similar to: dynlm

Dear All, I'm trying to use dynlm to fit a time series. I have 3 seasonal terms. Here is an example of the problem. This is my time variable, hourly data: timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31 23:00:00"), by="hour") My response is: y <- rnorm(length(t), 1000, 500) There are 3 seasonal factors: t.h <-

Dear all, I have a question related to the POSIXlt function in R. I have a set of dates and times, for exmaple: startx <- as.POSIXct("2011-01-01 00:00:00") finx <- as.POSIXct("2011-12-31 00:00:00") daysx<- seq(startx, finx, by="24 hours") I want to change the dates of all the days falling on a Saturday to the next working day (i.e. Monday). So I

I want to set up a model with a formula and then run dynlm(formula) because I ultimately want to loop over a set of formulas (see end of post) R> form <- gas~price R> dynlm(form) Time series regression with "ts" data: Start = 1959(1), End = 1990(4) <snip> Works OK without a Lag term R> dynlm(gas ~ L(gas,1)) Time series regression with "ts" data: Start =

Wanted to raise two questions: 1. Is bugs.r-project.org down? I haven't been able to reach it for two or three days: ``` ping bugs.r-project.org PING rbugs.research.att.com (207.140.168.137): 56 data bytes Request timeout for icmp_seq 0 Request timeout for icmp_seq 1 Request timeout for icmp_seq 2 Request timeout for icmp_seq 3 Request timeout for icmp_seq 4 Request timeout for icmp_seq 5

Hi, I was wondering why the results from lm and dynlm are not the same for what I think is the same model. I have just modified example 4.2 from the Pfaff book, please see below for the code and results. Can anyone tell my what I am doing wrongly? Many thanks, Werner set.seed(123456) e1 <- rnorm(100) e2 <- rnorm(100) y1 <- ts(cumsum(e1)) y2 <- ts(0.6*y1 + e2) lr.reg <- lm(y2

Gabor, Thanks much. Your solution is elegant. My overall scheme is to take present date, and check whether it is a weekend, if not, then create a string based on the date, to concatenate into a url link for download.file( ). The files I need to download have a part which is in the format: mmddyy. I am working to make myself a system to connect to exchanges, and download end of day files from

date <- as.POSIXlt(Sys.time()) #present date for (i in 1:difftime(as.POSIXlt(Sys.Date()),"2007-10-01")) if (date$wday != 0 & date$wday != 6) {print(date);assign("date", (date-86400))} else (assign("date", (date-86400))) I am trying to print dates from present day to a day in the past, but omitting weekends. I am not doing something right, but can't

I am trying to download a bunch of files from a server, for which I am using download.file( ) within a for loop. The script is working fine except until download.file hits a URL which has no file, at which point it exits. I want to change this behavior to simple log the failure and maintain state within the for loop and iterate to next. I read about try / tryCatch but am having trouble

Dear all, I have just detected what seems a minor inconsistence with data types. If one unlists a POSIXlt time with GMT zone gets a numeric vector, since the POSIXlt list has no `zone` element, while if one unlists a POSIXlt time with a non GMT zone (also non specifying tz if the Sys.timezone is not GMT) gets a character vector due to including the `zone` element. > x <-

Can someone, please, explain the difference is results below (notice the isdst value) > unlist(as.POSIXlt('2005-7-1')) sec min hour mday mon year wday yday isdst 0 0 0 1 6 105 5 181 1 > unlist(as.POSIXlt(as.Date('2005-7-1'))) sec min hour mday mon year wday yday isdst 0 0 0 1 6 105 5 181 0

The return value of Sys.time() today with a timezone of US/Eastern is unchanged between 4.0.3-patched and devel, but on devel the following test fails all.equal(x, as.POSIXlt(x)) with x = Sys.time() This means that devel does not complete make tests (failure on tests/reg-tests-2.R) It is entirely possible that it is an error on my end, I use export TZ="US/Eastern" but I have been

Yes, the potential issue I see is that make check fails when I explicitly set TZ. However, I set it to be the same as what the system reports when I login. Details: The system (RHEL) I am working on has $ strings /etc/localtime | tail -n 1 EST5EDT,M3.2.0,M11.1.0 $ date +%Z EDT $ echo $TZ US/Eastern On Fri, Oct 2, 2020 at 9:48 AM Sebastian Meyer <seb.meyer at fau.de> wrote: > Thank

All: How do I obtain one step ahead out-of-sample forecasts from a model using "dyn" or "dynlm" ? Thanks! Best, John [[alternative HTML version deleted]]

Does anyone have an exemple of how to fit a SARIMA model , with a MA part, with the package dynlm? Best regards. --------------------------------- [[alternative HTML version deleted]]

Hi Guys, I'm cooking up my time series code. I want a data frame with first column as timestamp in POSIXlt format. I hit on this the problem of how to create an array/list/vector of POSIXlt objects. Code is as follows > dtt=array(dim = 2) > t=as.POSIXlt( strptime("07/12/07 13:20:01", "%m/%d/%Y %H:%M:%S",tz="GMT")) > dtt [1] NA NA > t [1]

Hi all, Is there a simple function already implemented for getting the ISO weeks of a Date object? I couldn't find one, and so wrote my own function to do it, but would appreciate a pointer to the "default" way. If a function is not yet implemented, could the code below be of interest to submit to CRAN? Best Regards, Gustaf --------------------

After installing R-3.4.0 I ran 'make check' which halted here: $ > tail reg-tests-1d.Rout.fail -n 16 > ## format()ing invalid hand-constructed POSIXlt objects > d <- as.POSIXlt("2016-12-06"); d$zone <- 1 > tools::assertError(format(d)) > d$zone <- NULL > stopifnot(identical(format(d),"2016-12-06")) > d$zone <- "CET" # =

After installing R-3.4.0 I ran 'make check' which halted here: $ > tail reg-tests-1d.Rout.fail -n 16 > ## format()ing invalid hand-constructed POSIXlt objects > d <- as.POSIXlt("2016-12-06"); d$zone <- 1 > tools::assertError(format(d)) > d$zone <- NULL > stopifnot(identical(format(d),"2016-12-06")) > d$zone <- "CET" # =

x = structure(list(date = structure(list(sec = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), min = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), hour = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L), mday = c(1L, 2L, 3L, 4L, 5L, 8L, 9L, 10L, 11L, 12L, 15L, 16L, 17L, 18L, 19L, 22L, 23L, 24L,

Full_Name: Petr Simecek Version: 2.5.1, 2.6.1 OS: Windows XP Submission from: (NULL) (195.113.231.2) Several times I have experienced that a length of a POSIXt vector has not been computed right. Example: tv<-structure(list(sec = c(50, 0, 55, 12, 2, 0, 37, NA, 17, 3, 31 ), min = c(1L, 10L, 11L, 15L, 16L, 18L, 18L, NA, 20L, 22L, 22L ), hour = c(12L, 12L, 12L, 12L, 12L, 12L, 12L, NA, 12L,