similar to: non-stationary ar part in css

Hi I posted this problem yesterday but didn't get a reply so I try again today. I hope someone can help me with this. thank you very much for the help cheers Benedikt I would like to use arima () to find the best arima model for a time series. The default in arima apparently is to use conditional sum of squares to find the starting values and then use ML for the

Hi I am fitting an arima model to some time series X. When I was comparing the fitted values of the model to the true time series I realized that the true time series lags one time step behind the fitted values of the arima model. And this is the case for any model. When I did a simple linear regression using lm to check, I also find the same results, that the true series lags behind the

Hi All, I am a newcomer to S/R. Could you please let me know how to model quadratic trends for the mul/sigl link functions when fitting non-stationary GEV distributions using the ismev package? Thanks Best Regards, Mohammad Ashrafuz Zaman PhD Candidate School of Engineering Building XC, Room 1.02 (Kingswood Campus) University of Western Sydney Locked Bag 1797, Penrith South DC NSW 1797

Hi All, I am a newcomer to R. Could anyone explain me how to define link functions for either mu/sigma to allow for quadratic trends in the same, when fitting non-stationary GEV distributions? Thanks -- View this message in context: http://www.nabble.com/QUADRATIC-TREND-FOR-LINK-FUNCTIONS-ON-NON-STATIONARY-GEV-tp23360751p23360751.html Sent from the R help mailing list archive at Nabble.com.

Hi, I have a sample of size 100 from a function in interval [0,1] which can be assumed to come from a scalar-valued stationary Gaussian process. There are about 500 observation points in the interval. I need an effective and fast way to simulate from the Gaussian process conditioned on the available data. I can of course estimate the mean and 500x500 covariance matrix from data. I have searched

Hi ! Sorry for my ignorance. I have two questions: 1) which is in R the function to make a covariogram of spatial data ? 2) does anyone know if there exist the possibility in R of performing kriging with an arbitrary covariance function ? If I have well understood the Krig procedure offers only three possibilities (expcov, gauscov and sphercov) that are the common models for stationary and

This is not exactly an R question but the R code below may make my question more understandable. If one plots sin(x) where x runs from -pi to pi , then the curve hovers around zero obviously. so , in a"stationary in the mean" sense, the series is stationary. But, clearly if one plots the acf, the autocorrelations at lower lags are quite high and, in the "box jenkins"

Dear all (copying the package author), I have a question on the vlmc package. I am trying to model a time series, where each element can take one of 11 values (the result of some clustering). When I run the following command (synthetic data to facilitate self-contained example) I get the following warning: ("alphabet with >1-letter strings; trying to abbreviate") +++ START+++ >

Dear R experts,   I'm running the following stationary bootstrap programming to find the parameters estimate of a linear model:     X<-runif(10,0,10) Y<-2+3*X a<-data.frame(X,Y) coef<-function(fit){   fit <- lm(Y~X,data=a)    return(coef(fit)) }  result<- tsboot(a,statistic=coef(fit),R = 10,n.sim = NROW(a),sim = "geom",orig.t = TRUE)   Unfortunately, I got this

Hi, I'd like to unsubscribe from the list. Thanks Neyra ________________________________ De: "r-help-request@r-project.org" <r-help-request@r-project.org> Para: r-help@r-project.org Enviado: sáb, octubre 30, 2010 5:30:07 AM Asunto: R-help Digest, Vol 92, Issue 31 Send R-help mailing list submissions to r-help@r-project.org To subscribe or unsubscribe via the

Doing a visual graphic and trying to make it "pretty" Here's simple chart to play with: library(rgl) dotframe<-data.frame(x=c(0,7,0,0,-7,0),y=c(0,0,7,0,0,-7),z=c(7,0,0,-7,0,0)) dotframe plot3d(dotframe$x,dotframe$y,dotframe$z, radius=3, type='s',col=c('red','green','blue','purple','orange','gray'), axes=FALSE, box=FALSE,

We have install a DS3 with 28 DS1's we have an Adtran MUX breaking out the DS1's, we are trying to setup the system with 2 dchannels for each 4 DS1's. Everything looks fine when modprobe zaptel and wct4xxp and ztcfg -vvvvvv but when I asterisk asterisk it says: Aug 10 16:33:32 ERROR[8954]: chan_zap.c:6750 mkintf: Channel 24 is reserved for D-channel. Aug 10 16:33:32 ERROR[8954]:

I have a system that I am trying to get a port on a Sangoma A104d card connected to an Adtran 850 with 5 FXS modules and 1 FXO module. A problem I am having is figuring out what cable should be used from the port on the Sangoma to the JP2 port on the Adtran. Tried was a cross-over T1 (1->4, 2->5, 4->1, 5->2) as well as a straight T1 (1->1, 2->2, 4->4, 5->5). Neither one

This afternoon I finally figured out more with regarding to a strange clock-slip problem we have on our asterisk box. We have two TE410s, in E1 mode: TE410P version c01a009b They have their own interrupts: 66: 781648298 783747388 IO-APIC-level t4xxp 233: 253890977 1311504670 IO-APIC-level t4xxp They have their full 31 channels: span=3,0,0,ccs,hdb3,crc4 bchan=63-77,79-93 dchan=78

Hello! I am having a problem understanding what the weights option in the locfit command of the locfit package is doing. I have written a sample program which illustrates the issue (below). The example involves using bootstrap however, that is not my main goal but it illustrates where my problem lies. As you know, to compute a bootstrap estimate of a particular quantity using a sample size of

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hello List, since some days i run into the problem that one span on a TE407P is not comming up correctly. With intense debug on that span i get: < [ 02 01 7f ] < Unnumbered frame: < SAPI: 00 C/R: 1 EA: 0 < TEI: 000 EA: 1 < M3: 3 P/F: 1 M2: 3 11: 3 [ SABME (set asynchronous balanced mode extended) ] < 0 bytes of data

Hi all I have a server that has two TE412P (T1/E1+DSP) cards installed. One of them configured as an E1 PRI connected to PSTN and another one configured as a T1 E&M connected to Avaya PBX. Each card only uses two ports, so there are 2 E1 lines and 2 T1 lines connecting to this server. The purpose of this server is as a TDM trunk gateway that gets call from E1/T1 and then forward to an IP-PBX

Hi I have an asterisk box with digium hardware connected to a Siemens EWSD version 15 using a crossed E1 cable. The asterisk is serving as a h323 media gateway. When i start asterisk, the Siemens gives me this alarm: REPORTES GENERADOS EN LA EWSD AES/V15SBOL/BOLCBK1V51327079/013 05-06-06 11:25:38 7773 3062/03728 HF.ARCHIVE-80040

The code below is a small reproducible example of a much larger problem. While the script below works, it is really slow on the true dataset with many more rows and columns. I'm hoping to get the same result to examp, but with significant time savings. The example below is setting up a data.frame for an ensuing regression analysis. The purpose of the script below is to appends columns to

There is a fairly new bug in wilcox.test in R-2.2.1 (stable). It wasn't there when I last taught nonparametrics in fall 2003. Line 86 of wilcox.test.R achieved.alpha<-2*psignrank(trunc(qu),n) It should be achieved.alpha<-2*psignrank(trunc(qu)-1,n) If you don't see why, decode the cookbook instructions p. 56 in Hollander and Wolfe (2nd ed.) or see