Displaying 20 results from an estimated 600 matches similar to: "tsdiag"
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 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]]
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 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]]
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
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:
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
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 May 20
2
writing autocorrelation and partial auto correlation functions to a file
Dear All,
I am very new to T. I need to fit a ARIMA model to my time
series. So I found the auto correlation functions and partial auto
correlation function in R. Now I want to save these valuse along with the
significance levels to a file. How to do that?. I tried some function in R
like write.table but returns an error "cannot coerce class "acf" into a
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 <-
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]]
2006 Mar 28
1
Having trouble with tsdiag function on a time series
Hello,
I'm getting the following error message when I try to run 'tsdiag' on what seems to be a valid time series:
> tsdiag(small)
returns:
[Error in tsdiag(small) : no applicable method for "tsdiag"]
where small is a little test series where I have isolated this problem (the original has 30-years worth of daily data)
When I print it (small), it looks like the
2009 Feb 03
1
Time series plots with ggplot
Hi,
I am newbie user of ggplot and would like some assistance in
implementing time series plots.
I'd like to know how the tsdiag plot can be made in ggplot?
Thanks
Harsh Singhal
Decisions Systems,
Mu Sigma Inc.
2011 Feb 25
0
time series with NA - acf - tsdiag - Ljung-Box
Hi all,
I am modelling a time series with missing data.
*Q1)* However, I am not sure if I should use the next *graphics* to
understand my data:
*a)* ACF & PACF (original series)
*b)* ACF & PACF (residuals)
* *
*Q2)* I am using *tsdiag*, so I obtain a graphic with 3 plots: stand.
residuals vs time; acf for residuals; Ljung-Box for residuals (it is wrong
for residuals).
I know that using
2004 Nov 15
2
tsdiag() titles
I am using the ts package to fit ARIMA models, and the tsdiag() function to
plot diagnostics. In doing so I'm generating an awful lot of diagnostic
plots of different models and different data sets all within the same R
session. So my question is, is there an option in tsdiag() similar to
<main="Title"> that I can use? This would be quite helpful when I print out
the plots,
2019 Jun 04
0
tsdiag should pass the fitdf parameter to Box.test
Dear Everyone,
The document of `tsdiag? says
> These tests are sometimes applied to the residuals from an ARMA(p, q) fit, in which case the references suggest a better approximation to the null-hypothesis distribution is obtained by setting fitdf = p+q, provided of course that lag > fitdf.
This implies that we should pass the `fitdf' parameter when applying `Box.test' to
2008 May 16
2
Box.test degrees of freedom
Dear colleagues,
I am new to R and statistics so please keep that in mind.
I have doubts on the df calculation of Ljung-Box test (Box.test). The
function seems to use always the df=lag=m and not df=m-p-q like suggested in
Ljung and Box (1978) paper (that is referenced).
Do you agree with this? If so, is there an R package function that computes
Ljung-Box test with the degrees of
2009 Mar 05
2
Overriding contributed package functions
The "tsdiag" function in the TSA package overrides the "tsdiag" function in
the "stats" package. There are a few annoying bugs in the TSA's version of
the function so I would like to use the "stats" function but still have
access to other TSA functions. I have tried using stats::tsdiag( ) but as
long as the TSA package is attached the function from
2003 Aug 11
0
tsdiag and tsStructure for np,ns,nt and nl determination
Hi R-Helpers,
I'm dealing with the STL procedure and trying to apply the tsdiag and
StructTS onto the ts object to analyse the different parameters which
need to be set. How can I use the tsStructure & tsdiag to create a
seasonal, trend and cycle subseries plot so that I can select & analyse
the correct np,ns, nt and nl?
The problem is that too much signal goes into the seasonal