similar to: tseries object

Dear R experts, I am trying to estimate an ARMA 2,2 model with garch errors. I used the following code on R 2.9. #library library(fGarch) #data data1<-ts(read.table("C:/Users/falcon/Desktop/Time Series/exports/goods1.csv"), start=c(1992,1), frequency=12) head(data1) #garch garchFit(formula.mean= ~arma(2,2),formula.var=~garch(1,1), data=data1) but get this error: >

I'm having some trouble figuring out latest.start in the tframe package. The results seem a bit cloudy. Sample session: > library(ts) > library(tframe) Loading required package: syskern > t1<-ts(c(1,2,3,4,5),start=1) > t2<-ts(c(1,2,3,4,5),start=2) > earliest.start(tbind(t1,t2)) [1] 1 1 > earliest.start(tbind(t2,t1)) [1] 1 1 > latest.start(tbind(t2,t1)) [1] 1 1

Have you seen how these sub-one-cent companies take off on Good News? For the past two months, every one we have brought you has shown Amazing Appreciation. At such a low price even the smallest Gain means a Significant Percentage Return. We called (P)(P)(T)(L) as one to watch on Friday because of a Highly Anticipated Report from the Field. It moved up 13% on Friday and the news

Have you seen how these sub-one-cent companies take off on Good News? For the past two months, every one we have brought you has shown Amazing Appreciation. At such a low price even the smallest Gain means a Significant Percentage Return. We called (P)(P)(T)(L) as one to watch on Friday because of a Highly Anticipated Report from the Field. It moved up 13% on Friday and the news

Hi, It would be better to give an example. If your dataset is like the one attached: con<-file("Trial1.txt") ?Lines1<- readLines(con) ?close(con) #If the data you wanted to extract is numeric and the header and footer are characters, dat1<-read.table(text=Lines1[-grep("[A-Za-z]",Lines1)],sep="\t",header=FALSE) dat1 #?? V1 V2 V3 V4 V5 #1? 38 43 39 44 45 #2? 39

Dear useRs, i want to split a matrix having 1116rows and 12 columns. i want to split that matrix into 36 small matrices each having 12 columns and 31 rows. The big matrix should be splitted row wise. which means that the first small matrix should copy values which are in first 31 rows and 12 columns of the big matrix. similarly 2nd small matrix should contain values from 32nd to 63rd row of the

hi Michael, am sorry for the incomplete reply . csv file data havinmg like this , >getSymbols("IBM") >weekly_data = to.weekly(week_name) >dataframe=data.frame(weekly_data) >outputfile_name="F:\\R-programs\\Outputfile.csv" >write.table(dataframe, file =outputfile_name,sep = ",",col.names =TRUE,row.names = T) > datafrom_table <-

I have a mix of CentOS 5, 6, and now 7 servers at work. There are enough of them now that it is starting to make sense for them to get updates from an internal source. I've seen RHN Satellite in years past. It looks like it may be a way to allow Windows admins here (familiar with WSUS) to update Linux boxes. A local repo might be easier to set up, but (as with Spacewalk) it seems like

Hi there, I''m using the Suse Enterprise 10 RC2 along with Xen 3.0.2 on X86-64 and I''m experiencing a problem with the network. I boot into the Xen kernel and everything works just fine. I can browse the net etc. However after a while the network stops responding completely. I am not sure what causes this to happen or what triggers it. After a few hours, the network just stops

Hi, I have a question about estimating IRT models by using nlme, not just rasch model, but also other models. Behavior Research Methods <http://www.springerlink.com/content/1554-351x/> Volume 37, Number 2 <http://www.springerlink.com/content/1554-351x/37/2/>, 202-218, DOI: 10.3758/BF03192688 Using SAS PROC NLMIXED to fit item response theory models (2005). Ching-Fan