similar to: Could I get the following stats from arima()?

Hello all, fit = arima() and Summary(fit) will give some summary of the fit. However, the t-stats are not shown in the summary. How can I get the t-stats of it? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}

Hello, I try to look at the source code of predict() it turns out that I cannot find it. I can see it with debug(library), but not efficient. Can someone help? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}

I just built a package in R (version 2.1.1 on a Linux machine) and then moved it to my computer (R version 2.8.1 on a Windows machine). When I loaded the package and tried to open help for one of the commands, I got the following warning: Warning message: In print.help_files_with_topic("F:/R/R-2.8.1/library/REEMtree/chm/RMSE") : No CHM help for 'RMSE' in package

Hi, I am doing predictive modelling of Multivariate Time series Data of a Motor in R using various models such as Arima, H2O.Randomforest, glmnet, lm and few other models. I created a function to select a model of our choice and do prediction. Model1 <- function(){ .. return() } Model2 <- function(){ ... return() } Model3 <- function(){ ... return() } main <-

Hola!! Estoy intentando evaluar mi modelo de series temporales (uso auto.arima). Para ello he implemetado el método "rolling window" que se basa en ir añadiendo progresivamente datos al conjunto de train para testar el modelo. Por ejemplo: - Train: 1 año, test: día 1 (24 observaciones, una por hora) --> evalúo ese día (RMSE por ejemplo) - Train: 1 año + 1 día, test: día 2 -->

I am writing my first R package, and I have been getting the following series of errors when I run R CMD check: * checking S3 generic/method consistency ... WARNING Error: package/namespace load failed for 'REEMtree' Call sequence: 2: stop(gettextf("package/namespace load failed for '%s'", libraryPkgName(package)), call. = FALSE, domain = NA) 1: library(package,

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R

Hello, Is there a better way to use paste such as: a = paste(colnames(list.indep)[1],colnames(list.indep)[2],colnames(list.indep)[3],colnames(list.indep)[4],colnames(list.indep)[5],sep="+") > a [1] "aa+dummy1+dummy2+bb+cc" I tried a = paste(colnames(list.indep)[1:5],sep="+") > a [1] "aa" "dummy1" "dummy2"

Hello, I do have two different time series A and B, they are different in length and starting point. A starts in Jan, 2012 and ends in Dec, 2012 and B starts in March, 2012 and ends in Nov, 2012. How can I plot those two series A and B in the same plot? I.E., from Jan. 2012 - Feb, 2012, it would have one data point from A and from Mar, 2012-Nov, 2012, it would have two data points from A and B,

Hi, I am trying to create 3 mds plots: one with axis 1 vs axis 2, one with axis 2 vs axis 3, and one with axis 1 vs axis 3. When inputting my code, I only end up with one diagram and when inputting mdsg.mds$dims, the program returns 2 for 2 dimensions. How can I create the other two plots? Any help would be greatly appreciated, Calla Carbone The table I use is number of each taxa on each

Hello, I have a data frame > mdl.summary est.coef std.err t.stat intercept 0.0011625517 0.0002671437 4.351784 aa -0.0813727439 0.0163727943 -4.969997 dummy1 -0.0002534873 0.0001204000 -2.105376 dummy2 -0.0007784864 0.0001437537 -5.415417 bb -0.0002856727

Hello, I'm an R newbie. I've tried to search, but my search skills don't seem up to finding what I need. (Maybe I don't know the correct terms?) I need the standard errors and not the confidence intervals from an ARIMA fit. I can get fits: > coef(test) ar1 ma1 intercept time(TempVector) - 1900

Hello all, When I tried to plot the following two arrays in one figure with the following: x = c(0,0,0,10,20,30) y = c(40,50,60,70,80,90) plot(x, type='o', ylim=c(min(x),max(x))) par(new=T) plot(y, type='l', ylim=c(min(y),max(y))) Found that the first points and last points from those two arrays are overlapping together, but the value 30 is not equal to 90. How could I draw

Hi, I'm using the function arima() from the ts package. when the function gives me the output I can see the s.e. of the coefficients. However I cannot find a way to collect them in a object estimate<-arima(x, order=c(1,0,1)) estimate$se does not work in fact str(estimate) does not contain $se. How is it possible? The function compute and print that value but it is not the resulting

Hello all, I tried to extract the p-value from adf.test in tseries; however, I got the error message such as > ht=adf.test(list.var$aa) > ht$p-value Error in ht$p - value : non-numeric argument to binary operator > ht Augmented Dickey-Fuller Test data: list.var$aa Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 alternative hypothesis: stationary > ht$data [1]

Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables. For the single equation approach of ECM, there is a requirement of the

Hello all, I have a data frame dataa: newdate newstate newid newbalance newaccounts 1 31DEC2001 AR 1 1170 61 2 31DEC2001 VA 2 4565 54 3 31DEC2001 WA 3 2726 35 4 31DEC2001 AR 3 2700 35 The following gives me the balance of state AR:

Hello R-gurus, I'm trying to adjust different growth curves to a rather extensive dataset. I wrote up a function to go through all of them, but am encountering a problem : among the more than 1000 curves I have, obviously for some of them I encounter conversion problems. I'd like for my function to keep going to the next curve and store the fact that for curve number X I had a convergence

Hi, Can anyone explain how the standard error in arima() is calculated? Also, how can I extract it from the Arima object? I don't see it in there. > x <- rnorm(1000) > a <- arima(x, order = c(4, 0, 0)) > a Call: arima(x = x, order = c(4, 0, 0)) Coefficients: ar1 ar2 ar3 ar4 intercept -0.0451 0.0448 0.0139 -0.0688 0.0010 s.e.

Hi, I'm a beginner using R and I'm modeling a time series with ARIMA. I'm looking for a way to determine the p-values of the coefficients of my model. Does ARIMA function return these values? or is there a way to determine them easily? Thanks for your answer Myriam