similar to: Add-on bug? Win fracdiff failed from http://www.stat.unipg.it/stat/statlib/R/CRAN/ (PR#2504)

jussi.makinen@valtiokonttori.fi wrote: > Full_Name: Jussi M?kinen > Version: 1.6.2 > OS: Win2000 > Submission from: (NULL) (193.210.145.2) > > > I tried to download fracdiff from http://www.stat.unipg.it/stat/statlib/R/CRAN/ > but I got the messages box: That's not a current mirror of CRAN (see the CRAN Master for recent mirrors), it's last update seems to be

I was sniffing in the fracdiff library (this is for fractionally integrated ARMA processes; Haslett and Raftery 1989). The documentation suggests that one tries the following simple example: library(fracdiff) ts.test <- fracdiff.sim( 5000, ar = .2, ma = -.4, d = .3) fracdiff( ts.test$series, nar = length(ts.test$ar), nma = length(ts.test$ma)) When I run this, I get the following error: R

Hi, I'm using the function fracdiff and can not figure out how to get the estimated values for sigma2 or confidence intervals for the parameter estimates. Does anyone know how to obtain these values? Thanks, Melissa

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

Does anybody know if it is possible to forcast or predict from a fracdiff object? Any help would be much obliged... Cheers, Alan

Hi,I have a question about the fracdiff.var function (package fracdiff) which goal is to recompute more precise confidence intervals for the parameters estimated by fracdiff (or arfima). More precisely, it deals with the standard error of the "d" coefficient : Is it normal that the standard error of the "d" coefficient can be brought customly close to zero by decreasing the

Hi, I am using the fracdiff package to estimate the parameters of an ARFIMA(1,d,1) model. I would also like to get the residuals of the series. I have seen another post about this (below). However, being still quite at the beginner level in terms of R, I did not quite understand how this worked. I also read through the fracdiff package manual with no success to find any help with the

>>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,

hi I need 'rw1062.zip' since i can't get excel, R1070 or R1071 to work with the R (D)COM Server everything worked fine in the god rw1062 days the lapack routines can't be loaded 'unable to load shared library c:\r/moduleslapack.dll, the specified library could not be found' don't know if it's the forward slashes that anoys windows btw, the libraries are in the

Dear Martin, Sad that the bug is beyond your ken... Fortunately, the error happens only rarely...The length of LYGH was 719 and there were only two such errors..I will just replace them with NA and make do. By the by, what if I send LYGH as an attachment to your actual mail ( not the r-help mail)? Will it help? Can you then pinpoint the cause? Or should I raise a bug

Dear all, I want to assess the question whether several time series of parties' respective popularities are fractionally integrated. The "fracdiff" package seems to be an obvious choice. What confuses me is that the 'd' parameter estimated by fracfiff seems to be bound to a range from 0 to 0.5. From what I have read I would assume it should be allowed to vary between 0 and

dear members, I am using arfima() from forecast package to model a time series. The following is the code: > LYGH[[202]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[202]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) I tried viewing .fdcov() with the following code:

Dear folk, I am stempting to estimate a vector error correction model using a seemingly fractionally integrated multivariate time series. The *fracdiff *package provides tools to estimate degree of fractional integration. But *fracdiff *can't help me to: 1. test equality of two degrees of fractional integration, say d1=d2? 2. estimate a multivariate cointegrating error correction model,

Not really an R question but I'm hoping someone can help me out. I'm having problems with the R help page "The R language" and Mozilla 1.3 with the Java 2 runtime environment 1.4.1_02 under Windows XP. The problems occur on the "Search Engine & Keywords" page. I can open two links, but after that links aren't recognized. The problem seems to be javascript

hi, for working with the simseg/acm approach i need multilm and it seems that the last version is 0.1-4.tar ? What's wrong in the description file, if i attempt install the package ? c:\DataMining\rw1062\bin>Rcmd Install multilm Malformed DCF file (file multilm/DESCRIPTION, line 6) [R1.6.2 /W2K] P.S. ..hmm a solution might be import the functions from multilm in my .Rprofile, but i

Hi R users, I have been trying to install and use RMySQL on Windows98 for MySQL3.23.55-max using the pulldown menu. I am getting the following errors. I read the doc and some archived mails about a similar problem on unix like systems. Still can't get it to work. Some info below that may indicated where the problem is: * The directory RMySQL\libs is empty---I was not expecting this. *

I've put all ``current'' add-on packages into CRAN's source/contrib tree and created an INDEX file (attached below). As you can see, currently we have acepack bootstrap ctest date e1071 fracdiff gee jpn snns splines survival4 (Yes, e1071 and jpn are new ... more on the latter in a later mail.) In the near future, I am hoping for the following: oz (Bill

Dear R People: Where is the command for long memory time series, please? In S, it's arima.fracdiff Is there something like that in R? If so, which library has it, please? Version 1.5.1 for Windows Happy new year Thanks so much! Sincerely, Erin Hodgess mailto: hodgess at uhddx01.dt.uh.edu

Dear R-Users, I am doing a research on Time Series, especially on the estimation of the fractional exponent in long memory time series (for those who know). However there are three estimators already built-in the fracdiff package (GPH, Sperio, MLE) I was wondering if there is someone who had used an estimation introduced by P.M. Robinson (related paper: "Log-Periodogram regression of time

This is the first time I've ever compiled from sources so bear with me. OS: Windows 2000 PATH: .: D:/Rtools/: D:/mingw/bin/: C:/Progra~1/Perl/bin: D:/texmf/miktex/bin/: D:/Progra~1/HTMLHe~1: D:/Progra~1/R/rw1062/bin/: C:/Progra~1/Insightful/splus61/cmd/: D:/cygwin/bin: D:/Progra~1/SSHCom~1/SSHSec~1: D:/Progra~1/Tcl/bin/: C:/Progra~1/Microso~3/VC98/Bin