similar to: comparing ARIMA model to data

Displaying 20 results from an estimated 300 matches similar to: "comparing ARIMA model to data"

2010 Dec 14
2
lines and points without margin
hi, i am sure that this is a trivial question but i have not been able to find an answer by searching the mailing lists. i want to plot points on a graph, joined by lines. the command that i am using is points(x, y, type = "b", pch = 21) this plots nice open circles at the data points and draws lines between them. however, the lines do not come all the way up to the edge of the
2006 Nov 27
2
NaN with ccf() for vector with all same element
hello, i have been using ccf() to look at the correlation between lightning and electrogamnetic data. for the most part it has worked exactly as expected. however, i have come across something that puzzles me a bit: > x <- c(1, 0, 1, 0, 1, 0) > y <- c(0, 0, 0, 0, 0, 0) > ccf(x, x, plot = FALSE) Autocorrelations of series 'X', by lag -4 -3 -2 -1 0
2010 Dec 04
1
scale caption on levelplot
hi, i am trying to figure out how to put a caption on the colour scale of a levelplot. there does not seem to be an option for this in levelplot(). i tried using mtext() but as soon as you put the text far out enough on the right of the plot, it goes beyond the plot boundary. so i tried to extend the margin on the right of the plot using par(mar) but this did not have any effect on the plot area.
2007 Feb 08
2
path for source()
hello, i have a couple of .R files distributed about my file system. i commonly source() these from other files, but i have to include the full file path. this is not always convenient if you move files around. is there a way of setting the search path for source()? thanks a lot! cheers, andrew. -- Andrew B. Collier Space Physics Group Hermanus Magnetic Observatory Honorary Research Fellow
2010 Aug 21
1
How to find residual in predict ARIMA
Dear All, I have a model to predict time series data for example: data(LakeHuron) Lake.fit <- arima(LakeHuron,order=c(1,0,1)) then the function predict() can be used for predicting future data with the model: LakeH.pred <- predict(Lake.fit,n.ahead=5) I can see the result LakeH.pred$pred and LakeH.pred$se but I did not see residual in predict function. If I have a model: [\ Z_t =
2011 Jan 30
2
ggplot2 -- scale_colour_manual()
According to Hadley's ggplot book (p. 109), both the graphs below should have a legend, and yet none appears in my hands. Any suggestions? I can't see a typo. Is there a bug? library(ggplot2) data(LakeHuron) huron = data.frame(year=1875:1972,level=LakeHuron) p = ggplot(huron, aes(year)) + geom_line(aes(y= level - 5), colour = 'blue') + geom_line(aes(y= level + 5), colour
2009 Dec 01
1
ggplot legend for multiple time series
Hello All, I am trying to create a legend for a black-white graph. The package I use is ggplot2. It can add colors to the legend key but not line types. Can you please help? # example from Wickman (2009, ggplot2 - elegant graphics for data analysis, page 109) library(ggplot2) huron <- data.frame(year=1875:1972, level=LakeHuron) ggplot(huron, aes(year)) +
2005 Mar 02
3
orientation of eps files
hello, i have a problem with the orientation of eps files produced with the postscript() command. i have generated some eps files with R using: postscript(file = filename, horizontal = FALSE, paper = "special", onefile = F ALSE, height = height, width = width, pointsize = pointsize) now, when i include these eps files into a standard paper document (ie. a4 paper, portrait orientation)
2009 Apr 23
0
How to construct confidence bands from a gls fit?
Dear R-list, I would like to show the implications of estimating a linear trend to time series, which contain significant serial correlation. I want to demonstrate this, comparing lm() and an gls() fits, using the LakeHuron data set, available in R. Now in my particular case I would like to draw confidence bands on the plot and show that there are differences. Unfortunately, I do not know how to
2003 Apr 21
2
Anyone Familiar with Using arima function with exogenous variables?
I've posted this before but have not been able to locate what I'm doing wrong. I cannot determine how the forecast is made using the estimated coefficients from a simple AR(2) model when there is an exogenous variable. Does anyone know what the problem is? The help file for arima doesn't show the model with any exogenous variables. I haven't been able to locate any documents
2007 Nov 18
0
question regarding time series packages
Good afternoon! I'm trying to learn time series but i have a bit of of a problem using R packages for this. 1. > LakeHuron > sample(500:600, 98) > sample(500:600, 98)->t > fit<-arima(LakeHuron, order=c(2,1,1), xreg=t) > fit > predict(fit, n.ahead=1, newxreg=t) Now, my problem is this: is it ok to use the same t in predict function or should my newxreg contain 99
2005 Nov 08
0
Re: New Standard/Daylight time-change dates in rhel4u2butnot centos4.2?
Zulu time will (necessarily) be reckoned relative to Durban, South Africa (capital of KwaZulu-Natal province, South Africa) where the Zulu people live. Brian Brunner brian.t.brunner at gai-tronics.com (610)796-5838 >>> sam at wa4phy.net 11/07/05 07:37PM >>> Peter Farrow wrote: > For those of us who live the promised land where GMT is absolute time > all the this
2004 Oct 25
2
aov documentation page: question
Dear all I was looking at the aov documentation page and came across the following which seems like a contradiction to me: " This provides a wrapper to |lm| for fitting linear models to balanced or unbalanced experimental designs." (I presume 'This' refers to aov) and "|aov| is designed for balanced designs, and the results can be hard to interpret without
2005 Feb 02
4
(no subject)
can you recommend a good manual for R that starts with a data set and gives demonstrations on what can be done using R? I downloadedR Langauage definition and An introduction to R but haven't found them overly useful. I'd really like to be able to follow some tutorials using a dataset or many datasets. The datasets I have available on R are Data sets in package 'datasets':
2006 Feb 27
1
Query on multivariate time series
Hi, Could anyone inform how to perform multi-variate auto regression using the past 't' values for regression in R. I have looked at ARMA provided by DES library and mvr provided by PLS library but could not match them to my requirements. Specifically, I want the following Say I have attributes a1-a4. and the regression equation is as follows: a4(t) =
2010 Jul 11
1
Durban Watson statistics
I would like to do the Durban-Watson test on a time series of log returns. 2 questions: 1) If I am just trying to find out if there is serial correlation, what do I do for the residuals? there is no model, so do I just use the log returns (time series) itself? 2) what is the code in R to accomplish this? Regards [[alternative HTML version deleted]]
2005 Jun 21
1
How to plot circular data in the directions of 0, 0.5pi, pi and 1.5pi
Hi R users, I use plot.circular(rad, stack=T,bins=4) and could just obtain the four stacks in the directions of 45, 135, 225 and 315 degrees. But I want them in 0, 90, 180 and 270 degrees. Is there any parameter or any other function to make it? Thanks for helping a R beginner. -- Xiaohua Dai, Dr. -------------------------------------------------------------------------------- Centre for
2008 Dec 24
0
merry christmas!
Hallo, "BUON ANNO" "JOYEUX NOEL" "VESELE VANOCE" "MELE KALIKIMAKA" "NODLAG SONA DHUIT" "BLWYDDYN NEWYDD
2003 Dec 20
0
Fw: Re: CAMPANHA NATAL SEM BAIXARIA - PARTICIPE!
----- Mensagem Original -----=20 Eu boicotaria estas empresas s=F3 pelo fato de financiarem os enjoativos e = rancentos Cassetas, mas me surpreendi ao descobrir que tantos produtos que = eu costumo comprar s=E3o transg=EAnicos. Fui conferir no site do greenpeace= e =E9 verdade!!!!!!!!!!!!! Boicote neles! ----- Original Message -----=20 C A M P A N H A=20 N A T A L S E M B A I X A R I A
2005 Jun 30
3
[OT] gmail filter for R-help and R-devel lists
This is slightly off-topic but I would be interested in whether anyone has succeeded in creating a filter expression for Google's gmail system that will select messages sent through the R-help and R-devel lists. It seems as if it should be easy to select on '[R]' or '[Rd]' in the subject line but I haven't been able to work out the exact syntax that would do this and not