similar to: KALMAN FILTER HELP

Dear R Users, I am new to state-space modeling. I am using SSPIR package for Kalman Filter. I have a data set containing one dependent variable and 7 independent variables with 250 data points. I want to use Kalman Filter for forecast the future values of the dependent variable using a multiple regression framework. I have used ssm function to produce the state space (SS)

Hi R-Experts, How can I show all the relevant measures like mean, median, min. value, max. value, outlier in a single boxplot diagram? Suppose I have a data set c(2,4,5,7,12,14,15,13,8,5,23,98,11) Sumanta Basak. [[alternative HTML version deleted]]

Hi All, I,m trying to do a GARCH simulation in R 2.3.0 release in Windows XP. I've seen garchsim function but that is for garch (1,1) and ?garch gives an example for ARCH simulation. Can anyone help me how can i extend the help shown in ?garch to GARCH simulation? Please help me in this regard. Thanks, Sumanta Basak.

Hi all R-Experts, I'm facing one problem in yahoo data downloading. I'm suing Windows XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download data. I need 500 companies of S&P index daily 'closing price' data for last ten years. My questions are: 1) I have all the ticker names of S&P 500 companies in a .csv format. I'm reading those names in R and

Hi R-Experts, Can anyone tell me how Bloomberg data can be directly downloaded to R? Is there any package? Sumanta Basak. ------------------------------------------------------------------------------------------------------------------- This e-mail may contain confidential and/or privileged infor...{{dropped}}

Hi R-Experts, I have a vector of length 72. I want to break it into 12 parts and want to take standerd deviation of each group. Please help me in this regard. Thanks, Sumanta. --------------------------------- [[alternative HTML version deleted]]

Hi All, I have a (331*12) matrix. I wan t to braek it into 28 parts each window having 12 rows, so that each matrix become (12*12) matrix. How can i do this. Thanks, Sumanta. --------------------------------- Send instant messages to your online friends - NOW [[alternative HTML version deleted]]

Hi All, Can you please tell me if i write a function, and want to return certain object, can "R" work on it? I know this works in S-Plus. function(x) { ....... a<-...... reaturn(a) } Does this work in "R"? Thanks, Sumanta. --------------------------------- What makes Sachin India's highest paid sports celebrity?, Share your knowledge on Yahoo! India Answers

Hi All, Currently I'm working in FIGARCH process [Fractionally Integrated Generalized Autoregressive Conditional Heteroscedasticity]. I've already got the codes to do the process in S-Plus. Can anyone help me to do it in R? Thanks, SUMANTA BASAK. ------------------------------------------------------------------------------------------------------------------- This e-mail may

Hi All, I need a basic help from you. I've built a function like this, windowlength<-function(x) { z <- rep(seq(0,331,by=x-1)+1, each=2) zz <- z[-c(1,length(z))] ind <- as.data.frame(matrix(zz, nr=2)) j<-lapply(ind, function(x) mat[x[1]:x[2],]) cat("For",x/4,"month

Hi R-Experts, I'm having a problem with reading a large data file which is in .csv format and size is 120 MB (app.). I was trying to use RODBC package but I found RODBCconnectExcel function only. And can I convert this file to .dbf format? How can I read this file? And also let me know if this was a file in .sas7bdat format, what should I do? Thanks in advance.

Hi All, I have certain combinations for which I have some value, e.g. 0 1 20 0 2 15 1 1 40 1 2 52 Now I need to sort this list for which I'll get the combination against the lowest value. In this case, 15, and the combination will be 0 2. -- SUMANTA BASAK. [[alternative HTML version deleted]]

Hi, I'm trying to work with TsayData in fSeries package. How can i fetch any time series data of this package. Please advice. Thanks, Sumanta Basak. Send instant messages to your online friends http://in.messenger.yahoo.com

Hi R-Experts, Currently I'm using an univariate time series in which I'm going to apply KalmanLike(),KalmanForecast (),KalmanSmooth(), KalmanRun(). For I use it before makeARIMA () but I don't understand and i don't know to include the seasonal coefficients. Can anyone help me citing a suitable example? Thanks in advance. ------------------------------------------

Hi All, How can extract AIC,BIC from a fitted Garch model? -- SUMANTA BASAK. [[alternative HTML version deleted]]

Dear R-users, First of all, I'm sorry if this is a simple question. I want a daily date series which will be a sequence. E.g. starting from 07/03/1962 to 12/03/1997. Thanks in advance. I want to paste this date series with the data series I have. Thanks & Regards, Sumanta Basak.

Hi R-Experts, I have a huge data file of size over 100MB, and this is in .dat format. Is it possible to work with this in the current version of R in Windows-XP machine? If not, please let me know the remedy of this. Can R handle large dataset like this? I know SAS is compatiable for this. But i want to try it in R. -- SUMANTA BASAK. [[alternative HTML version deleted]]

Hi All, I'm running garch models for different combinations, like (1,1),(1,2) etc. in a for loop. But, when i'm running it, R is showing a text "***** ESTIMATION WITH ANALYTICAL GRADIENT ***** ". How can delete it? Any options for this? -- SUMANTA BASAK. [[alternative HTML version deleted]]

Hi All, I need your help in NA handling. I've following data series. x<-c(1,4,5,8,NA,4,NA,5,5,1,2,7,8,9,NA,NA,NA,15,6,8) Now i want to interpolate where NA value persists. Like, between 9 and 5 there are three NA's. So, that should be interpolated like, 1st NA-> (15-9)/4 2nd NA-> 1st NA value + (15-9)/4 Can i get help on this using a 'for' loop. Actually i have huge

(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