similar to: nlme: cannot allocate vector of size 126064 Kb

Hi, I am using 2 times series and I want to carry out a regression of Seri1 by Serie2 using structured (autocorrelated) errors. (Equivalent to the autoreg function in SAS) I found the function gls (package nlme) and I made: gls_mens<-gls(mening_s_des~dataATB, correlation = corAR1()) My problem is that I don’t want a AR(1) structure but ARMA(n,p) but the execution fails :

Hi: The gls function I used in my code is the following fm<-gls(y~x,correlation=corARMA(p=2) ) My question is how to extact the AR(2) parameters from "fm". The object "fm" is the following. How can I extract the correlation parameters Phi1 and Phi2 from "fm"? These two parametrs is not in the "coef" componenet of "fm". Thanks a

Dear Madams/Sirs, Hello. I am using the gls function to specify an arma correlation during estimation in my model. The parameter values which I am sending the corARMA function are from a previous fit using arima. I have had some success with the method, however in other cases I get the following error from gls: "All parameters must be less than 1 in absolute value". None of

Hi, I want to fit a regression model with one independent variable. The error part should be fitted an ARMA process. For example, y_t = a + b*x_t + e_t where e_t is modelled as an ARMA process. Please let me know how do I do this in R. What code should I use? TIA Aditya [[alternative HTML version deleted]]

When trying to update packages after the sysadmin updated R on my unix box I got errors on some packages. For example for chron: * DONE (chron) mkdir: cannot create directory `/usr/lib/R/library/00LOCK': Permission denied ERROR: failed to lock directory '/usr/lib/R/library' for modifying I got similar messages for spatial and cluster and warnings for other packages. Finally I got:

I want to do some recoding of variables: code Age into groups and recode a factor into a smaller number of levels. There are a couple of options for recode functions, in the car package and in memisc, and I think in gmisc. Does anyone have any opinions on the the easiest, most reliable approach for these problems? David Scott _________________________________________________________________

I am looking for a recommendation for an open source competitor to Winzip. I seem to recall Brian Ripley mentioning one in the last year or so, but couldn't find it in the mail archives. (Searching on Ripley there is somehow not terribly useful.) Suggestions? David Scott _________________________________________________________________ David Scott Department of Statistics, Tamaki Campus

Another pathological test. arima does not crash for that series that crashes arma: arima(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0,0)) However, arima crashes for this: arima(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0,0)) arima seems pretty consistent in its crashing behaviour, since crashing for one series means crashing for all affine series: lets.crash.arima <- c(71, 78, 95, 59,

Dear R-helpers, I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct. I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows: DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2 Jan 1998,708,Jan 1998,495,Jan 1998,245.490 Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170 Mar

Delving into the murky world of dates and times I found this: dates <- c("02/27/92", "02/27/92", "01/14/92", "02/28/92", "02/01/92") > times <- c("23:03:20", "22:29:56", "01:03:30", "18:21:03", "16:56:26") > x <- paste(dates, times) > z <- strptime(x, "%m/%d/%y

Dear all, I'm looking for how can I estimate a linear model with ar(ma) errors : y(t)=a*X(t)+e(t) with P(B)e(t)=Q(B)u(t) where u is a white noise and P, Q are some polynomes. Could you help me ? Gr?gory Benmenzer

I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank interest rates) that looks like: ... 30JUN2006, 5.05 03JUL2006, 5.25 04JUL2006, N &lt;---- here! 05JUL2006, 5.25 ... One problem is that holidays have that "N" for their data. As a test, I tried fitting ARMA(1,1) with and without the holidays deleted. In other words, I fit the above data

I have just got a new machine and had a basic cygwin installed before it was given to me. It didn't include make. Previously I have installed Rtools to build packages and now I have got myself a bit confused as to whether to just install make from the cygwin packages or to install rtools. I would welcome any advice. I had a look at the rtools section in the Administration Manual and the

I am having trouble with try and tryCatch. I have read the documentation but I just don't get it. Here is what I am trying to do. I am testing a function which has a number of parameters. I want to test it for different values of the parameters and I have some loops, in the middle of which is a test of the function. Sometimes the routine fails and so I have put the bit that might fail

I am trying to create a package. I have succeeded in running R CMD check and R CMD build on an Intel box running Redhat. I would now like to build it on Windows as well. There is no compiled code in the package at all. I have downloaded the tools from Brian Ripley's Building R for Windows page, and installed Active Perl 5.8.0. I have set paths, and Rcmd and the tools are being found ok. I am

Hey everyone, I've been searching the mail lists, and I can't find a real discussion about my problem. Here it is: I have created a loop fitting various time series models to my data. I labeled each one of the outputs by using the assign and paste statements, i.e. assign(paste("group","subgroup",i),arima(...)). Works great, but here's what I need... I want to

Hello, The "arma" function in the "tseries" package allows estimation of models with specific "ar" and "ma" lags with its "lag" argument. For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated with the following specification : arma(y, lag=list(ar=3,ma=2)). Is this possible with the "arima" function in the

Dear R users, I need to fit an ARMA model. As far as I've seen, EACF (extended ACF) is not available in R. 1. Let's say I fit a series of ARMA models in a loop. Given the code/output included below, how do I pull 'Model' and 'Fit' (AIC) from each summary() so that I can combine them into an array/data frame to be sorted by AIC? 2. Apart from EACF, are you aware perhaps

I have encountered a problem with reading a .csv file on a linux box. I can read the file on my windows machine (under XP) but on the linux box it gives : > patients <- read.csv("../Patients.csv", header = FALSE, + col.names = patientsNames) Error in type.convert(data[[i]], as.is = as.is[i], dec = dec, na.strings = character(0)) : invalid multibyte string

I am trying to create a plot similar to Figure 3.2 in Bates and Pinheiro. I have repeated measurements on about 80 subjects from 2 treatment groups. I would like to have the panels for the two treatment groups in separate groups and within those groups have the panels ordered on maximum value (as is the default). I am ok with getting plots similar to Figs 3.1 and 3.2, but can't see how to