similar to: plot acf of several timeseries

I have a probably very naive question about the R anova/aov functions: I've found in several text books with descriptions of anova procedures that, in nested anova (specifying the model "X~A/B", B being a factor specifying treatments, and A groups of samples within each treatment), the mean square for "among treatments" is divided by the mean square "within treatment

Hello out there, my first try to install a package (e.g. ctest from CRAN) didn't succeed; looking at the error messages I think it must be a configuration problem of my machine, but as I'm not very experienced I would be glad if someone could give me a hint ... R's version is 0.63.0, my i386-Linux is kernel 2.0.35. I hadn't had problems to compile R, and R itself seems to work.

I don't like to have my password exposed by typing at all. I also don't like to enter it each time that I wish to open a database (or when I run scripts automatically across a Linux cluster). My solution has been to keep a file in my HOME directory containing the username and password for the databases. This file has read and write permission set so only I (and root) can read it; this is

I have a similar question, I know about --vsize, but I use R under Emacs using ESS. I know there is an easy way to call R from ESS with command line options but I don't remember how. I can't find help on this in ESS documentation or in R documentation. Could someone please remind me how this is done. ------------------------------------ | Robert Denham | |

Hello out there, in their "R Complements" to Modern Applied Statistics W. Venables and B. Ripley say that there is a lack of time series related functions in R compared to S plus. Looking at CRAN I didn't find much, too. As I have to learn something about +-basic ts analysis, e.g. spectral analysis, I would like to know whether somebody has developed a "unpublished" time

Hi list, I have the following code to compute the acf of a time series acfresid <- acf(residfit), where residfit is the series when I type acfresid at the prompt the follwoing is displayed Autocorrelations of series ?residfit?, by lag 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018

Excuse me, if the following is FAQ or nonsense, I'm new to R (and the list)! After trying to import a textfile of 184897 Bytes, R (v0.63.0 on Linux 2.0.35/DLD 5.4) gives the following error message: > read.table ("db.out") Error: heap memory (1953 Kb) exhausted [needed 150 Kb more] > Is there a possibility to increase

Hello R experts, I haven't found anything like the S function 'varcomp' as described in W.N. Venables & B.D. Ripley's 'Modern Applied Statistics ...' for R; does something comparable exist for R, or is planned for future releases? More generally, are there libraries with post-anova test procedures, like Student-Newman-Keuls? Or do those of you who frequently use

Hello R-Experts, 2 questions: does anybody have example functions for determining the power of, say, a t-test or a single factor anova with fixed or random factors? and: is there an implementation of Cochran's test for heterogeneity of variances (i.e., is there a frequency distribution of Cochran's C)? Many thanks for your attention ... Ulf (please CC: me, I'm not on the

Hello, I am currently working in the field of climate and environmental data analysis which is a lot founded on the analysis, preparation and combination of time series. About a bit more than one year ago I started to use python and the marvellous timeseries module [1]. Which offers a very convenient way to handle time series. This decision bases also on some experiences of other users [2].

Hello everybody, shame on me if I have overlooked something (CRAN, StatLib), but I think I've searched carefully. Maybe it's just too obvious to see for me (happens frequently). Is a function available that extracts multiple comparison of means from objects produced by "aov()" ? Sorry if the term is not correct, I translated from german word by word ("Multiple

I am guessing this is a very simple question, but this is only my second day with R so it is all still a bit imposing. I am trying to run an autocorrelation. I imported a CSV file, which has one column labeled "logistic". I ran the command: ACF(data$logistic,maxLag=10) However, I received the error: Error in UseMethod("ACF") : no applicable method for 'ACF'

Hi all, I''m trying to run the mrblog sample application but somehow the rake task fails: -- Los-Angeles:~/Projects/mrblog Ulf$ rake db:schema:load --trace (in /Users/Ulf/Projects/mrblog) rake aborted! Don''t know how to build task ''db:schema:load'' /opt/local/lib/ruby/gems/1.8/gems/rake-0.7.3/lib/rake.rb:1472:in `[]''

Hi, I would like to use acf.plot on a correlogram that is computed externally. In other words, I would like to "fake out" the acf object. Is this possible?-- any help would be appreciated. TIA Martin

I need to modify the graph of the autocorrelation. I tried to do it through plot.acf but with no success. 1. I would like to get rid of the lag zero 2. I would like to have numbers on the x-axis only at lags 12, 24, 36, 48, 60, ... Could anybody help me in this? Any help will be appreciated Thank you for your attention Stefano [[alternative HTML version deleted]]

Hi I'm getting the following error that do not make sense to me, what am Idoing wrong ? > acf(Recsim[1,], lag.max=1) Error in acf(Recsim[1, ], lag.max = 1) : 'lag.max' must be at least 1 Regards EJ

Hello all, I found a funny problem with y-axis labels when plotting acf(matrix) - the labels are too close to one of the margins and cut in half. Here's the problem: test<-matrix(rnorm(200),ncol=4) acf(test) This doesn't fix the problem: test<-matrix(rnorm(200),ncol=4) par(mar=c(3,3,2,0.2),oma=c(0,0,0,0)) acf(test) This does fix the margin. I understand why, but not sure why ONLY

Hello, I was wondering if anybody could help me with this? I have plotted an acf function for a time series and am very happy with it. Now I am interested in calculating for myself the two values for the confidence intervals that are plotted on the graph of the acf. The confidence intervals do not appear to be returned from the acf function (is this true?). So far I haven't managed to

Hi, Im new to R so this question is quite fundamental. Im trying to compare some autocorrelations generated by the acf function to some theoretical correlations. How can I have acces to just the autocorrelations, for computation? This is some of my code: > acf.data<-c(acf(x)) > acf.data This is the R output: $acf , , 1 [,1] [1,] 1.000000000 [2,]

I am trying to understand the function acf stats:::acf shows me the function I am having trouble understanding the usage "$acf" in the following acf <- array(.C(R_acf, as.double(x), as.integer(sampleT), as.integer(nser), as.integer(lag.max), as.integer(type == "correlation"), acf = double((lag.max + 1L) * nser * nser), NAOK =