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>