similar to: Error with arima()

Dear R list I have an m * n matrix P and a vector V of length n containing indices for rows in P. For each of the m columns I want to extract the value in the row specified by V, and put these values into a new vector W of length n. At present I am doing this with a for.... loop, but I imagine there is a faster way that doesn?t involve loops. If anyone knows the way I would be most grateful.

Dear list, If anyone knows how to assign dimnames to matrices or arrays I would be most grateful for help. I've tried various permutations of likely-looking code but get error messages every time. I could find no example in the documentation. Many thanks, Dan Bebber Department of Plant Sciences University of Oxford South Parks Road Oxford OX1 3RB UK Tel. 01865 275000

I am plotting subsets of my data, using ylim. This works fine, but the outer margin line widths of the plot are thin, due to clipping. If I include > trellis.par.set(clip=list(panel = "off")) then the outer margin line widths are fine, but the outlying data is visible. Is there any way of achieving both correct margin line widths and clipping of outlying data? Thanks, Dan Bebber

Hello, My data are numbers of trees in plots sampled in a number of forest stands. Some stands were subjected to a treatment, others not. Several plots were sampled per stand to get a better idea of what the stand means were, but replication is really at the stand level. Therefore I think this is a split-plot design. I would like to know whether the treatment affected the number of trees, so:

Hi, I'm trying to go through the examples for function arima0() in ts package, i.e, >data(lh) >arima0(lh, order = c(1,0,0)) each time the call to arima0() causes a segmentation fault. I checked the earlier version (1.1.1) of R, the function arima0 works fine. Tracing the call indicates that the function "setup_starma" (in pacf.c under ts) interprets the addresses of the

What is the difference between arima and arima0?

Dear R list: I modelled changes in a variable (mconc) over time (d) for individuals (replicate) given one of three treatments (treatment) using: mconc.lme <- lme(mconc~treatment*poly(d,2), random=~poly(d,2)|replicate, data=my.data) summary(mconc.lme) shows that the linear coefficient of one of the treatments is significantly different to zero, viz. Value Std.Error

I did a regression with ARMA errors using arima0 with ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1) or ari<-arima0(y,order=c(2,0,2),xreg=reg1) where reg1 is the matrix of the regressors and when I see diag(ari$var.coef) I get negative terms. Do you know what this mean ? I try to change transform.pars to 0 or 1 but this crash R on Windows. Is it possible to test the significativity

HI, there, When i use R, i tried to use function arima(), it complains: Error: couldn't find function "arima" But when I type "help.search("arima") ", I got arima() poped up.. arima(ts) ARIMA Modelling of Time Series arima.sim(ts) Simulate from an ARIMA Model arima0(ts) ARIMA Modelling of Time Series -- Preliminary

Hello, I would like to study time series with ARIMA and GARCH models. I installed R-Plus and its libraries but when I try to execute the function arima0, It answers that the function does not exist. Could you help me or give me references of papers dealing with arima and garch in R-Plus? Thanks Beno?t, ___________________________________ Mr. Beno?t LACHERON Rue de l'industrie, 44, 1040

Dear R People: Here is some output from AR and ARIMA functions: > xb <- arima.sim(n=120,model=list(ar=0.85)) > xb.ar <- ar(xb) > xb.ar Call: ar(x = xb) Coefficients: 1 0.6642 Order selected 1 sigma^2 estimated as 1.094 > xb.arima <- arima(xb,order=c(1,0,0),include.mean=FALSE) > xb.arima Call: arima(x = xb, order = c(1, 0, 0), include.mean = FALSE)

Dear List, I have circular data comprising direction and size for a number of observations. I wish to calculate statistics such as the mean direction and concentration for these data. I note that the CircStats package only deals with angular data (i.e. "Each observation is treated as a unit vector or a point on the unit circle". There appears to be no facility for weighting

Motivated by the discovery of 'loglet analysis' (http://phe.rockefeller.edu/LogletLab/) that allows one to decompose growth curves into a series of logistic equations, I attempted to do the same thing in R. SIMULATED DATA Time <- 1:200 pop.size <- SSlogis(Time,10,20,5) + SSlogis(Time,20,100,20) + rnorm(length(Time)) MY ANALYSIS results <- nls(size ~ SSlogis(Time, Asym1, xmid1,

Dear list, Apologies, I have sent this message before but received no replies so I'm trying again just in case... Motivated by the discovery of 'loglet analysis' (http://phe.rockefeller.edu/LogletLab/) that allows decomposition of growth curves into a series of logistic equations, I attempted to do the same thing in R. #SIMULATED DATA Time <- 1:200 pop.size <-

Dear All, R 1.9.1, Windows When copying and pasting a few lines from the 'predict.Arima' help, I get an error message: > data(lh) > predict(arima(lh, order = c(3,0,0)), n.ahead = 12) Error in eval(expr, envir, enclos) : Object "xreg" not found On the other hand, the following is OK: > data(lh) > predict(arima0(lh, order = c(3,0,0)), n.ahead = 12) $pred Time

hallo to all I've to calculate an arima model and I need only the first and 365 th parameter and also the sar1 and the intercept, so I'm traing with: arima(X,order=c(365,0,0),seasonal=list(order=c(1,0,0),..),fixed=c(NA,rep(0,363),NA,NA,NA),transform.pars=F) but the error answer is: Error in polyroot(z) : polynomial degree too high (49 max) also there are problems in allocating memory

Hi, I have a suggestion for the fonction arima and arima0. I think you should not call the constant an intercept because it creates confusion. It is not really an intercept but a mean. For an AR(1) the intercept mu should be defined as: X(t)=mu + phi X(t-1) + e(t) What you call intercept mu is rather defined as (X(t)-mu) = phi (X(t-1)-mu)) + e(t) which is not a common way to define an

Hi, I am trying to estimate an ARIMA model in the case where I have some specific knowledge about the coefficients that should be included in the model. Take a classical ARIMA (or even ARMA) model: P(B) X(t) = Q(B) epsilon(t), where X(t) is the data, epsilon is a white noise, B is the backward operator and P and Q are some polynoms. Additionally, assume that you know in advance how P and Q

Full_Name: Ahmad Abu Hammour Version: rw0651 OS: windows 95 Submission from: (NULL) (63.23.128.44) Although I know that "ts package" is preliminary, I wanted to compare the results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in standard errors of coefficients from R and real figures from SPSS. I changed "delta" in R to match that used by SPSS, I received

Dear list, there are now >400 packages available on CRAN. Would it be useful to classify these packages according to what they do (e.g. classification, graphics, spatial statistics), to assist the user in finding the appropriate package for their problem? Or perhaps the search facility is enough. I would attempt such a classification, but my knowledge of statistical methods isn't good