similar to: Robust ARMA Fitting in R?

Displaying 20 results from an estimated 500 matches similar to: "Robust ARMA Fitting in R?"

2008 Apr 16
3
Problems with R2WinBUGS
Hello, I am trying to use R2WinBUGS to conduct a mixed treatment comparison (MTC) analysis. On the surface, it seems to me that I am following the correct steps: (1) reading the data into R, (2) specifying initial values for the parameters in the model and (3) fitting the model to the data using the bugs() function in R2WinBUGS. However, I get the error message
2017 Sep 04
0
JSM 2018 Invited Session Proposals on Statistical Graphics and Data Visualization Due by September 7, 2017
Dear Colleagues, If you work in the statistical graphics and/or data visualization fields, please consider organizing an invited session for the JSM 2018 conference in Vancouver, whose theme is ?#LeadWithStatistics.? ASA's Section on Statistical Graphics will sponsor 3 invited sessions at JSM 2018, with a further 1-2 proposals having the potential to be included in the JSM 2018 conference
2009 Apr 08
0
Comparing Proportions Among Groups
Hi everyone, I am trying to compare proportions among groups using the logistic regression approach as follows: 1) Fit the model log(p_i/(1-p_i)) = M + G_i, where p_i is the probability of success in group i and G_i is the effect of group i, i=1,..,I. 2) Test the hypotheses: Ho: G_1 = G_2 = ... = G_I (the probability of success is the same for all groups) versus Ha: at least two
2009 Nov 11
1
Unexpected behaviour for as.date()
Hi everyone, I am trying to use the function as.date() from the "dates" package in R 2.10.0 to convert a character date to a Julian date, as follows: > as.date("02-MAY-01", order="mdy") # convert May 2, 2001 to a Julian date [1] 2May1 However, when trying to convert a character date from the year 2000 to a Julian date, I get an <NA> instead of the desired
2009 Nov 11
1
Unexpected behavior for as.date()
The date library was written 20 or so years ago. It was a very good first effort, but the newer Date library has superior functionality in nearly every way. The date library is still available, for legacy projects such as yours, but I do not advise it for new work. To answer your specific questions: 1. What you have is a real bug. The underlying C routine that scans through the text returns
2004 Dec 03
1
How to wrap or split labels on plot
Dear R gurus, I want to wrap labels that are too long for a plot. I have looked at strsplit(), substr(), nchar(), and strwrap(). I think it's some combination but I'm having difficulty trying to figure out the right combo. I think I need to create some new matrix containing the labels already split, though I'm not sure if maybe there is a quick and dirty way to address this
2017 Sep 06
2
rgdal error when trying to import raster
Dear useRs, I am trying to import a raster with the line: nlcd <- raster("/home/jpolo/NRI/nlcd_nri5000.tif") And I keep getting an error like this: "Warning message: In library(package, lib.loc = lib.loc, character.only = TRUE, logical.return = TRUE,? : ? there is no package called 'rgdal' Error in .rasterObjectFromFile(x, band = band, objecttype =
2017 Sep 06
0
rgdal error when trying to import raster
Hi, The message "there is no package called 'rgdal'" means that you don't have rgdal installed. https://cran.r-project.org/web/packages/rgdal/index.html Also, you will get very good patial-centric help if you subscribed to r-sig-geo here https://stat.ethz.ch/mailman/listinfo/r-sig-geo Cheers, Ben > On Sep 6, 2017, at 2:52 PM, john polo <jpolo at mail.usf.edu>
2017 Sep 06
1
rgdal error when trying to import raster
Indeed, Ben, but the question was something more like it is not a Dependency, just Suggested, so why the error... John: If you read the Introduction to the 'raster' package vignette, it indicates that some input formats are supported within the raster package and some rely on other packages. Clearly the attempt to read a TIFF was an example of the latter. Had you used a different input
2004 Apr 20
3
Limiting incoming SIP calls & Original CallerID on transfer
I have 2 issues which I need to resolve on our production Asterisk server: We are currently using Polycom IP600 VOIP phones for our office which are capable of handling 2 calls per SIP registration. What we're finding is when staff are on the phone, Asterisk will pass them a second call which will show up on their display, and an audible beep is heard over the phone (regular call waiting). I
2007 Apr 06
3
Mailer method missing
Rails dies when I try to call a method from my Mailer. But I have defined my method. What could I have missed? Here is the irb session: >> p = Person.find(1) => Person data... >> SiteMailer.request_admin_approval(p) NoMethodError: undefined method `request_admin_approval'' for SiteMailer:Class >> SiteMailer.method_defined? :request_admin_approval => true The
2006 May 05
4
Recommended FS for Dovecot Maildir
Hi, I've heard that for Dovecot/Mailir systems there are filesystems that are optimised for the situation of many small files in one folder. Could I possibly have some feedback on what the recommended filesystems are? I've heard of ReiserFS but was wondering what other options there are and how they compare. If I get a good comprehensive response I'll build a wiki summary page
2009 Mar 26
1
pgmm (Blundell-Bond) sample needed
Dear R Experts--- Sorry for all the questions yesterday and today. I am trying to use Yves Croissant's pgmm function in the plm package with Blundell-Bond moments. I have read the Blundell-Bond paper, and want to run the simplest model first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no third conditioning variables yet. the full set of moment conditions recommended for system-GMM,
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
Dear Ivo, dear list, (see: Message: 70 Date: Thu, 26 Mar 2009 21:39:19 +0000 From: ivowel at gmail.com Subject: [R] pgmm (Blundell-Bond) sample needed) I think I finally figured out how to replicate your supersimple GMM example with pgmm() so as to get the very same results as Stata. Having no other regressors in the formula initially drove me crazy. This was a case where simpler models are
2008 Feb 26
7
Had it with Dell Garbage
I've had it with Dell server garbage. They seem to change RAID controllers as much as I change socks, and then the controllers don't work with Linux, unless you load a new driver. They sell servers with a PCI-e slot in them, but then you get it and find out the RAID controller is using the PCI-e slot! Their sales folks are dumber than rocks, and they change them more often than I
2009 Feb 15
0
Package for Markov (Regime) Switching (ARMA) Models
Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.
2002 Aug 05
1
Modified ARMA function
R-guRus , ARMA function in tseries, seems to be calculating the AR coeff 's as coef <- lm(xx[,1]~xx[,lag$ar+1])$coef [*snipped* from around line 77,] I'd like to modify this model with another term somewhat in these lines lm(xx[,1] ~xx[,lag$ar+1]+mvgsignal)$coef where mvgsignal is a moving average signal based on some indicators, the question is could i simply hack into
2009 Apr 06
0
ARMA-GARCH package in R?
Hello, Does anyone know about an R-package on multivariate ARMA-GARCH models? Or in Matlab? I would be very grateful if someone could help! Thanks a lot! [[alternative HTML version deleted]]
2005 Mar 25
0
questions on ARMA and KPSS
Hi, I have been fitting a series of data representing a week of Internet traffic (which is daily seasonal and have a general trend toward lower rate at the weekends). Before I do the ARMA fit (which takes care of seasonality with a lag equal to one day), do I have to make sure the data is stationary? From the results and visually, it seems that this was taken care of. But the residual
2010 Sep 21
0
How to convert ARMA process to infinite AR?
Hi, I need a function to convert an ARMA process to an "infinite" AR process. I know that in the Stats package exist one to convert an ARMA to MA, but i can't find one function to convert to AR. There exists one? THANKS