Displaying 20 results from an estimated 2000 matches similar to: "string to list()"
2008 Nov 20
2
Reformatting a table
Hi !
I am new to R. Can somebody help me in reformatting huge output files ,i.e, rearranging sets of columns in specific order.
For example: I have data for three compunds 1, 2 and 3
file1:
ID CA1 CA3 CA2 MA2 MA1 MA3
1 14 15 13 7 12 3
2 19 7 12 10 14 5
3 21 12 19 6 8 9
to
File 2:
ID CA1 CA2 CA3 MA1 MA2 MA3
1 14 13 15 12 7 3
2 19 12 7 14 10 5
3 21 19 12 8 6 9
or File3:
ID
2005 Oct 13
1
arima: warning when fixing MA parameters.
I am puzzled by the warning message in the output below. It appears
whether or not I fit the seasonal term (but the precise point of doing
this was to fit what is effectively a second seasonal term). Is there
some deep reason why AR parameters
("Warning message: some AR parameters were fixed: ...")
should somehow intrude into the fitting of a model that has only MA
terms?
>
2003 Nov 24
0
link between arima and arma fit
Hi dear sirs,
I am wondering why the fit of the time serie x with an arima and the fit of
diff(x) with an arma (same coeff p & d) differ one from another
here are the output of R:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
> modelarma<-arma(diff(x),c(7,5))
> modelarma
Call:
arma(x = diff(x), order = c(7, 5))
Coefficient(s):
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2
0.06078
2009 Jan 23
1
forecasting error?
Hello everybody!
I have an ARIMA model for a time series. This model was obtained through an
auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with
drift (my time series has monthly data). Then I perform a 12-step ahead
forecast to the cited model... so far so good... but when I look the plot of
my forecast I see that the result is really far from the behavior of my time
2011 Aug 30
2
ARMA show different result between eview and R
When I do ARMA(2,2) using one lag of LCPIH data
This is eview result
>
> *Dependent Variable: DLCPIH
> **Method: Least Squares
> **Date: 08/12/11 Time: 12:44
> **Sample (adjusted): 1970Q2 2010Q2
> **Included observations: 161 after adjustments
> **Convergence achieved after 14 iterations
> **MA Backcast: 1969Q4 1970Q1
> **
> **Variable Coefficient Std.
2001 Dec 16
3
Arima
I did a regression with ARMA errors using arima0 with
ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1)
or
ari<-arima0(y,order=c(2,0,2),xreg=reg1)
where reg1 is the matrix of the regressors and when I see diag(ari$var.coef)
I get negative terms. Do you know what this mean ?
I try to change transform.pars to 0 or 1 but this crash R on Windows.
Is it possible to test the significativity
2010 Jul 15
1
scope of an argument in a function
Hi
I am trying to define a function fu() in the following way but when I try to
run I get the error that ma1 is not found. I am not sure where I am going
wrong? Does the scope of ma1 not extend to an expr.frame object?
expr.frame() is under library tradesys.
function (y,ma1,ma2)
{
x <- y[, c("Open","Close")]
d <- expr.frame(x, list(MAf=quote(SMA(Close, ma1)),
2003 Dec 18
1
Help with predict.Arima with external regressor values [Repalced]
Hi all there
I am enjoying R since 2 weeks and I come to my first deadlock, il am trying
to use predict.Arima in the ts package.
I get a "Error in cbind(...) : cannot create a matrix from these types"
-- Start R session -----------------------------------------------------
> fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv)
Call:
arima(x = data, order = c(2, 0, 3),
2013 May 02
1
warnings in ARMA with other regressor variables
Hi all,
I want to fit the following model to my data:
Y_t= a+bY_(t-1)+cY_(t-2) + Z_t +Z_(t-1) + Z_(t-2) + X_t + M_t
i.e. it is an ARMA(2,2) with some additional regressors X and M.
[Z_t's are the white noise variables]
So, I run the following code:
for (i in 1:rep) { index=sample(4,15,replace=T)
final<-do.call(rbind,lapply(index,function(i)
2009 Oct 13
0
How to specify an ARMA(1, [1,4]) model? Solved
On Tue, Oct 13, 2009 at 5:06 PM, Rolf Turner <r.turner@auckland.ac.nz>wrote:
>
> Not clear to me what the OP really wants. Perhaps the seasonal
> model is what's required; perhaps an arima(1,0,4) model with
> theta_2 and theta_3 constrained to be 0. The latter can be
> achieved with
>
> arima(x,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA))
>
> Or perhaps
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 Feb 16
0
Arima contents
Hello,
I'm running a number of arima models using the "arima" function. Often,
when lag length gets too high, these model don't converge and an error
message appears as this:
> reg <- arima(y,order=c(7,0,7),xreg=isr)
Warning message:
In arima(y, order = c(7, 0, 7), xreg = isr) :
possible convergence problem: optim gave code=1
In this case, when you print the results
2011 Jul 27
0
problems with predict in fGarch
Hello I am trying to use predict from an arma-Garch model (arma(2, 2) +
garch(1, 1)) and I am getting the following error:
Error en arima(x = object@data, order = c(max(u, 1), 0, max(v, 1)), init =
c(ar, :
non-stationary AR part from CSS
Does anybody know what can be the reason of this error? The model I have
estimated is the following:
Title:
GARCH Modelling
Call:
garchFit(formula =
2017 Jun 20
1
How to write an estimated seasonal ARIMA model from R output?
I'm trying to use the following command.
arima (x, order = c(p,d,q), seasonal =list(order=c(P,D,Q), period=s)
How can I write an estimated seasonal ARIMA model from the outputs. To be specifically, which sign to use? I know R uses a different signs from S plus.
Is it correct that the model is:
(1-ar1*B-ar2*B^2-...)(1-sar1*B^s-sar2*B^2s-....)(1-B)^d(1-B^s)^D
2006 Nov 23
1
ARMAX Models in R
Hi,
I want to model different timeseries with ARMAX models in R because I think
that ARMAX models will map best to these data.
Besides I don't want to use the order of the AR or MA part but the lag e.g.
AR Part =ar1, ar2, ar7; MA Part =ma1, ma3 and I want to use exogenous
variables as well.
I coudn't find any solutions in the R help and therefore I want to ask all
of you.
Does anyone
2006 Jun 01
1
why does arima returns "NAN" standard error?
Hi everyone,
-----------------------------
Coefficients:
ar1 ar2 ma1 ma2 sar1 intercept drift
1.5283 -0.7189 -1.9971 0.9999 0.3982 0.0288 -9e-04
s.e. 0.0869 0.0835 0.0627 0.0627 0.1305 NaN NaN
sigma^2 estimated as 0.04383: log likelihood = 4.34, aic = 7.32
Warning message:
NaNs produced in: sqrt(diag(object$var.coef))
2013 Jun 07
1
arima time series in R
Hi
Could just anyone explain me the coefficients in the output of arima model
timeseriesarima <- arima(series, order=c(1,1,2))
> timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
****************
2011 Oct 12
0
ARMA and prediction
Hello,
I am running an ARMA model to run forecast for changes in S&P 500 prices.
My ARMA calculations look as follows
armacal <- arma( spdata, order = c(0,4), lag = list(ma = c(1,2,4)) )
Output:
Call:
arma(x = spdata, order = c(0, 4), lag = list(ma = c(1, 2, 4)) )
Coefficient(s):
ma1 ma2 ma4 intercept
-0.073868 0.058020 -0.081292 0.007082
All's
2011 Mar 24
1
Problems with predict in fGarch
Hello. I am using fGarch to estimate the following model:
Call:
garchFit(formula = fmla, data = X[, i], trace = F)
Mean and Variance Equation:
data ~ arma(1, 1) + garch(1, 1)
Conditional Distribution:
norm
Coefficient(s):
mu ar1 ma1 omega alpha1 beta1
-0.94934 1.00000 -0.23211 54.06402 0.45709 0.61738
Std. Errors:
based on Hessian
Error Analysis:
2009 Feb 03
3
Problem about SARMA model forcasting
Hello, Guys:
I'm from China, my English is poor and I'm new to R. The first message I sent to R help meets some problems, so I send again.
Hope that I can get useful suggestions from you warm-hearted guys.
Thanks.
I builded a multiplicative seasonal ARMA model to a series named "cDownRange".
And the order is (1,1)*(0,1)45
The regular AR=1; regular MA=1; seasonal AR=0; seasonal