similar to: Add-on bug? Win fracdiff failed from http://www.stat.unipg.it/stat/statlib/R/CRAN/ (PR#2505)

Full_Name: Jussi Mäkinen 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: The procedure entry point daxpy_ could not be located in the dynamic link library R.dll and the following lines to RGui: Error in dyn.load(x, as.logical(local), as.logical(now)) : unable

Dear All, I luckily found the following feature (or problem) when tried to apply ifelse-function to an ordered data. > test <- c(TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE) > ifelse(test, 0, 1:4) [1] 0 0 0 4 1 2 3 > It roots into the ifelse-syntax: ans[!test & !nas] <- rep(no, length.out = length(ans))[!test & !nas] Would it be possible to disable this feature in the

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

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

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

Hello dear r-gurus! I have a question about the logit-model. I think I have misunderstood something and I'm trying to find a bug from my code or even better from my head. Any help is appreciated. The question is shortly: why I'm not having same coefficients from the logit-regression when using a link-function and an explicite transformation of the dependent. Below some details. I'm

Sorry for this off-topic subject. I am fighting for running SJava under Windows. SJava_0.64 (compiled by Simon Urbanek, thanks), R 1.6.2, Java JDK 1.4.0_02, Windows XP pro: > library(SJava) > .JavaInit() Error in .JavaInit() : Couldn't start Java Virtual Machine: Cannot find the Omegahat interface manager class. Check you classpath! > # And the second time... > .JavaInit() It

> Thomas Lumley wrote: > > On Tue, 31 May 2005, Duncan Murdoch wrote: > > > > > >>M??kinen Jussi wrote: > >> > >>>Dear All, > >>> > >>>I luckily found the following feature (or problem) when tried to > >>>apply > >>>ifelse-function to an ordered data. > >>> > >>> >

When updataing packages from CRAN, I got the following error message: updating HTML package descriptions Warning message: DLL attempted to change FPU control word from 8001f to 9001f Everything seems fine, the packages updated, just wondering what this was. R 1.6.2 on Windows 98. Details on the packages dowloaded are below. ________________________________________________ update.packages()

>>>>> 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've just downloaded a fracdiff.tar.gz (package for arima(p,d,q) modelling) I would like to plugh-in to R for windows 95 (rsept), how can I make a "*.dll" from the fortran code to put into "lib" directory, and a "library file" to put into "library" directory? Please help me I'm very interested in the arima modelling. Andrea Rossetti.

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

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 list and Martin, I'm testing different approaches to fit an electricity demand time series and come upon the fracdiff package (v 1.3-1) for fitting fractional ARIMA models. The following questions are motivated by this package. 1. Despite having a help page, the residuals and fitted functions don't seem to have implementation, or did i miss something obvious? Alternatively, having a

Hi mighty R-gurus and other enthusiastics, I just encountered this: library(its) x <- its(sort(rnorm(10)), as.POSIXct(Sys.time() + 1:10)) plot(x, type = "p", pch = c(rep("A", 5), rep("B", 5))) Am I missing something if I expect that all the points labeled as 'A' should be below all those labeled as 'B'? Thanks, Jussi M?kinen platform

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,