similar to: ARIMA simulations

Displaying 20 results from an estimated 5000 matches similar to: "ARIMA simulations"

2008 Jan 29
1
coherency and phase plots
I am having a hard time interpreting the phase and coherency plots. x is two timeseries that occur at the same time i.e. a b 1 11.2 12.3 16 11.3 12.4 31 11.4 12.5 46 11.5 12.6 ...etc even though my example is does not show this they are oscillating at more or less the same frequency just shifted by t=x (imagine two sine waves offset with the 2nd sine
2009 Nov 03
1
hierarchical clustering with Jaccard index
hi, I want to do hierarchical clustering with Jaccord index. I tried to do with vegan package for finding index and hierarchical clustering with hclust function. While doing clustering it is showing an error message as "invalid distance method". I would be grateful if anyone tells how to rectify the error. Thanks in advance,   kind regards, Ms.Karunambigai M PhD Scholar Dept. of
2009 Aug 24
1
Unique command not deleting all duplicate rows
Hello everyone, when I run the "unique" command on my data frame, it deletes the majority of duplicate rows, but not all of them. Here is a sample of my data. How do I get it to delete all the rows? 6 -115.38 32.894 195 162.94 D 8419 D 7 -115.432 32.864 115 208.91 D 8419 D 8 -115.447 32.773 1170 264.57 D 8419 D 9 -115.447 32.773 1170 264.57 D 8419 D 10 -115.447 32.773 1170
2011 Mar 11
1
Partial Cross Correlation
Does anyone know of any R code for computing partial cross-correlation? I have examples of cross correlation functions (ccfs) that are not smooth but rather consist of a peak of several high values in consecutive lags, with sharp drops on either side. This indicates that y(t) is a function of some average of x(t-tau) at the set of lags tau over which the ccf is high. I could sort out these
2011 Apr 18
2
Using jitter function with differing variable lengths
Hi, I am trying to make a scatter plot with 4 different categories using the jitter function. My code returns a variable length error and will not plot because my four categories have different numbers of samples. When I delete samples from my spreadsheet so that each of the categories has the same number of variables, it plots just fine. Is there any way to get around this and plot all of my
2009 Oct 04
3
Stranger Behavior -maybe not
Hello everyone, When I run a for loop I noticed that the looping variable gets assigned the last value in the loop: For example, if I let h=200, and I run for(i in 1:h), i gets the value 200. What's wrong here? -- -Tony [[alternative HTML version deleted]]
2009 Sep 16
2
How not to keep the redundant space when convert a data frame with as.matrix()?
Hi, The first column in as.matrix(x) has extra spaces (" "), which I don't want. Is there a way not to generate those spaces? Regards, Peng > x=data.frame(x=1:10,y=letters[11:20]) > as.matrix(x) x y [1,] " 1" "k" [2,] " 2" "l" [3,] " 3" "m" [4,] " 4" "n" [5,] " 5"
2011 Mar 01
3
Export R dataframes to excel
I'm trying to do this in several ways but havent had any result. Im asked to install python, or perl.... etc. Can anybody suggest a direct, easy and understandable way? Every help would be appreciated. Thx. -- View this message in context: http://r.789695.n4.nabble.com/Export-R-dataframes-to-excel-tp3330399p3330399.html Sent from the R help mailing list archive at Nabble.com.
2013 May 21
3
add identifier column by row
I want to add identifier column (Date) to a time series data frame. I want to name the "Date" column be from 1 to 30 every 1440 rows. Say I have a data like this (I simply my actual data here): $dat ID Var 1 1 2 4 3 6 4 7 5 7 6 8 How can I add identifier column (Date) from 1 to 3 every 2 rows and have output like this: ID
2011 Sep 18
2
graph bugs using R on MAC
This is has been bugging me for a long time. Nobody around me seems to have this problem. I hope someone on the forum could help me. When I generate a R graph and want to bring the image into Word. I cannot copy and paste it like many of my classmates can do. The "Select" in Edit menu have all options grayed out. So what I ended up doing is to save it as pdf file and bring it
2008 Sep 16
5
How to find the index
Dear R experts, i have a vector z , i have to do something after z is sorted. how can i find the original index, i.e., before sorting, of a certain element in the sorted vector . thanks in advance regards ----------------------------------------------- Peng Jiang ?? ,Ph.D. Candidate Antai College of Economics & Management ???????? Department of Mathematics ??? Shanghai Jiaotong
2011 Mar 04
4
cv.lm syntax error
Dear all, I've tried a multiple regression, and now I want to try a cross-validation. I obtain this error (it must be sth related to df) that I don't understand, any help would be appreciated. cv.lm(df= dat, lm2.52f, m=3) Error en `[.data.frame`(df, , ynam) : undefined columns selected lm2.52f is my lm object, dat is a dataframe where the variables involved in .lm are I tried CVlm
2011 Jan 28
4
Months in alphabetical order rather than chronological order in graph
Greetings Though I have months in chronological order in my data table, the data were sampled every other month (i.e., February, April, June, August, October, December), every time I try to plot them (on the x-axis) they are plotted in alphabetical order. What am I missing? Cheers Kurt *************************************************************** Kurt Lewis Helf, Ph.D. Ecologist EEO
2009 Oct 08
5
sort (all columns of) a matrix
Dear R-Help Team, I have been trying to sort (all columns of) a matrix: > a<-matrix(a<-c(1,3,4,6,6,4,6,56,4,64,86,39,4,2),length(a),2) > a [,1] [,2] [1,] 1 1 [2,] 3 3 [3,] 4 4 [4,] 6 6 [5,] 6 6 [6,] 4 4 [7,] 6 6 [8,] 56 56 [9,] 4 4 [10,] 64 64 [11,] 86 86 [12,] 39 39 [13,] 4 4 [14,] 2 2 > I
2009 Aug 21
8
Selecting groups with R
I have a data set similar to the following: Color Score RED 10 RED 13 RED 12 WHITE 22 WHITE 27 WHITE 25 BLUE 18 BLUE 17 BLUE 16 and I am trying to to select just the values of Color that are equal to RED or WHITE, excluding the BLUE. I've tried the following: myComp1<-subset(dataset, Color =="RED" | Color == "WHITE")
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
2011 Mar 08
3
allocating factor levels
Dear R users, I am working on allocating the rows within a dataframe into some factor levels.Consider the following dataframe: Start.action Start.time 1 Start.setting 2010-12-30 17:58:00 2 Start.setting 2010-12-30 18:40:00 3 Start.setting 2010-12-31 22:39:00 4 Start.setting 2010-12-31 23:24:00 5
2009 Apr 07
1
axis values on lattice log-scale plot
I'm plotting the following (stripped of inessentials) xyplot(sd ~ distance | wshed,data=sdvar.df,scales=list(x=list (log=TRUE),y=list(log=TRUE))) sdvar.df is a data frame, sd and distance are numeric, wshed is an ordered factor trying to replicate the action of log="xy" in plot() The plot works fine but the axis values at the ticks are in scientific notation, e.g. 10^1.5,
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
2010 Feb 23
2
Importing a file to r
Hello I am trying to import the attached file Curva LIBOR to R. I am trying to use the following commands and obtaining the following errors > res <- read.xlsx("C:\\Users\\FELIPE PARRA\\Documents\\Quantil\\Federacion\\Curva LIBOR.xlsx", 4) Error en .jcall(rowCells[[ic]], "I", "getColumnIndex") : RcallMethod: invalid object parameter > res <-