Displaying 20 results from an estimated 6000 matches similar to: "Durbin Watson stat for ser. corr"
2009 Aug 03
1
Comparison of Output from "dwtest" and "durbin.watson"
Should "dwtest" and "durbin.watson" be giving me the same DW statistic and
p-value for these two fits?
library(lmtest)
library(car)
X <- c(4.8509E-1,8.2667E-2,6.4010E-2,5.1188E-2,3.4492E-2,2.1660E-2,
3.2242E-3,1.8285E-3)
Y <- c(2720,1150,1010,790,482,358,78,35)
W <- 1/Y^2
fit <- lm(Y ~ X - 1)
dwtest(fit,alternative="two.sided")
2009 Aug 05
2
Durbin-Watson
Hi,
I ran an experiment with 3 factors, 2 levels and 200 replications and as I want to test for residuals independence, I used Durbin-Watson in R.
I found two functions (durbin.watson and dwtest) and while both are giving the same rho, the p-values are greatly differ:
> durbin.watson(mod1)
lag Autocorrelation D-W Statistic p-value
1 -0.04431012 2.088610 0.012
Alternative
2002 Apr 19
4
Durbin-Watson test in packages "car" and "lmtest"
Hi,
P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap while the latter trying to calculated Durbin-Watson test. My question
2002 Feb 22
3
Cent. Mov. Ave
Dear R People:
Here is an interesting question(I think)
Suppose I want to calculate Centered Moving Averages; i.e.
x[1] <- ( sum(y[1:12]) )/12
x[2] <- ( sum(y[2:13]) )/12
and so on.
Of course, this is easily done through loops. However, I have
been trying to do this more elegantly, but have failed. I have
tried things like
j1 <- 1:109
j2 <- 12:120
x[1:109] <- ( sum( y[j1:j2])
2011 Aug 12
1
Which Durbin-Watson is correct? (weights involved) - using durbinWatsonTest and dwtest (packages car and lmtest)
Hello!
I have a data frame mysample (sorry for a long way of creating it
below - but I need it in this form, and it works). I regress Y onto X1
through X11 - first without weights, then with weights:
regtest1<-lm(Y~., data=mysample[-13]))
regtest2<-lm(Y~., data=mysample[-13]),weights=mysample$weight)
summary(regtest1)
summary(regtest2)
Then I calculate Durbin-Watson for both regressions
2005 May 19
1
Calculation of Durbin-Watson p-value
Sir,
I am unable to get the source code for Durbin-Watson test, as I want to calculate the p-value for Durbin Watson statistic using interpolation method. I sent this mail to r-help, but it was rejected, please suggest me some way. I will be highly greatful to you.
Thanks in advance
Ramesh
[[alternative HTML version deleted]]
2000 Aug 31
3
make problem
Dear R People:
I have the source for R version 1.1.1
on a UNIX system alpha-dec-osf4.
The ./configure works fine.
When I do the make, it works fine until it tries to build the
package tcklc.
I get an error of
Tk_Saf_Init not identified
Then it kicks out.
Any suggestions, please?
Thanks!
Sincerely,
Erin M. Hodgess, Ph.D.
Associate Professor
Department of Computer and Mathematical Sciences
2002 Apr 19
2
exponential smoothing
Dear R People:
Is there a function for exponential smoothing, please?
R version 1.4.1 for Windows.
Thanks in advance! Have a great weekend!
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Street
Houston, TX 77002
mailto: hodgess at uhddx01.dt.uh.edu
2000 Jul 12
1
function via source or fix
Hello R People:
Suppose I create a function, x.e, via the fix command:
> x.e <- fix(x.e)
When I type in x.e, the function code appears, along
with the name/number of the environment.
However, if I create a function, y.e, and source it in, when
I type in y.e, the function code only displays(no
environment).
Why is this, please? (It's not a bug....I just wondered).
I am using
2000 Oct 26
3
Tick marks for abline
Dear R People:
I am drawing graphs for a College Algebra class. I would like to have
the x and y axes, along with the lines that I am plotting. So I leave
off the axes, and use xlim and ylim. Then I add my abline(v=0).
However, I would like to have tick marks on the abline. How would I do
that, please?
Thanks in advance!
Sincerely,
Erin M. Hodgess, Ph.D.
Associate Professor
Department of
2003 Apr 02
4
Multivariate Time series
Dear R People:
Is there a library for Multivariate time series, please?
For some reason, I'm thinking that Dr. Paul Gilbert may have one?
R Version 1.6.2 (i've updated!) for Windows
Thanks so much!
Sincerely,
Erin Hodgess
University of Houston - Downtown
mailto: hodgess at uhddx01.dt.uh.edu
2013 Nov 25
2
Durbin Watson Test Bound in R
Hi,
How could I use R to check Durbin Watson Test Bound?
Best,
Rebecca
2002 Aug 10
2
fractals
Dear R People:
Does anyone have any code for Fractals, chaos,
or anything like that, please?
This is strictly for demo purposes...decorative only.
This is R version 1.5.1 for Windows.
Thank you in advance!
Have a great weekend!
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Street
Houston, TX 77002
2002 Jun 22
1
quality control pkg?
Dear R people
is there a module for quality control, please?
X bar charts, and such?
perhaps a contributed package?
Thanks in advance!
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Street
Houston, TX 77002
mailto: hodgess at uhddx01.dt.uh.edu
2002 Jan 23
1
No subject
Dear R People:
Here is a very simple question, please:
I have a data frame with the state name, state division, and population.
Note: state division is something like Atlantic, Mountain, etc.
I want to produce a table with the state division and the total of the
populations for the states within that division.
I've been messing with "table" but so far, no luck.
This is R1.3.1,
2001 Jul 23
1
Non R probability question
Dear R People:
Here is a non-R probability question, please:
There is a problem, originally posed from an American game show,
called "Let's Make a Deal."
A contestant makes a selection of one door, from Doors 1 through 3.
He or she knows that there are 2 goats and 1 car behind those doors.
Once the contestant makes the selection, say Door 2, then the host,
Monty Hall, tells him
2002 Jan 24
1
RE:
Hello,
Although your message is not very explicit about the structure of your data
frame,
I think you can get what you want by using a combination of the function
"split" and
the "apply" functions family: apply, lapply and sapply.
If you provide a more detailed organization of your data frame, perhaps we
can give
to you a more wiser advice.
Thanks,
Carlos.
P.S: By the way,
2001 Apr 23
1
Plot size
Hello, R People:
How do I change the size of a graph, please?
I tried par(cin=c(8.5,11))
and it said that
Warning message:
parameter "cin" can't be set in: par(args)
> par(fin=c(8.5,11))
> plot(xa,ya)
Error in plot.new() : Figure region too large
Also, can I set for portrait or landscape, please?
Thanks in advance!
Erin M. Hodgess, Ph.D.
Associate Professor
Department
2002 Apr 02
1
predict with arima0
Dear R People:
I'm trying to use the predict command on an arima0 object.
I do the following:
xm.arma <- arima0(xm2,order=c(1,0,1))
predict(xm.arma,n.ahead=2)
and I get the message:
Error in round(x, digits) : Non-numeric argument to mathematical function
Any ideas what the problem might be, please?
R version 1 4 1 on Windows.
Thanks in advance!
Sincerely,
Erin Hodgess
Associate
2002 Mar 11
3
Crime Time Series
Can anyone please recommend a good site for
crime related time series?
Thanks!
Erin
mailto: hodgess at uhddx01.dt.uh.edu
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