similar to: time series functions?

I have just downloaded rsept.zip and rseptbeta.zip for Windows 95 and I think that is a GREAT product. 1st: I want to know the differences between them. 2nd: I'm interested very much in time series analysis, but watching the html help there is not any function (for ex. like the S-Plus functions acf pacf and arima functions etc). If there is some pacages to plug-in with documentation

I have just downloaded rsept.zip and rseptbeta.zip for Windows 95 and I think that is a GREAT product. 1st: I want to know the differences between them. 2nd: I'm interested very much in time series analysis, but watching the html help there is not any function (for ex. like the S-Plus functions acf pacf and arima functions etc). If there is some pacages to plug-in with documentation

Paul Gilbert has informed me of his DSL library for time series functions. However, it does not work for the Windows 95/98 version of R. He says that this work entails compiling the fortran into the appropriate DLL but he neither has the tools nor the expertise to do this. Has anybody on the list done this already? Or has anybody at least been able to just write some code for performing some

I have a problem with my dynamically loaded code in R not finding pow_ii, which for some time I thought was because library f2c is not on my Sparcstation. However, I have now been experiencing the same problem in Linux, with all the proper libraries in place. My incomplete understanding of elf and shared libraries does not help, but when compiling a complete program I usually muddle through.

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast

Hello out there, in their "R Complements" to Modern Applied Statistics W. Venables and B. Ripley say that there is a lack of time series related functions in R compared to S plus. Looking at CRAN I didn't find much, too. As I have to learn something about +-basic ts analysis, e.g. spectral analysis, I would like to know whether somebody has developed a "unpublished" time

Howdy What I 'd like to analyze with a large data on building permits is to find time series effect of urban policy on buildings as well as cross-sectional effects in any. In 1990 the specialZone urban policy was introduced. I guess that the effects of this specialZone policy would be different from countys. There are counties that do not welcome this specialZone forced to design it. One of

A slightly revised version of my DSE package for multi-variate time series analysis is now available at <www.bank-banque-canada.ca/pgilbert>. This version works with R 0.90.1 (and not with R 90.0 or earlier versions). It can also be installed with install.packages(c("syskern", "tframe", "dse"),

A slightly revised version of my DSE package for multi-variate time series analysis is now available at <www.bank-banque-canada.ca/pgilbert>. This version works with R 0.90.1 (and not with R 90.0 or earlier versions). It can also be installed with install.packages(c("syskern", "tframe", "dse"),

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

Hello, Using the dse package I have estimated a VAR model using estVARXls(). I can perform forecasts using forecast() with no problems, but when I try to use simulate() with the same model, I get the following error: Error in diag(Cov, p) : 'nrow' or 'ncol' cannot be specified when 'x' is a matrix Can anyone shed some light on the meaning of this error? How can I

Dear R People: Is there a package for arima modeling of multiple time series, please? I think that Dr. Paul Gilbert may have one, but I'm drawing a blank on the package name. Thanks in advance, Sincerely, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com

Hello to everyone! I have a question for you..I need to predict multivariate time series, for example sales of 2 products related one to the other, having the 2 prices like inputs.. Is there in R a function to do it? I saw dse package but I didn't find what a I'm looking for.. Could anyone help me? Thank you very much Giusy -- View this message in context:

Hello, Sorry a second time again, Maybe I have to add that I'm running R under Windows 2000/XP, and that the download works properly under 1.062 but not under 1.070. Diethelm >Date: Tue, 10 Jun 2003 19:25:33 +0200 >To: r-devel@stat.math.ethz.ch >From: Diethelm Wuertz <wuertz@itp.phys.ethz.ch> >Subject: dse package - load failure >Cc: pgilbert@bank-banque-canada.ca

Am using R on a Linux box and am currently writing an interactive R script. 1. How do I ask a user to press any key to continue ? I used a system call to read but this only works if the Enter key is pressed: print("Press any key to continue") system("read") 2. How do I get a string input from the user? Would like to see an R function, say askget(): delay =

I'd like to play with ARIMA models of stock prices, but I am a complete novice. Could some kind soul explain the relationship among packages "ts", "tseries", "dse", "dse2", and "fracdiff"? Are they 'competing' products or does one depend on another? Where would be the best place for a novice to begin? Thanks for any advice. PS. I

>>>>> "Jose" == Jose Ramon G Albert <toots at info.com.ph> writes: Jose> I have just downloaded this freeware version of R (which seems Jose> to be a clone of S). I was wondering if anyone knows where I Jose> could obtain R or S functions which provide nonparametric Jose> regression curves, e.g. kernel estimators or smoothing Jose> splines.

Are there any libraries in R that can do discriminant analysis? Lily Elloso Research Division Statistical Research and Training Center (SRTC) Quezon City, Philippines -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in

In R 0.63 RINSTALL of a package with documentation still appears to clobber R/doc/html/function.html and R/doc/html/packages.html so the main help is no longer available to a user once a package is installed. I know how to work around this for my own purposes, but I hesitate to release a package that would do this to some unsuspecting user. Paul Gilbert

In R-devel (Aug 15) I am getting some warnings "Objects documented but missing from the code:" The ones I have checked are definitely in the code, so I suspect there is a bug in this check. I'm very busy today and then away until after the projected release of the new version so I cannot follow up on this as carefully as I would like to. I expect the problem is reproducible with dse