Displaying 20 results from an estimated 500 matches similar to: "Customly low standard deviation in fracdiff.var function"
2004 Feb 17
1
Bug report for fracdiff
I was sniffing in the fracdiff library (this is for fractionally integrated
ARMA processes; Haslett and Raftery 1989).
The documentation suggests that one tries the following simple example:
library(fracdiff)
ts.test <- fracdiff.sim( 5000, ar = .2, ma = -.4, d = .3)
fracdiff( ts.test$series, nar = length(ts.test$ar), nma = length(ts.test$ma))
When I run this, I get the following error:
R
2009 Feb 20
0
residuals from a fractional arima model and other questions
Dear list and Martin,
I'm testing different approaches to fit an electricity demand time series and come upon the fracdiff package (v 1.3-1) for fitting fractional ARIMA models. The following questions are motivated by this package.
1. Despite having a help page, the residuals and fitted functions don't seem to have implementation, or did i miss something obvious? Alternatively, having a
2023 Jun 05
1
error in arfima...
Dear Martin,
Sad that the bug is beyond your ken...
Fortunately, the error happens only rarely...The length of LYGH was 719 and there were only two such errors..I will just replace them with NA and make do.
By the by, what if I send LYGH as an attachment to your actual mail ( not the r-help mail)? Will it help? Can you then pinpoint the cause?
Or should I raise a bug
2023 Jun 01
1
error in arfima...
>>>>> akshay kulkarni
>>>>> on Wed, 31 May 2023 20:55:33 +0000 writes:
> dear members,
> I am using arfima() from forecast package to model a time
> series. The following is the code:
>> LYGH[[202]]
> [1] 45.40 3.25 6.50 2.15
>> arfima(LYGH[[202]])
> Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,
2023 May 31
1
error in arfima...
dear members,
I am using arfima() from forecast package to model a time series. The following is the code:
> LYGH[[202]]
[1] 45.40 3.25 6.50 2.15
> arfima(LYGH[[202]])
Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) :
NA/NaN/Inf in foreign function call (arg 5)
I tried viewing .fdcov() with the following code:
2013 Apr 24
0
Residuals for fracdiff
Hi,
I am using the fracdiff package to estimate the parameters of an
ARFIMA(1,d,1) model. I would also like to get the residuals of the series. I
have seen another post about this (below). However, being still quite at the
beginner level in terms of R, I did not quite understand how this worked. I
also read through the fracdiff package manual with no success to find any
help with the
2010 May 06
0
forecast using arfima
Hello!
I used the function fracdiff(dn, nar=1, nma=1) and got the values of d, ar
and ma coefficients.
Also another coefficients were get under fdGPH, fdSperio.
How could I get the forecasts in these models?
Thank you very much
[[alternative HTML version deleted]]
2003 Jan 29
0
Add-on bug? Win fracdiff failed from http://www.stat.unipg.it/stat/statlib/R/CRAN/ (PR#2505)
jussi.makinen@valtiokonttori.fi wrote:
> Full_Name: Jussi M?kinen
> Version: 1.6.2
> OS: Win2000
> Submission from: (NULL) (193.210.145.2)
>
>
> I tried to download fracdiff from http://www.stat.unipg.it/stat/statlib/R/CRAN/
> but I got the messages box:
That's not a current mirror of CRAN (see the CRAN Master for recent
mirrors), it's last update seems to be
2003 Jan 29
1
Add-on bug? Win fracdiff failed from http://www.stat.unipg.it/stat/statlib/R/CRAN/ (PR#2504)
Full_Name: Jussi Mäkinen
Version: 1.6.2
OS: Win2000
Submission from: (NULL) (193.210.145.2)
I tried to download fracdiff from http://www.stat.unipg.it/stat/statlib/R/CRAN/
but I got the messages box:
The procedure entry point daxpy_ could not be located in the dynamic link
library R.dll
and the following lines to RGui:
Error in dyn.load(x, as.logical(local), as.logical(now)) :
unable
2002 Jan 09
2
How to obtain the series of residuals from fracdiff
Hi
I'm using fracdiff package to estimate the parameters of a
fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted
to have also the filtered series and the series of residuals.
I understand these are calculated in the subroutine fdfilt, in the program
fdcore.f, but I can't manage to get them out.
Any suggestion would be much appreciated
Thanks
Susana Barbosa
2001 Mar 31
0
confused about range of 'd' in fracdiff package
Dear all,
I want to assess the question whether several time series of parties'
respective popularities are fractionally integrated. The "fracdiff"
package seems to be an obvious choice. What confuses me is that the
'd' parameter estimated by fracfiff seems to be bound to a range from
0 to 0.5. From what I have read I would assume it should be allowed to
vary between 0 and
2006 Jul 19
1
fracdiff
Hi, I'm using the function fracdiff and can not figure out how to get the estimated values for sigma2 or confidence intervals for the parameter estimates. Does anyone know how to obtain these values?
Thanks,
Melissa
2004 Jun 14
1
forecasting from fracdiff objects
Does anybody know if it is possible to forcast or predict from a
fracdiff object?
Any help would be much obliged...
Cheers,
Alan
2012 Feb 05
1
fractional cointegration
Dear folk,
I am stempting to estimate a vector error correction model using a
seemingly fractionally integrated multivariate time series. The
*fracdiff *package
provides tools to estimate degree of fractional integration. But
*fracdiff *can't
help me to:
1. test equality of two degrees of fractional integration, say d1=d2?
2. estimate a multivariate cointegrating error correction model,
2018 Feb 15
2
Codes to conduct network meta-analysis, gemtc package
Hi,I want codes that could help me do NMA from the data. I would appreciate if you could give a dummy table with which I could practice the codes that would help read the data and calculateOdds ratio (OR)
Mean difference (MD)
forest plot
Density plot of posterior samples
Estimates of ranks probabilities
Rank probabilities plot (rankogram)?
Network plots?
The manual by?Gert van Valkenhoef is
2006 Jan 21
1
proprietary SSH -> OpenSSH migration and rsync errors
Recently we switched from the proprietary version of ssh to the latest
versions OpenSSH on RH7, 9 and CentOS4.2
When I run rsync over ssh, even sudo, I get permissions errors:
sudo rsync -av --rsh=/usr/bin/ssh --delete <source dir>
<user>@<server>:<dest dir>
readlink groups/amatogroup/intranet/FoldingServerOO-dev/trash/foldingServer/Folding.NMA/CVS:
Permission denied
1998 Mar 19
0
Copyrights on CRAN/src/contrib libraries
Sorry to bring up this old topic again but ...
The 2.0 release of Debian Linux is about to happen and the release
team requires copyright statements on any code included in the
release. Presently there are 4 packages that I have created from R
source code and libraries and contributed to the release. I think
this will help with the visibility of R when there is a well-regarded
release of an
2018 Feb 15
0
Codes to conduct network meta-analysis, gemtc package
This is not a free consulting service. You are expected to put in the work
yourself and **may** receive help here if you have specific questions that
you need help with when you do so. See the posting guide linked below for
details.
Cheers,
Bert
Bert Gunter
"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley
2018 Feb 15
1
Codes to conduct network meta-analysis, gemtc package
This aside, there is the R-sig-meta-analysis mailing list where this probably belongs:
https://stat.ethz.ch/mailman/listinfo/r-sig-meta-analysis
Best,
Wolfgang
>-----Original Message-----
>From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Bert
>Gunter
>Sent: Thursday, 15 February, 2018 16:49
>To: shaju jacob
>Cc: R-help
>Subject: Re: [R] Codes to conduct
2003 Jan 05
1
Long memory ts
Dear R People:
Where is the command for long memory time series, please?
In S, it's arima.fracdiff
Is there something like that in R? If so, which library has it, please?
Version 1.5.1 for Windows
Happy new year
Thanks so much!
Sincerely,
Erin Hodgess
mailto: hodgess at uhddx01.dt.uh.edu