similar to: x12 ARIMA Moving Seasonality F Test Issue

Displaying 12 results from an estimated 12 matches similar to: "x12 ARIMA Moving Seasonality F Test Issue"

2012 Aug 22
0
pseudo-additive seasonal decomposition
Dear All, Would anyone happen to have tips on how to do a pseudo-additive seasonal decomposition in R? I am working on a ca. 20 year monthly time series on species abundance data, with annual peaks of varying magnitude and zero abundances between the seasonal occurrences. I have tried to use the package "x12", which utilizes x12arima, but without luck so far. More specifically, I am
2012 Feb 23
2
TRAMO/SEATS and x12 in R
I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao
2009 Jun 21
0
AIC score
Dear All, I've been using step function to find me the best model.this basically works by using AIC score fucntion that is implemented on step(). The problem I'm facing with lots of variables on the model for example : step(lm(x1~x2,x3,x4,......x13)) sometimes gives me a warning message which is : AIC=- inf Coefficients: (Intercept) wnt3.values wnt6.values wnt10b.values
2009 Mar 04
0
arima additive vs multiplicative seasonality
Hello! I would like to ask whether the seasonality implemented in arima() is additive or multiplicative? I searched a lot, but I could not find an answer to that question, although it has been asked other times too. Thank you very much for your attention. Regards, Martin
2010 Jun 28
0
Seasonality - Centered MA vs. Holt-Winters
Hello, I asked this question on the r-finance list server and didn't get a reply. Thought I would try here to. I am trying to deseasonalize some financial time series data and I wanted some feedback on the best methods for doing this. I found two Centered Moving Average and Holt-Winters. Which is better and/or more appropriate for financial time series data in your opinion? I understand
2007 Jun 14
1
ARIMA with more than one seasonality period
Dear R community, I have a project with electricity load forecasting, and I got hourly data for system load. If you haven't worked with electricity before, seasonality comes in many flavors: a daily pattern, with a peak at around 7pm; a weekly pattern, in which we use more electricity on weekdays in comparison to weekends; a winter-summer pattern, with air conditioning and heaters playing an
2011 Mar 11
0
Seasonality in STL Decomposition
I having issues with interpreting the results of STL decomposition. The following is the data used as well as the decompsed seasonality, trend and the remainder components. It is a weekly data. The original data doesn't appear to be seasonal. But there seems to be a periodic peak in the seasonal component. Can some one please let me know how to interpret the seasonality plot in this??? Also,
2007 May 31
5
[PATCH RFC 1/3] virtio infrastructure
This attempts to implement a "virtual I/O" layer which should allow common drivers to be efficiently used across most virtual I/O mechanisms. It will no-doubt need further enhancement. The details of probing the device are left to hypervisor-specific code: it simple constructs the "struct virtio_device" and hands it to the probe function (eg. virtnet_probe() or
2007 May 31
5
[PATCH RFC 1/3] virtio infrastructure
This attempts to implement a "virtual I/O" layer which should allow common drivers to be efficiently used across most virtual I/O mechanisms. It will no-doubt need further enhancement. The details of probing the device are left to hypervisor-specific code: it simple constructs the "struct virtio_device" and hands it to the probe function (eg. virtnet_probe() or
2007 May 31
5
[PATCH RFC 1/3] virtio infrastructure
This attempts to implement a "virtual I/O" layer which should allow common drivers to be efficiently used across most virtual I/O mechanisms. It will no-doubt need further enhancement. The details of probing the device are left to hypervisor-specific code: it simple constructs the "struct virtio_device" and hands it to the probe function (eg. virtnet_probe() or
2007 Sep 25
50
[patch 00/43] lguest: Patches for 2.6.24 (and patchbomb test)
Hi all, These are the patches I'm planning to submit for 2.6.24. Comments gratefully accepted. Along with the usual cleanups and improvements are Jes' de-i386-ification patches, and a new "virtio" mechanism designed to be shared with KVM (and hopefully other hypervisors). Cheers, Rusty. Documentation/lguest/Makefile | 30 Documentation/lguest/lguest.c
2007 Sep 25
50
[patch 00/43] lguest: Patches for 2.6.24 (and patchbomb test)
Hi all, These are the patches I'm planning to submit for 2.6.24. Comments gratefully accepted. Along with the usual cleanups and improvements are Jes' de-i386-ification patches, and a new "virtio" mechanism designed to be shared with KVM (and hopefully other hypervisors). Cheers, Rusty. Documentation/lguest/Makefile | 30 Documentation/lguest/lguest.c