similar to: R-alpha: HTML help

Hello! I installed the fSeries package to get some farima time-series which i tried with farimaSim, but unfortunately i got always an error. I tried it this way: > farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), method="freq") Error in farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), : ... used in an incorrect context Some ideas? Regards, ___

(My apologies if this is a repeated posting. I couldn't find any trace of my previous attempt in the archive.) I'm having trouble with forecast() in the dse2 package. It works fine for me on a model without a trend, but gives me NaN output for the forecast values when using a model with a trend. An example: # Set inputs and outputs for the ARMA model fit and test periods

I have obtained from transfer functions, the state space matrices for the following state space model. x* = Ax + Bu y = Cx + Du I have A, B, C, and D, now I would like to take the exogenous inputs and simulate the data using the state space model. I know there is a simulate function in the package dse1, but I am unsure as to what type of TSmodel to create to put into it. Could anyone give me

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]

Hello all, I looking at package dse or vars or mAr I know how to simulate a VAR(p) process, my problem is that most of those processes are unstable (not weakly stationary). Do anybody know how to generate a random VAR (or VARMA even better) process that is weakly stationary? Thanks -- View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4261177.html

Hello, I am attempting to use R as part of a time-series analysis investigating the influence of meteorological factors on health outcomes. The test csv dta file that i am working with contains a complete daily set of the variables ?DATE?, ?ADMINS?, ?NOX?, ?TEMP? across a 5 year period (1827 days). Within attempting to fit a GLM, I believe that I am having difficulty with the ns function,

CRAN (and crantastic) updates this week New packages ------------ * allan (1.0) Alan Lee http://crantastic.org/packages/allan Automates Large Linear Analysis Model Fitting * andrews (1.0) Jaroslav Myslivec http://crantastic.org/packages/andrews Andrews curves for visualization of multidimensional data * anesrake (0.3) Josh Pasek http://crantastic.org/packages/anesrake This