similar to: Error in arima reporting (PR#8231)

Sorry for reporting this again, but I didn't notice that there was a response. The response to PR#8231 is "This is a matter of opinion!" First, I find this response arrogant and dismissive and I would ask for a second opinion. Second, the use of the term "intercept" - whether or not you think is "a matter of opinion" - is MISLEADING. Why do you want to

I have written before, but to no avail. I have found two minor problems with fitting time series models with R. The thing is, they may be solved with MINOR adjustments to the code. I have posted these problems with detailed examples here: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm Briefly, the problems are (1) When fitting time series models when there is an AR term present, the

Dear R, I have find a website where they report problem with ARIMA models in R. I run the examples there and they give result as shown on the website. Does this mean that nothing has corrected in R? Maybe you not have seen the page, but the author said he contacted you. Here is the URL: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm I like to know your opinion. Mvh. Marie [[alternative

Dear R, I have find a website where they report problem with ARIMA models in R. I run the examples there and they give result as shown on the website. Does this mean that nothing has corrected in R? Maybe you not have seen the page, but the author said he contacted you. Here is the URL: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm I like to know your opinion. Mvh. Marie [[alternative

Hi, I have been using this website ( http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm ) to help me to fit ARIMA models to my data. At the moment I have two possible methods to use. Method 1 If I use arima(ts.data, order=c(1,2,0), xreg=1:length(ts.data)) then the wrong value for the intercept/mean is given (checked on SPSS and Minitab) and

Hello all, I''m having fun again with the arima function. This time I read in: http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm <<It has recently been suggested (by a reliable source) that using xreg in arima() does NOT fit an ARMAX model [insert slap head icon here]. This will be investigated as soon as time permits.>> (by R.H. Shumway & D.S. Stoffer)

David Stoffer describes some challenges with R's output when fitting ARIMA models for different orders (see Issue 2 at http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm). R doesn't fit an intercept in the model if there is any differencing. David describes a workaround using the xreg parameter to force R to calculate an intercept. Assume I have a variable y and 3 explanatory variables a,

Hello, I am building R-2.4.1 on an SGI IRIX platform, using gcc 3.3. gmake check failed, and the arith-true.Rout.fail file indicated: > is.na(mean(c(1,NA,NA)[-1], trim = .1, na.rm = TRUE)) [1] FALSE > I tried the mean() command in R and got: > mean(c(1,NA,NA)[-1], trim = .1, na.rm = TRUE) [1] Inf I think the problem is in the na.rm = TRUE, because I get: > mean(c(1,NA,NA)[-1]) [1]

Hi, I have been using this site ( http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm) to help me with some ARIMA modelling in R. Unfortunately the methods mentioned do not appear to work with second order differencing; arima(*, 2, *). I have used some dummy data to illustrate my point. When I use the xreg=... method, the estimate of intercept is *way* off. This can be seen by the high s.e but I

Hi all, I have two time series that I would like to correlate but as they are autocorrelated, I am "pre-whitening" them first by fitting ARIMA models, then correlating their residuals....as described in https://onlinecourses.science.psu.edu/stat510/?q=node/75 However, http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm discusses some issues with ARIMA in R. In particular, for issue 2, if

When joining our Solaris 10 Samba 3.0.23 system to ADS via... # /usr/local/samba/bin/net ads join -U Administrator Administrator's password: Using short domain name -- ULS Failed to set servicePrincipalNames. Only NTLM authentication will be possible. Please ensure that the DNS domain of this server matches the AD domain, Or rejoin with using Domain Admin credentials. Joined

Dear Aaron, I am really a tool user and not a tool maker (actually an ecologist doing some biostatistics)... so, I take the liberty of sending a copy of this e-mail to the r-help list where capable computer persons and true statisticians may provide more relevant information and also to Paulo Ribeiro and Peter Diggle, the authors of geoR.. I really feel that your huge matrix cannot be

Running Version 2.6.0 GUI 1.21. Generally, I enjoy working with the OSX GUI, which has some very pleasant features. Kudos to the developers! There is a nice history panel which slides out of the Console window. The buttons on the panel work as expected. I am puzzled by the behavior of history() and savehistory() run from the Console window. I would think that these functions would view and

Hello Colleagues, I've recently become a fan of Mark Bravington's mvbutils package for organizing analysis projects in a tree. Using cd(), Save(), fixr(), mlazy() etcetera solves nicely some of the nuisances that have worried or annoyed me and sometimes caused big problems over the years. Well thought out. Now one feature that would be fabulous would be automatic time-stamping of

Discovered by accident: If your R session has become unresponsive to escape presses etcetera, you can try this. Open a terminal window, run the command ps -ax | grep R.app Note the process ID number in the first column. Say it's 1234. Then run kill -4 1234 The key is that the signal you are sending to R.app is "4". The Console will now ask you how you want to exit. This

Hi All, I have a very simple question about a time series object: how to access values for a particular year and quarter (say)? Suppose, following http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm I have read in data as a time series; here is how it looks. * Qtr1 Qtr2 Qtr3 Qtr4 1960 0.71 0.63 0.85 0.44 1961 0.61 0.69 0.92 0.55 . . . . .

Dear all, I am now doing the logistic regression using R. (glm, family=binomial). Besides the standardize summary statistics generated from R, I am also interested in some more informations concerning the model fitting / prediction etc; Particularly I am interested in "pseudo R squar" and "C statistic". I searched the R- help and could only get very limited information. (Post

Dear R-help, I am interested in using structural equation modeling. Just getting started with it, but I'm looking for suggestions for packages. As an aside, what's the best way for looking for packages at CRAN? -- Robert Terwilliger Biomedical Physicist Laboratory of Neurocognitive Development Western Psychiatric Institute and Clinic University of Pittsburgh Medical Center Loeffler

Greetings, I'm using MSM (mutli-state markov modeling) package to study the progression of fibrosis in U.S hepatitis C population. I find this is a very fascinating tool for an applied researcher like myself. I have a four stage progression only model without any absorbing stage, also assuming no misclassification error in the data for the time being. I also have a couple covariates in the

Hello all, I have 300 clusters of fixed size 2 and I need to do resampling with replacement to run some regression models. I've searched through the archive and the only thing I found was that I could use 'boot()' function. but it's not clear to me how I can do this. Has anyone done it? I would very much appreciate your help, kelly