similar to: Multivariate ARMA Model

Hi R-Community, I have two correlated time series X[t] and Y[t]. X[t] can be modeled as X[t] = a[1]X[t-1] + a[2]X[t-2] + e[t] + b[1]e[t-1] + b[2]e[t-2] + c[0]Y[t] where e[t] is a white noise process. Is there a way to estimate the coefficients a[1], a[2], b[1], b[2] and c[0]? Much thanks in advance, Hagen Schm?ller -- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und

Hi R-Community, I have a vector of Weibull distributed observations and I would like to estimate the parameters "shape" and "scale" of the Weibull distribution. Is there a way to do this in R? Much thanks in advance, Hagen Schm?ller -- ----------------------------------------------------------------------- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und

Hi R-Community, I estimated a VARMA model with bft in dse1 without input: A(L)yt = B(L)et I got the auto-regressive polynomial array A and the moving-average polynomial array B, but how can I access the covariances of the white noise et (disturbance vector), e.g. for simulation? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schm??ller Leiter Forschungsgruppe Stromerzeugung

Hello, I am trying to get a library for statistical computing. For example, I have to compute the ARIMA parameters of time series and I?d like to do that out of my C/C++ or Fortran source code. The thing I already managed is how to get the standalone library "Rmath", but in this library the ts-modul is not included. Thus, my question is: How can I get a library including the

Hello, Using the dse package I have estimated a VAR model using estVARXls(). I can perform forecasts using forecast() with no problems, but when I try to use simulate() with the same model, I get the following error: Error in diag(Cov, p) : 'nrow' or 'ncol' cannot be specified when 'x' is a matrix Can anyone shed some light on the meaning of this error? How can I

I am trying to understand how to fit an ARMAX model with the arima function from the stats package. I tried the simple data below, where the time series (vector x) is generated by filtering a step function (vector u, the exogenous signal) through a lowpass filter with AR coefficient equal to 0.8. The input gain is 0.3 and there is a 0.01 normal white noise added to the output: x <- u

(My apologies if this is a repeated posting. I couldn't find any trace of my previous attempt in the archive.) I'm having trouble with forecast() in the dse2 package. It works fine for me on a model without a trend, but gives me NaN output for the forecast values when using a model with a trend. An example: # Set inputs and outputs for the ARMA model fit and test periods

Hi all, I need to do massive simulations in the next two years. I estimated that I will need about 64GB memory, if I do not want to split up the calculations. Additionally I would like to have it as fast as possible. Can R handle multi-core processors and can all standard operating systems handle the same amount of memory and speed? Perhaps someone could point me to a webshop that sales

Hi everyone, I noticed that MallocInst and FreeInst have been removed from the LLVM IR as well as the language reference[1]. May I propose that at least some placeholder is left in that document telling the reader that these instructions have been removed. This should be kept in at least until there is one official release that does not support these instructions anymore. The same goes for

Hi I can install RWinEdt if I start R with administrator rigths, but it does not paste my code to the console. I found advice in the link below how to manage the problem, but it did not work, any other idea? http://yusung.blogspot.com/2009/01/rwinedt-and-windows-vistawindow-7.html Thanks a lot,Johannes >From: Uwe Ligges <ligges_at_statistik.tu-dortmund.de> >Date: Sun, 08 Nov 2009

Hi, I work in a kitchen production factory and I try to predict sales of kitchen for an horizon of 12 weeks, and I have to turn into account promotions. My sales are express in number of command, my promotion are express with dummy variables. (1 if promotion, 0 else). The first problem is that my time serie contain a trend and a seasonality. (but the serie is stationary) I use the VAR function

dear All, I have the following problem: I need to calculate an h-step ahead forecast from a var model (estimated with a dse1 method estVARXls), which in turn will be used as an input for another model as conditioning data, so I need it as a simple, numeric matrix. No exogenous input is used. However, the standard forecast method produces a 1-element list that includes a forecast matrix, yet I

Dear users, I am struggling with this issue. I want to estimate a VAR(1) for three variables, say beta1 beta2 beta3, using monthly observations from January 1984 to September 2009. In-sample period January 1984 to December 2003, out-of-sample January 2004 to September 2009. This is what I have done at the moment

Hi, The 20th of Novembre 2009, a LLVM BarCamp will be hold at La Cantine. Contributions, contributors, comments or any kind of help are welcome. Thanks and see you in Paris, Eric Mahe http://www.facebook.com/group.php?gid=140537112502 http://barcamp.org/LLVM-BarCamp-Paris -------------- next part -------------- An HTML attachment was scrubbed... URL:

<please email llvmdev, not me directly> On Dec 7, 2009, at 8:47 AM, Florian Merz wrote: > Hi Chris, > > I do understand that you don't want to keep the whole history, but > to me > personally a simple line for recent changes like "introduced in 2.7" > or > "removed in 2.7" would have been nice, so this might be the case for > other >

Hi all, I'm looking for R packages that estimate multivariate time-series models or vector-autoregression (VAR) time-series models. Thanks David -- =========================================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room, 1061 1025 W. Johnson Street Madison,

Hello, in the last days I found some entries in nmb.log on one of my servers: process_node_status_request: status request for name *<00> from IP 195.232.44.19 0 on subnet REMOTE_BROADCAST_SUBNET - name not found. (repeated many times) The host on this ip is not exactly in my domain :-) # nslookup Default Name Server: localhost Address: 127.0.0.1 > set type=PTR > 195.232.44.190 Name

https://bugzilla.samba.org/show_bug.cgi?id=5203 Summary: rsync aborts because of glibc invalid pointer Product: rsync Version: 2.6.9 Platform: All OS/Version: Linux Status: NEW Severity: normal Priority: P3 Component: core AssignedTo: wayned@samba.org ReportedBy:

Hello to everyone! I have a question for you..I need to predict multivariate time series, for example sales of 2 products related one to the other, having the 2 prices like inputs.. Is there in R a function to do it? I saw dse package but I didn't find what a I'm looking for.. Could anyone help me? Thank you very much Giusy -- View this message in context:

Hi, on my linux box (2.4.21-pre4-ac4) I've used rsync to mirror a rather large /usr/local tree (4 Gb) After transmission of many files I get the error message rsync error: some files could not be transferred (code 23) at main.c(1045) According to /usr/include/asm/errno.h the code 23 says File table overflow What can I do about that? Many thanks for a hint, Helmut Jarausch Lehrstuhl fuer