similar to: means in arima0 (PR#754)

Full_Name: Arto Luoma Version: 1.3.1 OS: Windows 98 Submission from: (NULL) (153.1.53.119) Hi! The function get.hist.quote in the package tseries (Version 0.7-6) does not work in my computer. I found that it uses the function strptime which did not "understand" English month names in my Finnish locale (see bug report 811). I changed the regional settings to be English (UK) and

Hello, strptime is still not working correctly in my computer (Windows 98 and R Version 1.3.1) From x <- c("1jan1960", "2jan1960", "31mar1960", "30jul1960") strptime(x, "%d%b%Y") I obtain [1] "NA" "NA" "NA" "NA" while x <- c("01011960", "02011960", "3131960",

Dear all, this may be a stupid question but... The underlying model in procedure arima0 is X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... +b[q]e[t-q] Is it possible to get an estimate of e for every point t, t-1 etc. or at least an estimate of the variance of e? Thanks a lot in advance for any hints Kai Arzheimer

What is the difference between arima and arima0?

Hi, I'm trying to go through the examples for function arima0() in ts package, i.e, >data(lh) >arima0(lh, order = c(1,0,0)) each time the call to arima0() causes a segmentation fault. I checked the earlier version (1.1.1) of R, the function arima0 works fine. Tracing the call indicates that the function "setup_starma" (in pacf.c under ts) interprets the addresses of the

Dear R People: I'm trying to use the predict command on an arima0 object. I do the following: xm.arma <- arima0(xm2,order=c(1,0,1)) predict(xm.arma,n.ahead=2) and I get the message: Error in round(x, digits) : Non-numeric argument to mathematical function Any ideas what the problem might be, please? R version 1 4 1 on Windows. Thanks in advance! Sincerely, Erin Hodgess Associate

Thanks, Can't find an ARIMA in base, dse1/2 or tseries, only references to. What package is it in? Thanks again! Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the

[accidentally sent to owner-r-help -- please do NOT! it's "r-help" !] ------- start of forwarded message ------- From: Marcos_Sanches at gallup.com To: owner-r-help at stat.math.ethz.ch Subject: How to get residuasl with arima0? Date: Wed, 19 Sep 2001 15:19:07 -0300 I know this is a basic question, but I've never used the 'ts' package and I'm having some

Full_Name: Ahmad Abu Hammour Version: rw0651 OS: windows 95 Submission from: (NULL) (63.23.128.44) Although I know that "ts package" is preliminary, I wanted to compare the results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in standard errors of coefficients from R and real figures from SPSS. I changed "delta" in R to match that used by SPSS, I received

I don't think arima works exactly the way one would expect when there is differencing. What I think should happen is that by default the mean of the differenced series is estimated and if include.mean=F, then it is not. This is not what happens. Instead when there is differencing the include.mean argument is ignored. Now I guess, someone could argue that the mean of the original series

Full_Name: Allan McRae Version: 1.6.0 OS: Win 2000 P Submission from: (NULL) (129.215.190.229) When using predict.Arima in library ts(), it appears differencing is only accounted for in the first step of prediction and so any trend is not apparent in the predictions. The example shows the difference between the predictions of an arima(1,1,1) model and the backtransformed predictions of an

Dear R People: Suppose I want to estimate the parameters of the following AR model: (1 - phi_1 B - phi_2 B^2 - phi_9 B^9) x_t = a_t and I want to use the arima0 command from the ts library. How would I use the order subcommand, please? R Version 1.4.1 for Windows. Thanks! Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston -

Hi all, I was wondering how to construct a seasonal differenced time series variable. I used the following code to construct a 12 span seasonal difference seasonal<-diff(V2, lag=12, differences=1) is this correct? thank you in advance joe [[alternative HTML version deleted]]

Hello, I am away from office and will read my emails again on sunday 17th December. Regarding urgent issues, please contact info at artio.net. Best Regards, Arto Saraniva Artio Oy

> -----Original Message----- > From: dovecot-bounces at dovecot.org [mailto:dovecot-bounces at dovecot.org] > On Behalf Of Burak G?RER > Sent: Thursday, May 30, 2013 10:34 AM > To: Nikolaos Milas > Cc: Dovecot Mailing List > Subject: Re: [Dovecot] Dovecot 2.2 build rpm on Centos6 > > On 27-05-2013 16:56, Nikolaos Milas wrote: > > On 27/5/2013 1:07 ??, Birta

Hi I'm using fracdiff package to estimate the parameters of a fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted to have also the filtered series and the series of residuals. I understand these are calculated in the subroutine fdfilt, in the program fdcore.f, but I can't manage to get them out. Any suggestion would be much appreciated Thanks Susana Barbosa

On Apr 14, 2008, at 4:35 PM, code_nf wrote: > Hi: > I have just started to use llvm and confronted with a problem: > when I want to transform something very simple for name.ll to > name.bc with llvm-as name.ll, some errors occured: > > error: parse error, expecting `GLOBAL' or `CONSTANT' while reading > token: 'target' Hi. I am having exactly the same

Howdy, I've just migrated a couple of servers to Dovecot, and am loving it so far. I thought I'd share the courier2dovecot shell script I whipped together (based on the instructions I found in the wiki.dovecot.org migration how-to), for converting Courier-IMAP maildirs to Dovecot format. It can be downloaded from my home page: http://bendiken.net/scripts/ While the script is rather

On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: >> >> I noticed that the 3.2.1 release cycle is about to start. Is there any >> chance that this fix will make it into the next version of R? >> >> This bug is fairly serious: getting the wrong variance estimate leads to >> the wrong log-likelihood and the wrong

Good morning to you all, Sorry for taking your time from your research and teaching schedules.   If you have a non-stationary univariate time Series data that has the transformation: Say; l.dat<-log (series) d.ldat<-diff (l.dat, differences=1) and you fit say arima model. predit.arima<-predict (fit.series, n.ahead=10, xregnew= (n+1) :( n+10)) How could I re-transform