similar to: Package ‘orcutt’ bug?

Displaying 8 results from an estimated 8 matches similar to: "Package ‘orcutt’ bug?"

2004 Apr 05
1
Cochrane-Orcutt
hi everybody i'm looking for a function to estimate a regression model via the Cochrane Orcutt method thanks
2008 Jun 17
1
Problems with Cochrane-Orcutt procedures
Hi John, Hi Folks/Prof. Fox, I found some code John Fox had written sometime back on the Cochrane-Orcutt and Prais procedures here: https://stat.ethz.ch/pipermail/r-help/2002-January/017774.html I thought I would try it out and get the following errors below. Was wondering if anyone had any immediate opinions why this might be ? The linear model is the object regrCMSlm . Thanks, Tolga
2002 Jan 09
4
Cochrane-Orcutt method
Hello, Is there a package that implements the Cochrane-Orcutt itterative procedure for dealing with autocorrelation in a regression model? Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia University, Wolfville, NS, B0P 1X0 (902)585-1461 All opinions stated are personal, unless otherwise indicated.
2003 Nov 19
2
Correction for first order autocorrelation in OLS residuals
Hi there fellow R-users, Can anyone tell me if there exits an R package that deals with serial correlation in the residuals of an lm model. Perhaps, using the Cochrane Orcutt or Praise Wilson methods? Thanks, Wayne Dr Wayne R. Jones Senior Statistician / Research Analyst KSS Limited St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713
2003 Jan 06
2
Removing autocorrelations
Could anyone tell me whether there is an R function for removing autocorrelations from a series of observations before performing a linear or nonlinear regression analysis on them? Many thanks, Andrew Wilson
2011 Sep 20
3
Problem with legend
HI, This code is part of a code I used to do a linear regression: >points(var1~var2,data=Regress,pch=21,bg="grey") >reg11<-lm(var1~var2,data=Regress) >abline(lm(var1~var2,data=Regress),lty=2,lwd=2,col="grey") >legend("topleft",legend= >c("NDII from composite", >"y= 0.0007x - 0.1156",expression(paste(r^2 ==
2012 Sep 17
2
Problem with Stationary Bootstrap
Dear R experts,   I'm running the following stationary bootstrap programming to find the parameters estimate of a linear model:     X<-runif(10,0,10) Y<-2+3*X a<-data.frame(X,Y) coef<-function(fit){   fit <- lm(Y~X,data=a)    return(coef(fit)) }  result<- tsboot(a,statistic=coef(fit),R = 10,n.sim = NROW(a),sim = "geom",orig.t = TRUE)   Unfortunately, I got this
2019 Jul 04
2
Fwd: Fedora 31 System-Wide change proposal: Automatic R runtime dependencies
FYI, I plan on implementing this for F31 if no issues arise. ---------- Forwarded message --------- From: Ben Cotton <bcotton at redhat.com> Date: Tue, 2 Jul 2019 at 10:55 Subject: Fedora 31 System-Wide change proposal: Automatic R runtime dependencies To: <devel-announce at lists.fedoraproject.org>, Development discussions related to Fedora <devel at lists.fedoraproject.org>