Displaying 14 results from an estimated 14 matches similar to: "setar function error message"
2012 Jul 24
0
setar function error message (SOLVED)
Hi,
I know the problem now. Previously i use as.timeSeries function, but the
error message of setar function still came out. Anyway, many thanks to
Pascal for the solution.
Best Regards,
Ario
On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote:
> Hello,
>
> It works for me (with a warning message), by adding this line before the
> setar procedure:
>
>
2013 Sep 02
2
como hacer grafico de un modelo setar
Hola,
Estoy intentando realizar un ajuste a un modelo setar con R y me surgen
problemas a la hora de representar el modelo setar sin la constante. El
código es el siguiente:
# Estimacion TAR(2;2,2) con delta 1:
mod.setar <- setar(x, m = 2, mL = 2, mH = 2, thDelay = 1)
mod.setar
summary(mod.setar)
mod.setarc<-setar(x, m=2, mL=2, mH=2, thDelay=1, include=c("none"))
##eliminamos
2010 Aug 28
1
star models
Hi,
I am traying to implement an STAR model, but I have some problems.
I am following the instruction of the model, that they are in:
http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html
that they are from:
http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn
The model is:
star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh,
thDelay, thVar, sig=0.05, trace=TRUE,
2005 Jul 26
1
SETAR Estimation
Dear R-helpers,
I was wondering if anyone has or knows someone who might have an implementation
of algorithm for estimating SETAR models including the lag-order. For some
reason my code gives me a bit wrong results. I am fighting with it for a week
and cannot bring it down.
Thanks a million in advance,
Sincerely,
Evgueni
McGill University
Department of Economics
2013 Sep 02
0
como hacer grafico de un modelo setar
Quitar la constante del modelo, no parece una buena estrategia para
estos datos.
En cualquier caso, si quieres visualizar las predicciones del modelo
setarc con las de los demás modelos,
prueba sustituir la linea
plot(x.test, ylim = range(x))
por
plot(x.test, ylim = range( union( x , frc.test[["setarc"]] )))
Un saludo. Olivier
--
____________________________________
Olivier G.
2007 Oct 04
0
SETAR and nonlinear model estimation
I am currently doing a research paper that requires the estimation of a thereshold model. I have gone through the reference manual for the pacjage "tsdyn" and i am failing to see how the the threshold models provided by R can estimate a model in which the other control variables exist or are included in the estiamtion of the model.
Any help provided will be greatly appreciated
Andrew
2009 Oct 09
0
Help from Bill Liao
Dear Matthieu or other friends,
I want to select two unknown thresholds with the following function:
grid<- selectSETAR(x1, m=1, thDelay=0, criterion=C("AIC","SSR"),
nthresh=2)
print(grid)
plot(grid)
where x1 is a price time series.
However, it always shows the following error.
Error in selectSETAR(x1, m = 1, thDelay = 0, criterion = C("AIC",
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
Hi
Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN,
extended with several new features.
The package tsDyn is aimed at estimating nonlinear time series models
which exhibit regime specific properties. The regime switching dynamics
can either be described by smooth transition (STAR and LSTAR) or
threshold effects (SETAR). The package furthermore offers nonlinear
models
2009 Jul 26
0
Version 0.7 of package tsDyn, nonlinear time series
Hi
Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN,
extended with several new features.
The package tsDyn is aimed at estimating nonlinear time series models
which exhibit regime specific properties. The regime switching dynamics
can either be described by smooth transition (STAR and LSTAR) or
threshold effects (SETAR). The package furthermore offers nonlinear
models
2010 Jun 25
6
Export Results
Hi R users,
How can I automatically export results and graphs to a file?
Thanks in advance
Pedro Mota Veiga
--
View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html
Sent from the R help mailing list archive at Nabble.com.
2006 Jul 21
0
tsDyn and RTisean packages on CRAN
Dear R users,
I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time
series analysis (joint research projects with members of the Statistics
Department, University of Udine). Brief descriptions follow.
RTisean is an R interface to TISEAN executables
(http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C
and Fortran routines for nonlinear time series analysis,
2006 Jul 21
0
tsDyn and RTisean packages on CRAN
Dear R users,
I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time
series analysis (joint research projects with members of the Statistics
Department, University of Udine). Brief descriptions follow.
RTisean is an R interface to TISEAN executables
(http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C
and Fortran routines for nonlinear time series analysis,
2012 Jul 30
3
cannot install RSTAR, MSVAR, and MSVECM packages
*Hi all,
I got problems installing RSTAR, MSVAR, and MSVECM packages. *
> install.packages("RSTAR")Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’
(as ‘lib’ is unspecified)Warning in install.packages :
package ‘RSTAR’ is not available (for R version 2.15.1)
> install.packages("MSVAR") Installing package(s) into ‘C:/Program
Files/R/R-2.15.1/library’
2012 Oct 15
2
fit a "threshold" function with nls
I am trying to model a dependent variable as a threshold function of
my independent variable.
What I mean is that I want to fit different intercepts to y following 2
breakpoints, but with fixed slopes.
I am trying to do this with using ifelse statements in the nls function.
Perhaps, this is not an appropriate approach.
I have created a very simple example to illustrate what I am trying to do.