
> **Sample (adjusted): 1970Q2 2010Q2
> **Included observations: 161 after adjustments
> **Convergence achieved after 14 iterations
> **MA Backcast: 1969Q4 1970Q1
> **
> **Variable Coefficient Std.
2005 Oct 13
1
arima: warning when fixing MA parameters.
I am puzzled by the warning message in the output below. It appears
whether or not I fit the seasonal term (but the precise point of doing
this was to fit what is effectively a second seasonal term). Is there
some deep reason why AR parameters
("Warning message: some AR parameters were fixed: ...")
should somehow intrude into the fitting of a model that has only MA
terms?
>
2009 Jan 23
1
forecasting error?
Hello everybody!
I have an ARIMA model for a time series. This model was obtained through an
auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with
drift (my time series has monthly data). Then I perform a 12-step ahead
forecast to the cited model... so far so good... but when I look the plot of
my forecast I see that the result is really far from the behavior of my time
2010 Apr 14
4
Error: could not find function "tsts" tradesys package
Hi, I am pretty new to R and would like to follow the code in the paper
below, tradesys package. but I am stuck at the 2nd page where x<-tsts(spx)
is written. Could anyopne help me why I am getting an Error :"could not find
function "tsts" ". I guess I need function call "tsts". where can I find
that function ? I installed tradesys, zoo, RUnit packages but I
2013 May 02
1
warnings in ARMA with other regressor variables
Hi all,
I want to fit the following model to my data:
Y_t= a+bY_(t-1)+cY_(t-2) + Z_t +Z_(t-1) + Z_(t-2) + X_t + M_t
i.e. it is an ARMA(2,2) with some additional regressors X and M.
[Z_t's are the white noise variables]
So, I run the following code:
for (i in 1:rep) { index=sample(4,15,replace=T)
final<-do.call(rbind,lapply(index,function(i)
2017 Sep 27
1
Need Help in Debugging
I am getting following error when running this script :------------Error in
length(runsum) : object 'runsum' not found
##error function
dat$fit <- NULL
dat$fit[dat$majorlandmarks] <- dat$Close[dat$majorlandmarks]
run <- rle(dat$majorlandmarks)
runvalue <- run$values
runsum <- cumsum(run$lengths)
run <- run$lengths
for(i in 1:(length(runsum)-1)){
if
2003 Dec 18
1
Help with predict.Arima with external regressor values [Repalced]
Hi all there
I am enjoying R since 2 weeks and I come to my first deadlock, il am trying
to use predict.Arima in the ts package.
I get a "Error in cbind(...) : cannot create a matrix from these types"
-- Start R session -----------------------------------------------------
> fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv)
Call:
arima(x = data, order = c(2, 0, 3),
1999 Nov 07
2
arima0() (PR#314)
Full_Name: Ahmad Abu Hammour
Version: rw0651
OS: windows 95
Submission from: (NULL) (63.23.128.44)
Although I know that "ts package" is preliminary, I wanted to compare the
results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in
standard errors of coefficients from R and real figures from SPSS. I changed
"delta" in R to match that used by SPSS, I received
2001 Dec 16
3
Arima
I did a regression with ARMA errors using arima0 with
ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1)
or
ari<-arima0(y,order=c(2,0,2),xreg=reg1)
where reg1 is the matrix of the regressors and when I see diag(ari$var.coef)
I get negative terms. Do you know what this mean ?
I try to change transform.pars to 0 or 1 but this crash R on Windows.
Is it possible to test the significativity
2011 Sep 12
1
Difference in function arima estimation between 2.11.1 and R 2.12.2
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
2003 Nov 24
0
link between arima and arma fit
Hi dear sirs,
I am wondering why the fit of the time serie x with an arima and the fit of
diff(x) with an arma (same coeff p & d) differ one from another
here are the output of R:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
> modelarma<-arma(diff(x),c(7,5))
> modelarma
Call:
arma(x = diff(x), order = c(7, 5))
Coefficient(s):
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2
0.06078
2011 Jul 27
0
problems with predict in fGarch
Hello I am trying to use predict from an arma-Garch model (arma(2, 2) +
garch(1, 1)) and I am getting the following error:
Error en arima(x = object@data, order = c(max(u, 1), 0, max(v, 1)), init =
c(ar, :
non-stationary AR part from CSS
Does anybody know what can be the reason of this error? The model I have
estimated is the following:
Title:
GARCH Modelling
Call:
garchFit(formula =
2004 Oct 31
2
samba 3.0.7 and os/2
Hello,
samba v3.0.7 on suse linux v9.1
os/2 v4.x
I have started the process of replacing our os/2 hosts with linux,
starting with the server(s). Most of the problems have been firewall
related, a topic only briefly discussed in the docs (nudge).
Some of the hosts can now interact with the linux samba shares; not all
though. I have run ip traces and have gotten to a point that is a
2009 Nov 02
2
using exists with coef from an arima fit
Dear R People:
I have the output from an arima model fit in an object xxx.
I want to verify that the ma1 coefficient is there, so I did the following:
> xxx$coef
ar1 ar2 ma1 intercept
1.3841297 -0.4985667 -0.9999996 -0.1091657
> str(xxx$coef)
Named num [1:4] 1.384 -0.499 -1 -0.109
- attr(*, "names")= chr [1:4] "ar1" "ar2"