similar to: estimate distributed lag model using matrix algebra

Has anyone writtent an R function for estimating linear models with distributed lags(using matrix algebra)? Y(t) = Bo + B1Xt-1+ B2Xt-2+e Thanks, --------------------------------- [[alternative HTML version deleted]]

Hi guys, I am afraid I am stuck with an estimation problem. I have two variables, X and Y. Y is explained by the weighted sum of n lagged values of X. My aim is to estimate the two parameters c(alpha0,alpha1) in: Yt = Sum from j=1 to n of ( ( alpha0 + alpha1 * j ) * Xt-j ) Where Xt-j denotes the jth lag of X. I came up with this approach because I thought it would be a good idea to estimate

Here are another three problems with logarithmic scales: 1) segments() does not work with logarithmic scales. I suggest to change lines 962-973 in "plot.c": for (i = 0; i < n; i++) { if (FINITE(xt(x0[i%nx0])) && FINITE(yt(y0[i%ny0])) && FINITE(xt(x1[i%nx1])) && FINITE(yt(y1[i%ny1]))) { GP->col = INTEGER(col)[i % ncol];

"contour" can't return a list of contours (it would be nice) "arrows" has different options from S-PLUS (no "open" or "rel" options, no "lwd" parameter or graphics parameter pass-through; "size" in S corresponds to "length" in R). [I know we needn't follow S-PLUS syntax slavishly, but it would be nice at least to

Dermot MacSweeney pointed out to me that after my "fix" of legend(), points were no longer coming out placed in the middle of the lines, but at the right-hand edge. It turns out that naively swapping the order of point-drawing and line-drawing also messes up the bookkeeping that legend() does on the current x-location. Here's my patch, which fixes that bookkeeping (and incidentally

Perhaps I should have submitted this as a bug so that it would be officially tracked. It's not a big deal, but here it is again (I can't remember which version this patch is against, but I don't think legend() has changed since then ...) Basically, the problem is that if you want to have "opaque" points that overlay lines (rather than using type="b" and having

Hi all, I want to estimate parameters from a VARMA(p,q)-Modell. The equations of the model or the model structures is given by: Xt=beta1+beta2*Xt-1+beta3*Yt-1+epsilon1 Yt=beta4+beta5*Yt-1+espilon2 epsilon1 and espilon2 are white noise. Xt is given by a vector of n elements e.g. (2, 4, 7, 9, …,n)’ and Yt is given by a vector of n elements e.g. (4,9,12,17,…,n)’. The lineVar from

Hi all, Can I run a cointegrating regression, for example delta Xt=a1(Yt-1-cXt-1)+E1t and delta Yt=-b1(Yt-1-cXt-1)+E2t with R were Xt and Yt are non stationary time series at t a,b,c are parameters and E1t and E2t are error terms at t. Yt-Xt is stationary Any suggestions are welcome. Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing

I'm having trouble creating a looping variable and i can't see wher ethe problem arises from any hep gratfully appreciated First create a table x<-table(SURVEY$n_0,exposed) > x exposed False True Under 16 24 1 16-19 68 9 20-24 190 37 25-34 555 204 35-44 330 87 45-54 198 65 55-64 67 35 65+

I have a question about pooling or "stacking" several time series ?samples? (sorry in advance for the long, possibly confusing, message). I'm sure I'm revealing far more ignorance than I'm aware of, but that's why I'm sending this... [Example at bottom] I have regional migration flows (?samples?) from, say, regions A to B, A to C, B to A, ?., C to B (Noted as

Hello all, * * I'm having some difficulty, and I think the problem is with how I'm using append() nested inside a for loop. The data are: y,x 237537.61,873 5007.148438,227 17705.77306,400 12396.64369,427 228703.4021,1173 350181.9752,1538 59967.79376,630 140322.7774,710 42650.07251,630 5382.858702,264 34405.82429,637 92261.34614,980 144927.1713,1094 362998.7355,1420 203313.6442,1070

Le 31/05/2017 ? 17:30, Serguei Sokol a ?crit : > > More thorough reading revealed that I have overlooked this phrase in the > line's doc: "left and right /thirds/ of the data" (emphasis is mine). Oops. I have read the first ref returned by google and it happened to be tibco's doc, not the R's one. The layout is very similar hence my mistake. The latter does not

Dear R developers, I needed to align the title of legend for some of my plots. If there is interest to include this into base R, bellow are the examples and the relevent diffs. Regards, Gregor x <- 1:10 y1 <- 1.5 * x y2 <- 2.0 * x y <- cbind(y1, y2) source(file=url("http://gregor.gorjanc.googlepages.com/legend.R")) matplot(x, y, type="l", lty=c(1, 2)) ##

[The part about S (S-plus and R being dialects of S) programming (at the end) makes me cc'ing this to R-devel. MM] On R-core, >>>>> "Paul" == Paul Murrell <paul@stat.auckland.ac.nz> writes: Paul> hi (i) the problem with the positioning of the legend in your Paul> barplot example: Paul>

I have made a minor hack to "legend" (in R 1.0.0, but I didn't notice any changes to legend in the 1.0.1 NEWS) to allow the legend to be formatted in multiple columns, or horizontally (number of columns <- number of legend items). (I find this helpful when I have lots of legend items and not a lot of vertical space to squeeze the legend into.) (Another hack I've considered

When legend() is used with the angle argument as follows, not only the boxes beside the legend text, but also the whole legend box is filled with shading lines. I think this is not intended: plot(1:10) legend(8, 4, c("A", "B"), angle=c(10, 80), fill=NULL, density=20) I'd suggest as a fix (legend.R of R-1.5.0): 25c25 < rect2 <- function(left, top, dx, dy,

Dear R users, i am using locfit package developed by loader in R software, my problem is that as i am doing independont forecast using locfit object , i am able to do independont forecast for more than one years simultaniously. But when i am doing one year forecast(single) this code is giving following error... "Warning message: 'newdata' had 1 rows but variable(s) found have 24

Dear R users, I still feel new to R so please apologize if I am doing something stupid here. My use of the polygon() function produces a result that I cannot comprehend: In a plot, I would like to shade the area below a normal distribution. However, I do not want the entire area to be shaded, but just the area on the right side of a vertical line that I draw through the distribution (in

On Sun, 27 Jul 2008, S Ellison wrote: > Looking at the legend() source the filled box line colour is hardcoded : > if (mfill) { > if (plot) { > fill <- rep(fill, length.out = n.leg) > rect2(left = xt, top = yt + ybox/2, dx = xbox, dy = ybox, > col = fill, density = density, angle = angle, > border =

Hi, How do I can make a lagged scatterplot of two variables: Yt (nao) versus Xt-h (mei) if they have the following structure: >series mei nao Jan 1950 -1.036 0.55 Feb 1950 -1.133 3.31 Mar 1950 -1.259 0.81 Apr 1950 -1.027 1.60 May 1950 -1.399 -1.73 Jun 1950 -1.366 1.26 Jul 1950 -1.300 -0.87 . . . I've tried with lag.plot but I don't understanf how to use it Thanks in