similar to: image weirdness

I am using R on unix version 63.0 I am doing an image plot of the following data file: ================================ lag1 lag2 cif2d 0.000 0.000 NaN 0.000 1.000 0.500000 0.000 2.000 0.489831 0.000 3.000 0.492986 0.000 4.000 0.493409 0.000 5.000 0.492727 0.000 6.000 0.494485 1.000 0.000 0.500000 1.000 1.000 NaN 1.000 2.000 0.495098 1.000 3.000 0.489831 1.000 4.000 0.492986 1.000 5.000

I think my problems are coused by a fundamental R incompatibility in how matrices are stored and the usual way of specifying Cartesian coordinates. When I do data<-read.table("~/r/rt/data/unif/6cbcif2d.out",header=TRUE) x<-unique(data$lag1) y<-unique(data$lag2) z<-matrix(data$cif2d,length(y),length(x)) This z matrix is printed apparently correctly from a Cartesian point of

Hello, I have a question on unit root test with urca toolbox. First, to run a unit root test with lags selected by BIC, I type: > CPILD4UR<-ur.df(x1$CPILD4[5:nr1], type ="drift", lags=12, selectlags ="BIC") > summary(CPILD4UR) The results indicate that the optimal lags selected by BIC is 4. Then I run the same unit root test with drift and 4 lags:

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is

Hi, how to estimate a the following model in R: y(t)=beta0+beta1*x1(t)+beta2*x2(t)+...+beta5*x5(t)+beta6*y(t-1)+beta7*y(t-2)+beta8*y(t-3) 1) using "lm" : dates &lt;- as.Date(data.df[,1]) selection&lt;-which(dates&gt;=as.Date("1986-1-1") &amp; dates&lt;=as.Date("2007-12-31")) dep &lt;- ts(data.df[selection,c("dep")]) indep.ret1

Full_Name: Ben Cooper Version: 1.5.0 OS: linux Submission from: (NULL) (134.174.187.90) The help page for glm.nb (in MASS package) says that it takes "Any other arguments for the glm() function except family" One such argument is start "starting values for the parameters in the linear predictor." However, when called with starting values glm.nb returns: Error in

Hello guys .. I would like to have some help about as.table . I made a table with the autocorrelations of the returns whit 10 lags and i get this : autocorrelazione2 <- as.table(c((cor(r2[-1151,],lag(r2))),(cor(r2[- c(1151,1150),],lag(r2, k=2))),(cor(r2[- c(1151,1150,1149),],lag(r2, k=3))),(cor(r2[- c(1151,1150,1149,1148),],lag(r2, k=4))),(cor(r2[- c(1151,1150,1149,1148,1147),],lag(r2,

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is advisable to

Hi all, I have run a ridge regression on a data set 'final' as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it

Hello all, I need to figure out a way to lag a variable in by a number of days without using the zoo package. I need to use a remote R connection that doesn't have the zoo package installed and is unwilling to do so. So that is, I want a function where I can specify the number of days to lag a variable against a Date formatted column. That is relatively easy to do. The problem arises when I

Dear Members, Greetings! I would like to know how to create the lag variable for my data. # Load data and create time series object ---- oil <- read_xlsx("crudefinal.xlsx") pricet=ts(oil$price, start = c(2020, 22), frequency = 365) roilt=ts(diff(log(oil$price))*100,start=c(2020,22),freq=365) # Fit MSW model ---- roilt.lag0 =

I include the argument pty="s" to image, but still when I make an image by the method > postscript("rstuff/test.ps") > tauseq<-seq(0,1,.5) > cif2d.image(x,,y,tauseq) > dev.off() the image plot created is NOT square. I thought pty="s" would make it square. Generally it would be nice if the image saved to disk were like the one we see while in R

I'm currently working with some time series data with the xts package, and would like to generate a forecast 12 periods into the future. There are limited observations, so I am unable to use an ARIMA model for the forecast. Here's the regression setup, after converting everything from zoo objects to vectors. hire.total.lag1 <- lag(hire.total, lag=-1, na.pad=TRUE) lm.model <-

Hello, I can`t figure out how can increase the velocity of the fitting data by nls. I have a long data .csv I want to read evry time the first colunm to the other colunm and analisy with thata tools setwd("C:/dati") a<-read.table("Normalizzazione.csv", sep=",", dec=".", header=F) for (i in 1:dim(a[[2]]]) { #preparazione dati da analizzare

Hello I'm only user of R and have many little knowledge in programming but I permit to send you some whishes/suggestions for R. which.min like which(), which.min() should also include an argument arr.ind. Note that one can have it with which(a==min(a), arr.ind=TRUE) but if there is a reason to build a special function which.min, why not add also this nice argument? lag() If one wants to

Hi, I was wondering if there is a more efficient way of handling the following method of creating a lagged value in a data frame without using the recursive 'for(i in 1:n)' loop and without using as.ts #Steps to creating a lag variable in a data frame 'my.dat.fr' # with 275 columns, 2400 rows of numbers and factors . The #variable x is a factor of #with five different levels the

Hi R, I have doubt. >x= c(4,5,6,3,2,4,5) >acf(x,plot=F,lag.max=1) Autocorrelations of series 'x', by lag 0 1 1.000 0.182 But if I actually calculate the autocorrelation at lag1 I get, >cor(x[-1],x[-length(x)]) [1] 0.1921538 Even in excel I get 0.1921538 value. So, I want to know what the 'acf' function is calculating here....

I am sure that this sort of thing has been asked and answered before, so in case my suggestions don't work for you, just search the archives a bit more. I am also sure that it can be handled directly by numerous functions in numerous packages, e.g. via time series methods or by calculating running means of suitably shifted series. However, as it seems to be a straightforward task, I'll

Dear Bert, Thank you very much.This works. I was wondering if the fact that I want to create new variables (sorry for not stating that fact) makes any difference? Thank you again. Sincerely, Milu On Sun, Mar 25, 2018 at 10:05 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > I am sure that this sort of thing has been asked and answered before, > so in case my suggestions

Dear all, I have weekly data by city (variable citycode). I would like to take the average of the previous two, three, four weeks (without the current week) of the variable called value. This is what I have tried to compute the average of the two previous weeks; df = df %>% mutate(value.lag1 = lag(value, n = 1)) %>% mutate(value .2.previous = rollapply(data = value.lag1,