Displaying 20 results from an estimated 90 matches similar to: "Wish for arima function: add a data argument and a formula-type for regressors"
2008 Nov 10
1
R 2.8. and languageR
Hi,
I have been using the library languageR in R2.6.0 for some while.
I now would like to use new functions of this library (especially
plotLMER.fnc) and have downloaded R 2.8.0.
Error messages appear when I load the languageR library (I have tried
several times on different computers but this doesn't help.:
Attachement du package : 'Matrix'
The following object(s)
2010 Feb 09
2
Model matrix using dummy regressors or deviation regressors
The model matrix for the code at the end the email is shown below.
Since the model matrix doesn't have -1, I think that it is made of
dummy regressors rather than deviation regressors. I'm wondering how
to make a model matrix using deviation regressors. Could somebody let
me know?
> model.matrix(aaov)
(Intercept) A2 B2 B3 A2:B2 A2:B3
1 1 0 0 0 0 0
2
2012 Nov 14
0
Time Series with External Regressors in R Problems with XReg
Hello everyone,
Hope you all are doing great! I have been fitting arima models and
performing forecasts pretty straightforwardly in R.
However, I wanted to add a couple of regressors to the arima model to see if
it could improve the accuracy of the forecasts but have had a hard time
trying to do so.
I used the following R function:
arima(x, order = c(0, 0, 0),
seasonal = list(order = c(0, 0,
2008 Jul 31
0
random effects mixed model, different regressors
Hi everybody,
I have built a model that includes subject ID as a random effect, and has a
continous variable (time) and I want to test whether the slope of this line
differs between treatments (this is tested with the interaction between
treatment and "time").
My question now is that I also want to include regressors that might explain
variation in this slope between subjects (and of
2009 Mar 23
0
Scaled MPSE as a test for regressors?
Hi,
This is really more a stats question than a R one, but....
Does anyone have any familiarity with using the mean prediction
squared error scaled by the variance of the response, as a 'scale
free' criterion for evaluating different regression algorithms.
E.g.
Generate X_train, Y_train, X_test, Y_test from true f. X_test/Y_test
are generated without noise, maybe?
Use X_train, Y_train
2005 May 19
1
logistic regression: differential importance of regressors
Hi, All. I have a logistic regression model that I have run. The
question came up: which of these regressors is more important than
another?
(I'm using Design)
Logistic Regression Model
lrm(formula = iconicgesture ~ ST + SSP + magnitude + Condition +
Expertise, data = d)
Coef S.E. Wald Z P
Intercept -3.2688 0.2854 -11.45 0.0000
ST 2.0871 0.2730 7.64
2005 Sep 06
0
MASS: rlm, MM and errors in observations AND regressors
Hello,
I need to perform a robust regression on data which contains errors in BOTH
observations and regressors. Right now I am using rlm from the MASS package
with 'method="MM"' and get visually very nice results. MASS is quite clear,
however, that the described methodologies are only applicable to
observation-error only data (p. 157, 4th Ed.). So here's the questions now:
2007 May 05
1
dynamically specifying regressors/RHS variables in a regression
Does anyone know if there is a way to specify regressors dynamically
rather than explicitly?
More specifically, I have a data set in "long format" that details a
number of individuals and their responses to a question (which can be
positive, negative, or no answer). Each individual answers as many
questions as they want, so there are a different number of rows per
individual.
For each
2009 Feb 12
2
beginner's question: group of regressors by name vector?
dear r-experts: there is probably a very easy way to do it, but it eludes
me right now. I have a large data frame with, say, 26 columns named "a"
through "z". I would like to define "sets of regressors" from this data
frame. something like
myregressors=c("b", "j", "x")
lm( l ~ myregressors, data=... )
is the best way to create new
2010 Jan 12
0
[Solved][Code Snippets] Dropping Empty Regressors
To make a long story short I was doing some in-sample testing in which some
dynamically created regressors would end up either all true or all false
based on the validation portion. In my case a new mainframe configuration
(this is a crappy way to handle a level shift but I do what I can.) So here
is the code snippet that finally let me pre-check my regressors and drop any
of them that were all
2003 Aug 27
1
Problem in step() and stepAIC() when a name of a regressors has b (PR#3991)
Hi all,
I've experienced this problem using step() and stepAIC() when a name of a
regressors has blanks in between (R:R1.7.0, os: w2ksp4).
Please look at the following code:
"x" <-
c(14.122739306734, 14.4831100207131, 14.5556459667089,
14.5777151911177,
14.5285815352327, 14.0217803203846, 14.0732571632964,
14.7801310180502,
14.7839362960477, 14.7862217992577)
2010 May 05
1
Predict when regressors are passed through a data matrix
Hi everyone,
this should be pretty basic but I need asking for help as I got stuck.
I am running simple linear regression models on R with k regressors where k
> 1. In order to automate my code I packed all the regressors in a matrix X
so that lm(y~X) will always produce the results I want regardless of the
variables in X. I am new to R but I found this advice somewhere so I guess
it is
2009 Jan 21
1
Joint significance of more regressors in summary
Dear All,
I was wondering if it is possible to generate a regression summary (it does
not matter at this stage if from an lm or for example a glm estimate) in
which to obtain the joint significance of a set of regressors?
Examples could be looking at the joint significance level of a polynomial,
or of a set of exogenous variables of which is of interest the linear
combination suggested by the
2009 Dec 08
0
Holiday Gift Perl Script for US Holiday Dummy Regressors
##### BEGIN CODE ######
#!/usr/bin/perl
######
#
# --start, -s = The date you would like to start generating regressors
#--end, -e = When to stop generating holiday regressros
# --scope, -c = D, W for Daily or Weekly respectively (e.g. Does this week
have a particular holiday)
# --file, -f = Ummm where to write the output silly!
#
# **NOTE** The EOM holiday is "End of Month" for
2019 Apr 12
0
Re: nbdkit, VDDK, extents, readahead, etc
On Thu, Apr 11, 2019 at 06:55:55PM +0100, Richard W.M. Jones wrote:
>As I've spent really too long today investigating this, I want to
>document this in a public email, even though there's nothing really
>that interesting here. One thing you find from search for VDD 6.7 /
>VixDiskLib_QueryAllocatedBlocks issues with Google is that we must be
>one of the very few users out
2007 Jun 16
1
fSeries - Ox - ver: 240.10068 - Steps to make it work
-Bugs and fixes reported to Diethelm Wuertz.
-In the interim. To make the Ox functions part of the fSeries package work please follow the following steps.
-------------------------------------------------
1. Install R-project.
2. Install fSeries.
3. Download: http://www.core.ucl.ac.be/~laurent/G@RCH/site/xbdcons/garch42.zip (G@RCH package for Ox)
4. Download:
2010 Dec 16
1
predict.lm with new regressor names
Hi all,
Suppose:
y<-rnorm(100)
x1<-rnorm(100)
lm.yx<-lm(y~x1)
To predict from a new data source, one can use:
# works as expected
dum<-data.frame(x1=rnorm(200))
predict(lm.yx, newdata=dum)
Suppose lm.yx has been run and we have the lm object. And we have a
dataframe that has columns that don't correspond by name to the
original regressors. I very! naively assumed that doing
2012 Sep 17
0
arima forecast without the first order of auto-regressor
Hi, I want to predict using airma, but I want to predict using t-2 or t-3,
instead of t-1
right now the arima() function doesn't allow me to do that, it will alwasy
return with variable t-1 ,
what is the way to skip that variable?
thanks ®ards
--
View this message in context: http://r.789695.n4.nabble.com/arima-forecast-without-the-first-order-of-auto-regressor-tp4643412.html
Sent
2003 Sep 01
1
Arima with an external regressor
Hello,
Does anybody know if the function arima with an external regressor (xreg)
applies the auto correlation on the dependant variable or on the residuals.
In comparison with SAS (proc autoreg), it seems that the auto correlation
applies on the residuals but i'd like to have the confirmation.
I want to estimate:
Y[t] = a[1]*X[t] + a[2] + E[t]
with E[t]=b[1]*E[t-1]
Should I use :
arima(Y,
2012 Jul 07
0
regressor & autoregressive error?
Hello,
I am using R for fitting parameters of a time series model.
The model is as below.
Y(t) = mu + a*X(t) + YN(t)
where YN(t) = b*YN(t-1) + innovation
and Z(t) follows N(0,1).
The main obstacle for me is the autoregressive error term, YN(t).
I can't figure out how to estimate the parameters (mu, a, b) with usual
'arima' function in R.
What I have tried is....
1. Do the