similar to: X-12-ARIMA

Dear All, Would anyone happen to have tips on how to do a pseudo-additive seasonal decomposition in R? I am working on a ca. 20 year monthly time series on species abundance data, with annual peaks of varying magnitude and zero abundances between the seasonal occurrences. I have tried to use the package "x12", which utilizes x12arima, but without luck so far. More specifically, I am

Dear people, I'm running RedHat 9.0 and R : Version 1.7.1 (2003-06-16) from the help file # Usage: # # filter(x, filter, method = c("convolution", "recursive"), # sides = 2, circular = FALSE, init) # init: for recursive filters only. Specifies the initial values of # the time series just prior to the start value, in reverse # time

Hi, Last week, while trying to compile IceCast2 from CVS on several Debian machines (sid, woody, sarge), I encountered a problem where autoconf told me to file a bug report, which I did with Debian's reportbug utility. here's the answer from Ben Pfaff, who's in charge of Autoconf at Debian, which you may find interesting to read. hth. bye, PS: I've not tested his suggestion

I am having a puzzling problem with bloomberg connection. When i  run from R prompt some code that has .... library(Rbbg) conn <- blpConnect(throw.ticker.errors = FALSE) print("connected") ... I establish connection every time and then proceed to get data when i run this code from R prompt. However, when i run this from a batch script, i get the following error output from Rbbg:

Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable

I'm having a great deal of trouble replicating x12 ARIMA's F-test used to detect moving seasonality. According to all literature I could find, the test is apparently a 2-way ANOVA with year and month as factors for the SI ratios determined by x12's smoothing algorithm. Note the SI ratio is simply the detrended series. The summary I get from manually running this 2-way ANOVA using the

Dear users, i'm using the sem package in R, because i need to improve a confermative factor analisys. I have so many questions in my survey, and i suppose, for example, that Question 1 (Q1) Q2 and Q3 explain the same thing (factor F1), Q4,Q5 and Q6 explain F2 and Q7 and Q8 explain F3... For check that what i supposed is true, i run this code to see if the values of loadings are big or not.

Struggled a whole day, but still could not get DCOM working on my machine. What I did is: 1. Installed R 2.8.1 under folder "../R/R-2.8.1" 2. Installed R_Scilab_DCOM3.0-1B5 under folder ".. \R\(D)COM Server" 3. Installed packages: rscproxy_1.0-12, RExcelInstaller_3.0-10, rcom_2.0-4... 4. run the following commands: library(rscproxy) library(rcom)

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

I have a 45 x 16 data frame consisting of dissimilarities among 10 colors, giving in each column the 45 = 10*9/2 pairwise judgments for one of 16 subjects. The rownames identify each pair of colors, e.g, "AC" = ("A","C"), and the pairs are ordered by columns in the lower triangle of each distance matrix. > helm.raw <-

Hi guys, I am using the blp() function from RBloomberg package which returns a matrix of prices with the columns corresponding to the security name and the columns to the date. When I have a look at the matrix I can see the rownames (dates) on the left of the prices but when I call the rownames() function it returns me a NULL value. It worked perfectly until I had to reinstall the RBloomberg

Hi there, I got the following errors when starting an application with wine. Can give anyone a hint what I have to change? Thanks Script started on Thu 05 Jun 2008 07:14:55 AM CEST marc at debian:~/.wine/drive_c/blp/Wintrv$ wine wintrv.exe ALSA lib ../../../src/seq/seq_hw.c:457:(snd_seq_hw_open) open /dev/snd/seq failed: No such file or directory fixme:thread:NtQueryInformationThread Cannot

Hello, I have a matrix (class matrix) composed of GridCell (row and column). The matrix value is the beta diversity index value between two grids. Now I would like to get the average value of each GridCell. Please kindly advise how to make the calculation. Thank you. Elaine The matrix looks like (cited from Michael Friendly) I would like to get the average value of each color. Obs

Hello, I am trying to export the results from symnum() while maintain their readability. I tried using sink to text file and also copying and pasting but the results end up looking like this: > symnum(c5.s) bC bED bEN bLP bLS bPA bPD bPR p bbContag 1 bbED + 1 bbENN_MN + B 1 bbLPI , , , 1 bbLSI + B B , 1 bbPAFRAC , * * , * 1 bbPD , B B

Dear All, when I try to call blpConnect() in order to open a connection to the Bloomberg on my machine, I receive following error message: R version 2.15.1 (2012-06-22) rJava Version 0.9-3 RBloomberg Version 0.4-150 Java environment initialized successfully. Looking for most recent blpapi3.jar file... Adding C:\blp\API\APIv3\JavaAPI\v3.4.8.1\lib\blpapi3.jar to Java classpath

Hi, Vikram and I are beginning work on a native R package to interface into X-12-arima. We have looked through gretl, and previous discussions on kludgy interfaces involving calls to the x12a binary. Our aim is to port as much of the functionality as possible with native R objects, and to do away with the archaic file-based interface of X-12-arima. Our estimate is that

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

I am using StatET/Eclipse successfully, but RBloomberg does not want to play ball: > conn <- blpConnect(log.level="finest") R version 2.14.2 (2012-02-29) rJava Version 0.9-3 RBloomberg Version 0.4-151 Java environment initialized successfully. Looking for most recent blpapi3.jar file... Adding C:\blp\API\APIv3\JavaAPI\v3.4.6.6\lib\blpapi3.jar to Java classpath Error in

On Thu, Jul 18, 2013 at 12:15 AM, Ben Pfaff <blp@nicira.com> wrote: > On Wed, Jul 17, 2013 at 6:06 AM, Qiu Yu <unicell@gmail.com> wrote: >> After some digging in openvswitch code. My wild guess is that vlan tag >> reconfiguring triggered iface_configure_qos (vswitchd/bridge.c), which >> in turn called netdev_set_policing to reset ingress policing rate. >>

Hi, I've written some code that fetches data from an Access Database (2003), processes the data, then saves the modified data back into a table in the Access database. It works if I only pass through the code once, but if I put a loop around the code so that I fetch data from a different source table, and then save it again to a different destination table, the code crashes. It is