similar to: Error from StructTS

Hi I'm using fracdiff package to estimate the parameters of a fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted to have also the filtered series and the series of residuals. I understand these are calculated in the subroutine fdfilt, in the program fdcore.f, but I can't manage to get them out. Any suggestion would be much appreciated Thanks Susana Barbosa

Dear all: I want to modify the 'StructTS' function from the 'stats' package. First, I am writing a working copy of the original version and got some problems. I have two versions of the function plus the original one. The first version is the same code as the 'StructTS' function: StructTS.v1 <- function (x, type = c("level", "trend",

Hi, I am using the fracdiff package to estimate the parameters of an ARFIMA(1,d,1) model. I would also like to get the residuals of the series. I have seen another post about this (below). However, being still quite at the beginner level in terms of R, I did not quite understand how this worked. I also read through the fracdiff package manual with no success to find any help with the

I apologize in advance if I picked the wrong list to post this to. I have made an effort to find the answers to these questions on CRAN, but if they are there, I couldn't find them, and I was going to email the developer of StructTS directly but could not find who that is. I have 2 interrelated questions about StructTS 1. Where can I obtain the source code for StructTS if I wanted to

Hi all, I've experienced this problem using StructTS(x) when the *first* element of x is a NA (R:R1.7.0, os: w2ksp4). Please look at the following code: a=rep(1:7,10) library(ts) #this works StructTS(a) #this works x=a x[2]=NA StructTS(x) #this doesn't work x=a x[1]=NA StructTS(x) The last command returns this error "Error in optim(init[mask], getLike,

Dear all, I am applying the StructTS function in ts-package. For some time series the program terminates and the following error appears: Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0, : L-BFGS-B needs finite values of fn Do someone know what do I have to adjust in the original time series to avoid this error? It works fine for some subsets of the

Dear all, I'd like to discuss about a possible bug in function StructTS of stats package. It seems that the function returns wrong value of the log-likelihood, as the added constant to the relevant part of the log-likelihood is misspecified. Here is an simple example: > data(Nile) > fit <- StructTS(Nile, type = "level") > fit$loglik [1] -367.5194 When computing the

Dear All, I am trying to fit a structural time series model using the StructTS function (package stats) with only 2 seasons (summer and winter). More than 2 seasons work fine but with 2 seasons I get this error: > fit <- StructTS(y.ts, type="BSM") Error in T[cbind(ind + 1L, ind)] <- 1 : subscript out of bounds I have looked at Prof. Ripley's 2002 RNews article but cannot

Hello, Does anybody know if (and how) it is possible to obtain standard errors of estimated variances from StructTS? (R 2.10.0). Thank you in advance, Giovanni

Dear R-bugs I have been studying the StructTS function (in package 'stats') and functions supplied with it. I think I have found a few minor bugs in the documentation. I am referring to the version of StructTS supplied with the release R 2.0.0. Output from 'version' platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status

To whomever it may concern, I'm a young Industrial Engineer working on Senior Design at Georgia Tech and have found the StructTS method to be excellent for the training set for my forecasting project. There's only one problem: I don't actually understand what a Structural Time Series IS. I've looked up resources on it, and get that essentially you're dividing the Time

In the examples for StructTS -- ($RHOME)/library/stats/man/StructTS.Rd -- could par(mfrow = c(4, 1)) plot(log10(UKgas)) plot(cbind(fitted(fit), resids=resid(fit)), main = "UK gas consumption") become plot(log10(UKgas)) par(mfrow = c(4, 1)) plot(cbind(fitted(fit), resids=resid(fit)), main = "UK gas consumption") ## Note that par was moved down This makes the plot of UKgas

Dear All I would like to use the StructTS function in the ts library to fit the ' BSM ' model. I have some, probably basics, questions about the model and about the function(s): 1) How can I check the statistical significance of the estimated parameters(variances)? 2) Is there some way to find what component "dominate" the series? 3) Is there a function to produce

Hello everybody! I'm quite new using R and i'm trying to develope a function, but i have a problem. What i want to build is something like an objects vector. I have a list with two tables, and after or next to them, I want to add more tables or vectors to that list one by one. But i cannot find how to do it! Does someone can help me? I will be very grateful for any of your help!

Dear All I would like to use the StructTS function in the ts library to fit the ' BSM ' model. I have some, probably basics, questions about the model and about the function(s): 1) How can I check the statistical significance of the estimated parameters(variances)? 2) Is there some way to find what component "dominate" the series? 3) Is there a function to produce

Estimad en s, quería realizar una consulta Dado un data frame llamado aves, como puedo sustiuir las variables area, dist y distm por sus logaritmos en base10 y volver a crear un data frame? Muchas gracias Saludos Susana [[alternative HTML version deleted]]

Dear Sirs, I would like to kindly ask for your assistance on the folllowing issue. After uploading the most updated the versions of some libraries (namely: survival and nlme) I became unable to open R. Every time I try to open R a dialogue box pops up with the following message: --------------------------- Information --------------------------- Fatal error: unable to restore saved data in

Hi all I am one recent user of R and have a few doubts I did a binomial GLM with 3 - factor and now I have to test contrasts to identify that treatments are different. I know that the contrasts are used in ANOVA, it is not incorrect to use them in GLM? there is a way to do contrasts between treatments for GLM as a Tukey for the ANOVA? Susana

Hola Javier, Intenta los siguientes cambios g4 <- function(codigo_llega, n_caracteres){ codigo_llega <- as.character(codigo_llega) if(n_caracteres == 6) res <- substr(codigo_llega, start=0, stop=4) else res <- codigo_llega res } g4 <- Vectorize(g4) x <- c('Jorge Velez','Javier Marcuzzi','Daniel Merino','Susana deus Alvarez', 'Carlos

Not for all users but for some. I'm using samba 3.0.20 running on Fedora Core 3. Security = ADS, winbind works and getent passwd returns local unix accounts plus the domain accounts as expected. It also returns a lot of entries like: 6811ff15281f4d19bdc:x:18004:10000:Anel Susana Esquivel:/export/private/6811ff15281f4d19bdc:"/sbin/nologin" I suspect these are accounts in a