similar to: modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)

Hello all, I use arima to fit the model with fit <- arima(y, order = c(1,0,1), xreg = list.indep, include.mean = TRUE) and would like to use predict() to forecast: chn.forecast <- rep(0,times=num.record) chn.forecast[1] <- y[1] for (j in 2:num.record){ indep <- c(aa=chn.forecast[j-1], list.indep[j,2:num.indep]) # this is the newxreg in the

I have a question on scope/reference/value type of variables with 'R'. The issue cam up first when I look at the arima code. I see code like: myupARIMA <- function(mod, phi, theta) { . . . . mod } Then armafn <- function(p, trans) { . . . . Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) . . . . res <- .Call(R_ARIMA_Like, x,

Hello,guys: Recently, I am working on a seasonal ARIMA model. And I met some problem in the forecasting. Now I just want to know that How does R perform the predict procedure(the predict formula, the initial setting of errors,etc.)? I run the following commands and get the original code of the "predict" command, but I can't read it. Can anybody explain it to me? Thanks! saji from

When I run predict.Arima in my code, I get warnings like: Warning message: In cbind(intercept = rep(1, n), xreg) : number of rows of result is not a multiple of vector length (arg 1) I think this is because I'm not running predict.Arima in the same environment that I did the fit, so the data object used in the fit is no longer present. Looking at the predict.Arima source,

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

I guess this is more r-devel than r-help. Note, I am just the messenger - I have no idea what the user is trying to model here. arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0: *** caught segfault *** address 42400000, cause 'memory not mapped' Traceback: 1: .Call(R_getQ0, phi, theta) 2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) 3: arima(x, c(1, 0, 1), c(1,

getQ0 function is used in arima. I am trying to recode arima function in perl ( I have to use this function in grid. We have restrictions to install R package in large set of machines ) The getQ0 acts differently for same kind of input ( I hope ). > init [1] 18.368400 0.415422 0.415422 > arma [1] 1 1 0 1 1 1 0 > transform.pars [1] 1 > trarma = .Call(stats:::R_ARIMA_ transPars,

Hello all, I''m having fun again with the arima function. This time I read in: http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm <<It has recently been suggested (by a reliable source) that using xreg in arima() does NOT fit an ARMAX model [insert slap head icon here]. This will be investigated as soon as time permits.>> (by R.H. Shumway & D.S. Stoffer)

Hello, I have daily wind speed data and need to fit seasonal ARIMA model, problem is that my period is 365. But when I use arima(...) function, with period 365, I?m getting error message: ?Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) : maximum supported lag is 350?. Can someone help me with this problem? Thank you Sincerely yours, Laura Saltyte

Dear R users, I am trying to simulate some multitrait-multimethod models using the packages sem and psych but whatever I do to deal with models which do not converge I always get stuck and get error messages such as these: "Error in summary.sem(M1) : coefficient covariances cannot be computed" "Error in solve.default(res$hessian) : System ist f?r den Rechner singul?r: reziproke

Hello everyone, I was trying to fit an arima model to a daily historical data, but, for some reason, havent been able to. I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing the number of transits for a particular vessel. The following messages are produced by R: dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2), seasonal=list(order=c(0,1,2), period=365),

Hi R, Seems like the maximum seasonal 'q' parameter for the ?arima is 350. Any way, where we can increase this? Since I am working on 3 year (q=252*3) and 5 year(q=252*5) returns, I may require this option. Thanks. > fit=arima(r,c(3,0,0),seasonal = list(order = c(0, 0, 500), period = NA));tsdiag(fit);fit$aic Error in makeARIMA(trarma[[1L]], trarma[[2L]], Delta, kappa) :

I want to modify the arima function. Can anyone can tell me what are the objects: R_ARIMA_transPars,R_ARIMA_Like, R_ARIMA_Invtrans, R_ARIMA_undoPars...? Thanks. best regards. YG --------------------------------- [[alternative HTML version deleted]]

Hi Team, I am running ARIMAX with TSA package. my code is fit2 <- arimax(yseries, order = c(1,0,1),xtransf = data.frame(X1var),transfer=list(c(1,0))) my question is 1st Q.--> If I need to take difference of X1var then what should i do?. What i am doing like submitting R code as X1vard <- diff(X1var) and then i am including in the xtransf. Same time if i need to take difference of

I am working on a script that takes numeric performance indicators and runs them against a series of regressors (dummy regressors, yes\no stuff via 0 and 1, e.g. Was is Christmas this week 0=no, 1=yes). The script is as follows (Written as a function): -- Begin Script -- doEnv <- function(HOUR,ENVNAME,REPORTNAME) { library(RODBC) library(forecast) library("geneplotter")

Hi, I am trying to understand exactly what xreg does in arima. The documentation for xreg says:"xreg Optionally, a vector or matrix of external regressors, which must have the same number of rows as x." What does this mean with regard to the action of xreg in arima? Apparently somehow xreg made the following two arima fit equivalent in R: arima(x, order=c(1,1,1), xreg=1:length(x)) is

hi: you should probably send below to R-Sig-Finance because there are some econometrics people over there who could also possibly give you a good answer and may not see this email ? Also, there's package called mar ( I think that's the name ) that may do what you want ? Finally, I don't know how to do it but I think there are ways of converting a multivariate arima into the

As I am reading ?arima, only NA entries in the argument fixed= imports. The following seems to indicate otherwise: x <- arima.sim(model=list(ar=0.8), n=100) + (1:100)/50 > t <- 1:100 > mod1 <- lm(x ~ t) > > init1 <- c(0, coef(mod1)[2]) > fixed1 <- c(as.numeric(NA), 0) > > arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init1, fixed=fixed1)

Dear R-help-archive.. I am trying to figure out how to make arima prediction when I have a process involving multivariate time series input, and one output time series (output is to be predicted) .. (thus strictly speaking its an ARMAX process). I know that the arima function of R was not designed to handle multivariate analysis (there is dse but it doesnt handle arma multivariate analysis, only