similar to: R package for x-12-arima

This ancient bug was tracked to the acepack library, line 556 in line src/avas.f The troublesome line is: if (x(n).gt.x(1)) go to 30 Since the input arguments are empty, referencing x(1) and x(n) cause a Segmentation fault, and cause R to crash. Acepack author and maintainer Rob Tibshirani <tibs at utstat.toronto.edu> has been contacted with this information. This is not a

Dear All, I've used the X-12-ARIMA or its earlier versions from S+ and R under both Unix and Windows platforms for many years using the klugey approach of calling an executable using in R the system function. I've found this serviceable for the following reasons. 1) Paul Gilbert's hunch is correct that many of the subroutines have extensive IO calls (especially the X-11 engine)

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

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R

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

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I have just encountered another problem and thought I'd post it to the list. In this case,

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

Folks, I have a time-series of 875 readings of the weekly returns of a stock market index (India's Nifty). I am interested in the AR(1) coefficient. When I do arima(r, order=c(1,0,0)) I get a statistically significant AR1 coefficient. If we apply the ordinary bootstrap to this problem, this involves sampling with replacement, which destroys the time-series structure. Hence, if we do

Dear r-help moderators: If you consider (as I hope) this message is not totally off-topic ?could you please, redistribute to the r-help list? Thank you. --------- Gretl (GNU Regression, Economestrics and Time Series Library) is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software with GNU GPL License. Allin

Hello, I thought some of you might like to know about a GNU project that is complementary to R in some ways, namely gretl http://ricardo.ecn.wfu.edu/gretl (GNU Regression, Econometrics and Time-series Library). gretl (a library with cli and gui clients, the gui using GTK) is designed to be very user-friendly, and suitable for teaching econometrics. It has a fairly wide variety of least-squares

> It might clarify your thinking to note that a seasonal ARIMA model > is just an ``ordinary'' ARIMA model with some coefficients > constrained to be 0 in an efficient way. E.g. a seasonal AR(1) s = > 4 model is the same as an ordinary (nonseasonal) AR(4) model with > coefficients theta_1, theta_2, and theta_3 constrained to be 0. You > can get the same answer as from

Hello!!, for linear models fit I use Gretl, but now I'm starting to use R, I would like to know if is there some function to obtain a extended summary like in Gretl. I will write a example in Gretl Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest Coeficient St error t-ratio p-value const 377,631 35,0955 10,7601 <0,00001 *** GNP

On Fri, 2007-04-13 at 17:11 -0500, Vikram S. Adve wrote: > TSG (our support group) is going to set up a Wiki on zion so that > access can be checked against a list of some sort. What does that mean exactly? Will the users be authenticated? If not, this isn't acceptable .. spam. What wiki is being set up? > It should happen > by early next week, perhaps sooner (not

Yes. You need a server and a programming to the list that users might be able to pick songs. Like this... <link rel="stylesheet" type="text/css" href=" http://server6.reliastream.com/theme/widget_ondemand.css" /> <div id="cc_on_demand_content">Loading...</div> Mit freundlichen Gr??en Scott Winterstein EMAIL: 0turn1 at gmail dot com On

Hola!! A ver si alguien puede ayudarme!! Para ajuste de modelos lineales normalmente uso Gretl. Ahora estoy empezando a hacerlo en R. Me gustaría saber si existe alguna función que haga un summary extendido como el de Gretl. Os pongo un ejemplo del summary de Gretl. Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest              Coeficiente   Desv. Típica

Thanx a lot. I ll try now :) On Oct 9, 2014 5:57 PM, "Scott Winterstein" <0turn1 at gmail.com> wrote: > Yes. You need a server and a programming to the list that users might be > able to pick songs. Like this... > > <link rel="stylesheet" type="text/css" href=" > http://server6.reliastream.com/theme/widget_ondemand.css" /> >

A nice free software with a GUI-interface (which can be linked to R, BTW) is GRETL: http://gretl.sourceforge.net/ . Some people may find it useful for basic stuff. Regards, Francisco. -- Francisco Cribari-Neto voice: +55-81-32718420 Departamento de Estatistica fax: +55-81-32718422 Universidade Federal de Pernambuco e-mail: cribari at de.ufpe.br Recife/PE, 50740-540,

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.

I have a database of the music in a autodj type of playlist playing the music files right from the database... there are many ways to do this.... Mit freundlichen Gr??en Scott Winterstein EMAIL: 0turn1 at gmail dot com On Thu, Oct 9, 2014 at 1:43 PM, Neha Arora <neha1451 at iiitd.ac.in> wrote: > @Scott: Did u use MPD for storing your database?? > On Oct 9, 2014 5:12 PM, "Scott

Hi Neha, Perhaps merge() from base or join from dplyr is what you are looking for. data. table could also be interesting. Hth Ulrik On Wed, 2 May 2018, 21:28 Neha Aggarwal, <aggarwalneha2000 at gmail.com> wrote: > Hi > > I have 3 dataframes, a,b,c with 0/1 values...i have to check a condition > for dataframe a and b and then input the rows ids to datframe c . In the if >