similar to: Fixed parameters in an AR (or arima) model

I'm using the fixed argument in arima. Shouldn't ar4, ar5, and ar6 display as zero in the output? Call: arima(x = window(log(hhprice), start = c(1990, 1), end = c(2003, 3)), order = c(7, 1, 0), xreg = window(ts.union(exa1 = lag(exa, -1), exa12 = lag(exa, -12), exb1 = lag(exb, -1), exc1 = lag(exc, -1), exc12 = lag(exc, -12)), start = c(1990, 1), end = c(2003, 3)),

hey can anybody help me? i have to simulate the richardson Arms race model on R.. for my simulation class...

Hello , I have estimated the following model, a sarima: p=9 d=1 q=2 P=0 D=1 Q=1 S=12 In R 2.12.2 Call: arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), optim.control = list(reltol = tol)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811

Dear all, The standard call to ARIMA in the base package such as arima(y,c(5,0,0),include.mean=FALSE) gives a full 5th order lag polynomial model with for example coeffs Coefficients: ar1 ar2 ar3 ar4 ar5 0.4715 0.067 -0.1772 0.0256 -0.2550 s.e. 0.1421 0.158 0.1569 0.1602 0.1469 Is it possible (I doubt it but am

Hi, Can anyone explain how the standard error in arima() is calculated? Also, how can I extract it from the Arima object? I don't see it in there. > x <- rnorm(1000) > a <- arima(x, order = c(4, 0, 0)) > a Call: arima(x = x, order = c(4, 0, 0)) Coefficients: ar1 ar2 ar3 ar4 intercept -0.0451 0.0448 0.0139 -0.0688 0.0010 s.e.

Hello R People: When using the arima function with the seasonal option, are the seasonal options only good for monthly and quarterly data, please? Also, I believe that weekly and daily data are not appropriate for seasonal parm estimation via arima. Is that correct, please? Thanks, Sincerely, Laura Holt mailto: lauraholt_983 at hotmail.com download!

Is it possible to fit a lagged regression, "y[t]=b0+b1*x[t-1]+e", using the function "lag"? If so, how? If not, of what use is the function "lag"? I get the same answer from y~x as y~lag(x), whether using lm or arima. I found it using y~c(NA, x[-length(x)])). Consider the following: > set.seed(1) > x <- rep(c(rep(0, 4), 9), len=9) > y <-

Estimados quería realizarles una consulta: Trabajo con una tabla con 23 registros, la cual tiene en la columna "*ar4*" valores de una variable llamada ranking para cada registro, y una columna "percentil" donde le voy a colocar el nivel de percentil en el que se encuentra ese valor (ar4) de cada uno de esos 23 registros. La tabla es la siguiente:: código padre n ar4

I've posted a question (http://www2.ambientdesign.com/forums/showthread.php?p=389042#post389042) at ArtRage forums regarding this issue. So, it seems that starting and closing AR3 works normally, except in one case: if the window is maximized and you close AR3 while it's still maximized. In this case, next start of AR3 will result in application running, but not showing on screen or panel.

Dear users, I tried to fit an AR(2) model to data. This the result: > arima(vw,c(3,0,0)) Call: arima(x = vw, order = c(3, 0, 0)) Coefficients: ar1 ar2 ar3 intercept 0.1052 -0.0102 -0.1203 0.0099 s.e. 0.0337 0.0339 0.0338 0.0018 sigma^2 estimated as 0.002934: log likelihood = 1293.16, aic = -2576.33 Now, ar2 is not significantly different from

Hello! Is there an (semi)automatic way to save registers used by a function? For example, on my target I have to store ar0-ar4 and gr0-gr4, gr5, gr6. For now I just emit huge prologue code to push them all to stack -- even if they are not modified at all. Is there a way to tell LLVM which registers must be stored, and have it automatically issue pushes/pops? I can live with current design,

Actually the docs for the Queue application say: 'w' -- allow the called user to write the conversation to disk via Monitor 'W' -- allow the calling user to write the conversation to disk via Monitor couldn't get these to work tho. Does this mean I can do one touch recording with agents, or does it mean I can use the monitor() command? Very confusing... Doug.

Hello , I have estimated the following model, a sarima: p=9 d=1 q=2 P=0 D=1 Q=1 S=12 In R 2.12.2 Call: arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), optim.control = list(reltol = tol)) Coefficients: ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8 ar9 0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811

Hi dear sirs, I am wondering why the fit of the time serie x with an arima and the fit of diff(x) with an arma (same coeff p & d) differ one from another here are the output of R: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% > modelarma<-arma(diff(x),c(7,5)) > modelarma Call: arma(x = diff(x), order = c(7, 5)) Coefficient(s): ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 0.06078

Anyone know why chanspy was not included in asterisk distribution as of October. ? I tried patching my current 1.0 but seems the patches are for an older version. I posted a bounty of $250 to get this to work with the newest stable. Needs be able to monitor bridged sip calls with or without a monitoring beep. Thanks John Bittner Simlab.net

I have a client requirement that multiple phones can be dialed, however they don't want the pstn phone to pick up automatically because of voicemail etc, nothing can be changed on the phones, how can I handle this requirement, by the way no zap channels are involved, all the pstn phones are behing another sip gateway.

Hi folks, I have a dataset that consists of counts over a ~30 year period at multiple (>200) sites. Only one count is conducted at each site in each year; however, not all sites are surveyed in all years. I need to impute the missing values because I need an estimate of the total population size (i.e., sum of counts across all sites) in each year as input to another model. >

i am trying to setup our hp unix server with samba 2.2.5 to authenicate via our ad user directory. Our NT structure is setup as follows: Active directories in mixed mode - 6 domain controllers one BDC here is a copy of my samba.conf # Samba config file created using SWAT # from ws00478.rbinc.com (10.27.52.184) # Date: 2002/10/04 08:38:08 # Global parameters [global] client code page = 437

Hello, Is there any reasonable way to monitor the health of replicated volume and sync it, if out of sync ? Regards,

This patch set is intended for the next merge window. They are just enhancements of the already merged patches or ia64 porting from x86 paravirt techniques and that their quality is enough for merge. This patch set is for binary patch optimization for paravirt_ops. The binary patch optimization is important on native case because the paravirt_ops overhead can be reduced by converting indirect