similar to: GARCH

Hi, Does anyone know if R has the functionality to calculate a simple moving average. I cant seem to find it in the help menu. thanks, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James''s Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh

Hi there fellow R-users, Can anyone tell me if there exits an R package that deals with serial correlation in the residuals of an lm model. Perhaps, using the Cochrane Orcutt or Praise Wilson methods? Thanks, Wayne Dr Wayne R. Jones Senior Statistician / Research Analyst KSS Limited St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713

Hi there, Does anyone know if R has a function for testing whether a time series is stationary?? Thanks in advance, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh Floor St James's

Hello there fellow R-users, I am using the RODBC functionality to query a database. I am trying to read in a columns of strings which have a character field lengths greater than 255. The data.frame that I recieve back from the RODBC query only contains the first 255 characters (the rest having been truncated). Any help on how to solve this problem would be greatly appreciated. Reagrds Wayne

Hi there fellow R users, Has anyone got an R example of applying an Ideal demand system, possibly using the library systemfit?? Thanks Wayne Dr Wayne R. Jones Senior Statistician / Research Analyst KSS Limited St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street

HI there, Does anyone how I can build my own library of R functions? Regards, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh Floor St James's Buildings 79 Oxford Street Manchester M1

Hi there R-Helpers, Does anyone know if it is possible to sort a dataframe? I.e. Sort alphabetically column 1 ( which has some reocurring elements) then sort alphabetically column2 but keeping the order of column 1 constant; much the same way that the sort function works in Excel. Regards, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79

> Hi there fellow R-Users, > > I am trying to use the "package.skeleton" to create my own package with > R.1.7.1 on Windows XP Professional. > I have followed the package.skeleton example and have downloaded the > necessary files found at http://www.stats.ox.ac.uk/pub/Rtools/tools.zip. > > and perl5, available via

Hello All, Does anyone out there know a way to decompose time series objects with missing values. A simple "na.omit" will not work since it does not preserve the time differences between succesive observations. Thanks in advance, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James''s Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161

Hi there fellow R-users, I'm stuck on this seemingly trivial problem. All I want to coerce a character string into a command. For example: x<-rnorm(20) y<-rnorm(20) str<-"lm(y~x)" I want to evaluate the "str" command. I have tried eval(as.expression(str)) But it doesn't seem to work. I am aware of the call command, but for reasons I won't go

Hi there, I cant seem to find a way for the lowess smoothing function to handle "NA" values. Can anyone help?? Regards, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James''s Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh Floor St

Dear all, Is there a test in R for the randomness of a sequence of observations (e.g. to test the random number generator)? Specifically I am looking for autocorrelations which are not necessarily linear in nature, which the acf function does not seem to be flexible enough to detect as it tests for linear autocorrelation. Thanks in advance, Paul.

Hi there fellow R-users, Does anyone know if there exists a package for associated rules data mining (market basket analysis) in R. I have tried searching CRAN but with no luck. Regards Wayne KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company Registration Number 2800886 Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305

> > Hi there fellow R-Users, > > > > Can anyone recommend a good book on the theory and practice > > of applying > > GARCH models. > Hello Wayne, * Campbell, John, Lo, Andrew W., MacKinlay, A. Craig, The Econometrics of Financial Markets, 1996, Princeton, NJ: Princeton University Press. http://pup.princeton.edu/titles/5904.html * Enders, Walter,

Hi there fellow R users, R has many different clustering packages (e.g. mclust,cluster,e1071). However, can anyone recommend a method to deal with data sets that contain categorial and continuous variables? Regards Wayne KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company Registration Number 2800886 Tel: +44 (0) 161 228 0040 Fax: +44 (0)

Hi there fellow R-users, Does anyone know of a function which does exactly what knearneigh{spdep} (finds the k nearest neighbours) does in the package spdep but for more than 2D data? Regards Wayne KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company Registration Number 2800886 Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305

Hi there fellow R-users, Does anyone know if there is a package for k nearest neighbours prediction as opposed to classification? I have found the package knncat but can't see a way to adjust it to predict a continuous variable. Any help would be great, Regards Wayne Jones KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company

Hi. I hope you can help me... I have fitted the following ARIMA model: arima1<-arima(bigspring$log.volume, order=c(0,1,2)) I need to predict 30 days ahead. I used following code predict(arima1,n.ahead=30,se=T) However I get 30 predictions, but from predictions 2:30 I get the same predictions. Why is this? What am I doing wrong Thanks Catherine KSS Ltd Seventh Floor St

Hi there, Does anyone know how to explicitly refer to the p-value of thet test that the chosen number of factors is significant in a factor analysis. It's not in the list of values for the factanal command output yet it is printed out with the results. Thanks in advance. Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79 Oxford Street

Hi there fellow R-users, Can anyone tell me how to build a prediction interval for a gaussian log-link model for the reponse variable?? I can find the standard error of the predictions but I cant seem to find the prediction interval. Is there a way I can calculate the prediction interval from the standard errors?? Here's the example: logX<-rnorm(100)