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On Mon, 24 May 2004 12:00:46 +0200 v.demartino2@virgilio.it wrote: > Working - among other things- in the field of (short & long term) electricity > forecast, * * * > we have to comply with the Tramo-seats closed-source procedure (http://www.bde.es/informes/be/docs/dt0014e.pdf) > to deal with seasonality of electricity monthly time-series, in line with > the methodology

Dear Colleagues would someone know a suitable online-source for information regarding the TRAMO SEATS method for time series ? (an alternative to X12 ARIMA and earlier ARIMAs used by the US census bureau) Cheers -- ----------------------------- Soren Wilkening Principal Consultant phone: +49-30-96080121 wilkening at censix.com CENSIX Consulting Statistics, Surveys, Censuses

Working - among other things- in the field of (short & long term) electricity forecast, we are now using too many & too expensive pieces of licensed software: SAS, SPSS, EViews. This "sedimentation" is due to the fact that my predecessors in the past used different consultant companies to manage each procedure. Having attended the useR2004! Conference with the aim of assessing

Are any seasonal adjustment programs, like Tramo/Seats, Census X12 ARIMA or Berliner Verfahren implemented in R? I am doing a simulation study and I don't know how to adjust the series in R. The possibility to access external the exe.files of the seasonal adjustment programs seems to be quite difficult. Can anyone help me? Thanks, Ingo

I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao

Dear R People: When looking at the previous postings regarding TRAMO-SEATS, I am somewhat puzzled. Is it true that we CANNOT replicate TRAMO-SEATS because of licensing or ownership issues, please? If not, would anyone be interested in an R version of it, please? Thanks, Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston -

Hi all Does someone know how can I alter the range of some variables in a 'ternaryplot' of the 'vcd' package, with the aim of make a zoom in some region of the plot? Thank you in advance Sincerely, Juan Carlos =================================== Juan Carlos Mart?nez Ovando Banco de M?xico Direcci?n General de Investigaci?n Econ?mica Cinco de Mayo No. 18, 4? Piso A Col.

Is anyone aware of a way to seasonally adjust time series data using X-12 ARIMA and TRAMO/SEATS from within R? I know that that one can seasonally adjust data with gretl, which I understand offers some level of R integration. However, all the examples I've seen of gretl/R integration involve working interactively with gretl, while here I want to work interactively with R and call gretl in the

Hello all, I'm working with different models that where implemented in DOS system each one, but for doing comparisons between them I require to put some of the results in an unified data form for all the models. I wonder if some of you have the knowledge of one function in R that enable me the invocation of DOS execution files inside the R application to allow me doing an R interface with

Hello, I am hoping someone can help me with the following multivariate issue: I have a model consisting of about 50 covariates. I would like to reduce this to about 5 covariate for the reduced model by combining cofactors that are strongly correlated. Is there a package or function that would help me with this in R? I appreciate any suggestions. Thanks, Ian

The ovirt-awake script is no more in the path, only in /etc/init.d/ so the ovirt script return a command not found. I did little dirty fix in /etc/init.d/ovirt : diff --git a/scripts/ovirt b/scripts/ovirt index 160c3d3..d9e50a2 100755 --- a/scripts/ovirt +++ b/scripts/ovirt @@ -41,7 +41,7 @@ ovirt_start() { if [ -s $krb5_tab ]; then krb5_tab= fi - ovirt-awake

I'm searching a method to estimate the hyper-parameters in arima models. I'm reading about r-inla package, but in the examples section only talk about the AR part of the arima, but i need help about the MA part too. I'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, but the computacional cost of inla i think is better, but only

The purpose of this patch is to add support for the matahari qmf agent package (http://git.et.redhat.com/?p=matahari.git;a=summary) to the node. The following actions are taken: 1. Deprecate ovirt-identify-node and ovirt-listen-awake by removing them from the autotools scripts, the rpm spec and the node startup scripts. 2. Remove ovirt-listen-awake and ovirt-identify-node completely. 3. Add

This patchset removes ovirt-identify-node and ovirt-listen awake. It adds startup script support for the matahari qmf agent, which takes over the responsibility for communicating node hardware capabilities to the ovirt-server. On the server side, host-browser has had its node identification functionality replaced by a new script, host-register, which is what interfaces with the matahari qmf agent

Now the execution order for the ovirt sysvinit scripts is: ovirt-early -> ovirt-awake -> ovirt -> ovirt-post Signed-off-by: Darryl L. Pierce <dpierce at redhat.com> --- scripts/ovirt | 2 +- scripts/ovirt-awake | 1 + scripts/ovirt-early | 1 - 3 files changed, 2 insertions(+), 2 deletions(-) diff --git a/scripts/ovirt b/scripts/ovirt index 752564a..d2e338d 100755

>From 1ca6e713d0c23279a6800e6dfb4a76ab4250f56f Mon Sep 17 00:00:00 2001 From: Arthur CLEMENT <aclement at linagora.com> Date: Tue, 16 Mar 2010 16:36:50 +0000 Subject: [PATCH] Function typo fixed. Move the sourcing of NODE_CONFIG forward to not override the $OVIRT_RUNTIME_MODE read from karg Signed-off-by: Arthur CLEMENT <aclement at linagora.com> --- scripts/ovirt-awake | 7

Hi, i'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, I'm looking for a example of transformation of ARIMA in a state space equivalent to use the dlm package and calcualte the hyperparameters. Someone can help me about it?. If it's possible with a arima(1,0,1) example, or more complex model. While I have more examples best for me.

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 My ultimate goal is to best fit time series by comparing AICs and BICs (as in Bayesian) from arima() and nnet(). I looked at the arima.R source code, but I am afraid I do not understand it. What I only miss really is the number of parameters p, where: AIC = n*log(S/n) + 2*p with S the squared residuals and n the number of observations. Can I get p

Hi all, First: I have a small line of code I'm applying to a variable which will be placed in a matrix table for latex output of accuracy measures: acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts, stepwise=FALSE), h=365)), digits=3). The time series referred to is univariate (daily counts from 12-10-2010 until 5-8-2010 (so not 2 full periods of data)), and I'm working on

>From b3c03b4a7c6b0072012ffc2533c63775fc9eff5f Mon Sep 17 00:00:00 2001 From: Arthur CLEMENT <aclement at linagora.com> Date: Wed, 10 Mar 2010 16:15:40 +0000 Subject: [PATCH] ovirt-awake runs alone now, doesn't need anymore to be lauch by /etc/init.d/ovirt Signed-off-by: Arthur CLEMENT <aclement at linagora.com> --- scripts/ovirt | 14 -------------- 1 files changed, 0