similar to: AR models

I used the AR modelling written for R (S) on blood pressure and heart rate signals. I used 60 one second samples and a model order of 20. I used the "ar" finction in the "ts" package. Given that blood pressure is measured in mmHg would the spectral density (on the graph displayed be [mmHg]sq/Hz ? And the heart rate is measured in Beats Per Minute (bpm) - so would the

Spoetry is a book on S+ by Patrick Burns available on the net at http://www.seanet.com/~pburns/Spoetry/Spoetry.pdf Its about 439 pages with 16 chapters. You can read all about it at http://www.seanet.com/~pburns/Spoetry/ Michael Lapsley

Help. I inadvertantly sent a private email to the list. Can someone stop the message? Michael Hart -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at

I have a list of measurements taken at 1 second samples in a vector (y). All I want to do is generate a regression through them, and obtain the residuals in another vector. I am currently using the 'line' function from the eda package to do this (ie : z <- line(time,y) rsd <- residuals(z) ) but this method does not handle NA values in the data. I would like to try to use the lm

Full_Name: Steven McKinney Version: 2.6.0 OS: OS X Submission from: (NULL) (142.103.207.10) Function ar() in package "stats" is showing a quirky bug. Some calls to ar() run to completion, others throw an error. The bug is reproducible by several people on different machines, however, the ar() function itself ends up throwing the error sporadically. Several calls to ar() may be

Hi, I was messing around with FireFly last night and got asterisk to crash hard. It looks like the bug is a division by zero in chan_iax2.c. I reproduced it and here are some infos I got from gdb: [Switching to Thread 245775 (LWP 23251)] 0x41154918 in calc_timestamp (p=0x816b710, ts=0, f=0x424eef24) at chan_iax2.c:2896 2896 int diff = ms % (f->samples / 8);

at the first invocation of rgui for R-0.65.0 under win95 the following occurred: ...snip Version 0.65.0 (August 27, 1999) ...snip > link.html.help() > options(htmlhelp=T) > help.start() If nothing happens, you have to open ` F:\RW0650\doc\html\index.html ' yourself /* browser open with index as aprropriate */ > help(plot) Error: 3 arguments passed to "show.help.item"

Well, I upgraded to a later release and have been having good luck (R vers. 0.65.0) I haven't upgraded my Red-Hat linux from 5.2 so I had to compile from source , ... so far so good. My problem is with the time series functions [library(ts)]. I'm trying to use the autocorrelation function-acf() and am having problems with it. mainly an error ERROR -Couldn't find function

hello, can some body help me to get the residuals and the variance of coefficient after an autoregressive fit. These values are present in the ar function of the package ts. But I don't know how to makes it work. thank you. meriema -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send

Hello I am facing a curious problem.I have a time series data with which i want to fit auto-regressive model of order p, where p runs from 1:9.I am using a for loop which will fit an AR(p) model for each value of p using the *ar.ols* function. I am using the following code for ( p in 1:9){ a=ar.ols (x=data.ts, order.max=p, demean=T, intercept=T) } Specifying the *order.max* to be p, it gives me a

Dears Sirs During my computational work I encountered unexpected behaviour when calling "ar" function. I want to select the order p of the autoregressive approximation by AIC criterion and sometimes an error occurs. Example: # time series

Here is my problem: Autoregressive models are very interesting in forecasting consumptions (eg water, gas etc). Generally time series of this type have a long history with relatively simple patterns and can be useful to add external regressors for calendar events (holydays, vacations etc). arima() is a very powerful function but kalman filter is very slow (and I foun difficulties of estimation)

Dear R users, I have been trying to obtain the MLE of the following model state 0: y_t = 2 + 0.5 * y_{t-1} + e_t state 1: y_t = 0.5 + 0.9 * y_{t-1} + e_t where e_t ~ iidN(0,1) transition probability between states is 0.2 I've generated some fake data and tried to estimate the parameters using the constrOptim() function but I can't get sensible answers using it. I've tried using

good day everyone! i have a time series (andong.ts) and fitted and AR() model using the following code andong.ts <- ts(read.table("D:/.../andong.csv", header = TRUE), start = c(1966,1), frequency = 1) ar(andong.ts) Call: ar(x = andong) Coefficients: 1 2 3 0.3117 0.0607 0.0999 Order selected 3 sigma^2 estimated as 0.8443 I am aware that my model is now

Dear list, I am trying to re-analyse something. I do have two time series, one of which (ts.mar) might help explaining the other (ts.anr). In the original analysis, no-one seems to have cared about the data being time-series and they just did OLS. This yielded a strong positive correlation. I want to know if this correlation is still as strong when the autocorrelations are taken into account.

A binary distribution of R-0.64.2 for Windows is available at <CRAN>/bin/windows/windows-NT (at least at Wien). Enjoy it. guido masarotto Windows News (since R0.64.2) rw0651 ====== New function savePlot() to save plots to wmf, gif or ps. There is now support for help via compiled HTML files (as used by the latest Microsoft products): set options(chmhelp=TRUE) to

A binary distribution of R-0.64.2 for Windows is available at <CRAN>/bin/windows/windows-NT (at least at Wien). Enjoy it. guido masarotto Windows News (since R0.64.2) rw0651 ====== New function savePlot() to save plots to wmf, gif or ps. There is now support for help via compiled HTML files (as used by the latest Microsoft products): set options(chmhelp=TRUE) to

A binary distribution of R-0.64.2 for Windows is available at <CRAN>/bin/windows/windows-NT (at least at Wien). Enjoy it. guido masarotto Windows News (since R0.64.2) rw0651 ====== New function savePlot() to save plots to wmf, gif or ps. There is now support for help via compiled HTML files (as used by the latest Microsoft products): set options(chmhelp=TRUE) to

Dear R specialists, I'm working with time series and want to investigate the relationship between two time series by correlation analysis or by fitting a gen. lineair model to the plot of x(timeserie1) and y(timeserie2). Lin1 <- data.frame( Nr = c(1:lengte), NDII = window(ts.mNDII,c(1998,10),c(2003,11)), InvERC = window(Inv.ERC,c(1998,10),c(2003,11)) )

Dear friends. I just downloaded tseries dated 27.10.99 (from Aalborg, Denmark) and it seems it lacked something, library ts was not available ? What to do ? > library(tseries) Loading required package: ts Warning: There is no package called `ts' > > Best wishes Troels Ring, M.D Department of Nephrology Aalborg, Denmark tring at mail1.stofanet.dk