similar to: como hacer grafico de un modelo setar

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum

Quitar la constante del modelo, no parece una buena estrategia para estos datos. En cualquier caso, si quieres visualizar las predicciones del modelo setarc con las de los demás modelos, prueba sustituir la linea plot(x.test, ylim = range(x)) por plot(x.test, ylim = range( union( x , frc.test[["setarc"]] ))) Un saludo. Olivier -- ____________________________________ Olivier G.

Hi, I know the problem now. Previously i use as.timeSeries function, but the error message of setar function still came out. Anyway, many thanks to Pascal for the solution. Best Regards, Ario On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote: > Hello, > > It works for me (with a warning message), by adding this line before the > setar procedure: > >

Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating SETAR models including the lag-order. For some reason my code gives me a bit wrong results. I am fighting with it for a week and cannot bring it down. Thanks a million in advance, Sincerely, Evgueni McGill University Department of Economics

Hi, I am traying to implement an STAR model, but I have some problems. I am following the instruction of the model, that they are in: http://bm2.genes.nig.ac.jp/RGM2/R_current/library/tsDyn/man/star.html that they are from: http://bm2.genes.nig.ac.jp/RGM2/pkg.php?p=tsDyn The model is: star(x, m=2, noRegimes, d = 1, steps = d, series, rob = FALSE, mTh, thDelay, thVar, sig=0.05, trace=TRUE,

For values above integer accuracy in floats, val - floor(val) might actually produce a value greater than 1. For such large floats, it's reasonable to be imprecise, but it's unreasonable for FRC to return a value that is not between 0 and 1. Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> --- src/gallium/drivers/nouveau/codegen/nv50_ir_from_tgsi.cpp | 3 ++- 1 file changed, 2

On Tue, Nov 18, 2014 at 8:54 AM, Roland Scheidegger <sroland at vmware.com> wrote: > Am 18.11.2014 um 05:03 schrieb Ilia Mirkin: >> For values above integer accuracy in floats, val - floor(val) might >> actually produce a value greater than 1. For such large floats, it's >> reasonable to be imprecise, but it's unreasonable for FRC to return a >> value that

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

On 18/11/14 14:34, Roland Scheidegger wrote: > Am 18.11.2014 um 15:05 schrieb Ilia Mirkin: >> On Tue, Nov 18, 2014 at 8:54 AM, Roland Scheidegger <sroland at vmware.com> wrote: >>> Am 18.11.2014 um 05:03 schrieb Ilia Mirkin: >>>> For values above integer accuracy in floats, val - floor(val) might >>>> actually produce a value greater than 1. For such

I am currently doing a research paper that requires the estimation of a thereshold model. I have gone through the reference manual for the pacjage "tsdyn" and i am failing to see how the the threshold models provided by R can estimate a model in which the other control variables exist or are included in the estiamtion of the model. Any help provided will be greatly appreciated Andrew

Hi, I have a small network with several Windows XP clients and an Ubuntu server (7.10) running Samba (3.0.26) as a Domain Controller but can't get the clients to login to the domain. Here's my smb.conf: [global] name resolve order = wins lmhosts host bcast idmap gid = 10000-20000 passwd chat = *Enter\snew\sUNIX\spassword:* %n\n *Retype\snew\sUNIX\spassword:* %n\n

Dear Matthieu or other friends, I want to select two unknown thresholds with the following function: grid<- selectSETAR(x1, m=1, thDelay=0, criterion=C("AIC","SSR"), nthresh=2) print(grid) plot(grid) where x1 is a price time series. However, it always shows the following error. Error in selectSETAR(x1, m = 1, thDelay = 0, criterion = C("AIC",

Hi, I find PV domin hung, When we take those steps 1, save PV domain 2, change system time of PV domain back 3, restore a PV domain or 1, migrate a PV domain from Machine A to Machine B 2, the system time of Machine B is slower than Machine A. the problem is wc_sec will be change when system-time chanaged in dom0 or restore in a

I have been doing some playing with the patterns that define complex instructions, and I saw a behavior that doesn't look right. I think its a bug in the PPC backend. The 32-bit PPC .td file defines a pattern for the fnmsubs instruction like this: def : Pat<(fsub F4RC:$B, (fmul F4RC:$A, F4RC:$C)), (FNMSUBS F4RC:$A, F4RC:$C, F4RC:$B)>,

F.Y.I >>> "Tian, Kevin" <kevin.tian@intel.com> 08.11.27. 11:50 >>>Sorry for a typo. I did mean domU instead of dom0. :-) The point here is that time_resume will sync to new system time and wall clock at restore, and thus pv guest should be able to continue... Xen system time is not wallclock time which just counts up from power up. As Keir points out, only its

Hi R users, How can I automatically export results and graphs to a file? Thanks in advance Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html Sent from the R help mailing list archive at Nabble.com.

Dear all: To write a compiler for Microsoft Direct3D shaders from our hardware, I have a program which translates the Direct3D shader assembly to LLVM assembly. I added several intrinsics for this purpose. It's a vector ISA and has some special instructions like: * rcp (reciprocal) * frc (the fractional portion of each input component) * dp4 (dot product) * exp (exponential) * max, min These

Am 18.11.2014 um 05:03 schrieb Ilia Mirkin: > For values above integer accuracy in floats, val - floor(val) might > actually produce a value greater than 1. For such large floats, it's > reasonable to be imprecise, but it's unreasonable for FRC to return a > value that is not between 0 and 1. > > Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> > --- >

Am 18.11.2014 um 15:05 schrieb Ilia Mirkin: > On Tue, Nov 18, 2014 at 8:54 AM, Roland Scheidegger <sroland at vmware.com> wrote: >> Am 18.11.2014 um 05:03 schrieb Ilia Mirkin: >>> For values above integer accuracy in floats, val - floor(val) might >>> actually produce a value greater than 1. For such large floats, it's >>> reasonable to be imprecise,