Displaying 20 results from an estimated 3000 matches similar to: "How does the lm() function work?"
2003 Apr 17
2
Testing for Stationarity of time series
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
2003 Nov 19
2
Correction for first order autocorrelation in OLS residuals
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
2003 Sep 04
3
: RODBC column length>255
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
2003 Mar 07
5
Moving average
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
2004 Mar 24
0
Job Vacancy
www.kssg.com a pricing consulatancy based in Manchester (UK) are seeking an
experienced statistical analyst.
Candidates must be eligible to work in the EU. If you are interested please
send an updated CV to jonesw@kssg.com .
Company Overview
KSS is a leading provider of pricing and revenue management systems for the
Retail and Petroleum sectors. Our business applications help our clients get
2003 May 08
2
Returning the p-value of a factor analysis
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
2003 Oct 22
1
: Prediction interval for a Gaussian family log-link model
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)
2003 Jul 16
5
Sorting a data frame
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
2004 Feb 12
1
Almost Ideal Demand System
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
2003 Apr 09
2
Building function libraries
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
2004 Apr 02
1
GARCH
Hi there fellow R-Users,
Can anyone recommend a good book on the theory and practice of applying
GARCH models.
Also, does any one know of any R related subject material in addition to
library(tseries).
Regards
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
2004 Apr 22
1
lme correlation structure error
Hi there fellow R-users,
I am trying to follow an example of modelling a serial correlation structure
in the textbook "Mixed Effects Model in S and Splus".
However, I am getting some very odd results. Here is what I am trying to
run:
library(nlme)
data(Ovary)
fm1<-lme(follicles~sin(2*pi*Time)+cos(2*pi*Time),data=Ovary,random=pdDiag(~s
in(2*pi*Time)))
### The example is fine up
2004 Jul 19
5
converting character strings to eval
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
2003 Apr 03
1
Na handing with time series objects
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
2004 May 07
0
loess and as.POSIXct
Hi there fellow R-users,
I have just upgraded to R version 1.9.0 from R version 1.7.1 for Windows.
Im trying to use the loess smoother where the X-variable is an as.POSIXct
variable.
The following works fine with R1.7.1 but not with R1.9.0.
Here is the example:
dates<-c('2003-08-03','2003-08-10','2003-08-17','2003-08-24','2003-08-31','2
2003 Sep 02
0
: Creating a Package with Windows XP.
> 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
2003 Nov 21
0
gls with serial correlation
Hello there fellow R users,
Im trying to fit a gls model to data which has serial correlation in the
errors e(t)=p*e(t-1).
However I dont seem to be having much luck in erradicating the
autocorrelation in the residuals.
I have created the following example.
library(nlme)
x<-rnorm(100)
y<-3+2*x
y<-y+arima.sim(100,model=list(ar=(0.6)))+rnorm(100,0,0.2)
#Create a data set with first
2004 Apr 02
0
FW: GARCH
> > 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,
2003 Sep 02
2
FW: Creating a Package with Windows XP.
> 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
2004 Jun 09
3
market-basket analysis in R
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