Displaying 20 results from an estimated 1000 matches similar to: "eacf"
2004 Oct 25
1
output processing / ARMA order identification
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
2005 Aug 29
1
Different sings for correlations in OLS and TSA
Dear list,
I am trying to re-analyse something. I do have two time series, one
of which (ts.mar) might help explaining the other (ts.anr). In the
original analysis, no-one seems to have cared about the data being
time-series and they just did OLS. This yielded a strong positive
correlation.
I want to know if this correlation is still as strong when the
autocorrelations are taken into account.
2009 Mar 05
2
Overriding contributed package functions
The "tsdiag" function in the TSA package overrides the "tsdiag" function in
the "stats" package. There are a few annoying bugs in the TSA's version of
the function so I would like to use the "stats" function but still have
access to other TSA functions. I have tried using stats::tsdiag( ) but as
long as the TSA package is attached the function from
2012 Aug 03
4
How to concatenate a several rows according with a column ?
Hi, I'm a new user or R and I try to concatenate a several rows according
with the value in a column.
this is my data.frame and I want to concatenate my data.frame according with
the column "b" and make a new data.frame with the information in the others
columns.
>table1
a b c d
1 E001234 TSA IP234 like_domain
2
2008 Sep 02
1
installation problem: package 'mgcv' could not be loaded
Hello all, i'm a newbie of R trying to make some statistical work in R
environment. Now i have to laptops, one is Thinkpad X40 with Debian
Lenny and the other is Thinkpad T43 with Ubuntu 8.10. Recently i met
such problem and am wondering if anybody can do some help.
After upgrading my /etc/apt/sources.list , i install R by apt-get
install command. It works fine in both laptops. Then i
2008 Sep 02
1
installation problem: package 'mgcv' could not be loaded
Hello all, i'm a newbie of R trying to make some statistical work in R
environment. Now i have to laptops, one is Thinkpad X40 with Debian
Lenny and the other is Thinkpad T43 with Ubuntu 8.10. Recently i met
such problem and am wondering if anybody can do some help.
After upgrading my /etc/apt/sources.list , i install R by apt-get
install command. It works fine in both laptops. Then i
2004 Aug 17
1
suggestion for ARMAacf()
hi,
in 1.9.1, the return value from ARMAacf(pacf=TRUE) is not named by lags,
contrary to ?ARMAacf. the simple fix is to move names(Acf) <-
down after if(pacf), with an appropriate starting lag as pacf=TRUE appears
to start at lag 1 (whereas pacf=FALSE starts at lag 0).
for consistency, one could argue to append 1 for lag 0 for pacf=TRUE
(or start pacf=F at lag 1). however, given the
2003 Sep 08
2
pacf lags
pacf in devel seems by default to return a different number of lags
than 1.7.1 for $pacf. I don't see any mention of this in the NEWS file,
or any change in the documentation, so I suspect it is and error,
though it may be an undocumented improvement.
(Newbie question: How is the simplest way to display a function like
pacf.default that is not exported from a namespace?)
Paul
2009 May 20
1
stationarity tests
How can I make sure the residual signal, after subtracting the trend extracted through some technique, is actually trend-free ?
I would greatly appreciate any suggestion about some Stationarity tests.
I'd like to make sure I have got the difference between ACF and PACF right.
In the following I am citing some definitions. I would appreciate your thoughts.
ACF(k) estimates the correlation
2003 Apr 02
2
pacf.mts
I am getting the following:
*** Weave Errors ***
Error in driver$runcode(drobj, chunk, chunkopts) :
Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts"
*** Source Errors ***
Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts"
make[1]: *** [checkVignettes] Error 1
I don't really understand the new namespace mechanism,
2000 Jun 20
1
pacf
Dear list,
according to the documentation of acf{ts}
"the partial correlation coefficient is estimated by fitting
autoregressive models of successively higher orders up to lag.max. "
However, R seems to return the Yule-Walker estimates of the PACF by
default. You can check this using c(1:10) as the series: the YW
estimates are 0.7000000 and -0.1527035 for lags 1 and 2 . If the PACF
2010 Jun 01
1
TSA package dependencies
In Ubuntu 10.04, from the R command line
install.packages('TSA',dep=TRUE)
downloads & installs about 100 packages from CRAN, including some big
ones like Zelig. It's only supposed to depend on leaps, locfit, mgcv,
& tseries & through them akima, lattice, quadprog, zoo, & stats.
Not a big problem of course, but I wondered if anyone else had noticed
this behaviour.
2008 Aug 28
3
Plots spanning columns
Hi! I want to plot three graphs (residuals, ACF and PACF of a
model). Ideally I would use a c(2,2) disposition where the residuals
plot would start at position 1,1 and span to position 1,2. Then I would
plot the ACF in position 2,1 and the PACF in position 2,2. Maybe is
clearer like this:
--------------------------
| |
| residuals |
|
2009 Sep 11
2
How to Label Certain Lags for a PACF Graph
When I use the command for PACF, lags 5, 10, 15, and 20 are labeled. I would
like to label lag 1. I would greatly appreciate if someone could tell me how
to do this. Below is the command that I am using:
pacf(data$R1,main="Series R1 Residuals")
[[alternative HTML version deleted]]
2004 Aug 09
1
Easy acf and pacf for irregular time series in R
R:
Is there an easy way to get the acf and pacf for an irregular times
series? That is, the acf and pacf with lag lengths that are in units of
time, not observation number.
Thanks,
Jason Higbee
Research Associate
Federal Reserve Bank of St. Louis
The views expressed in this email are the author's and not necessarily
those of the Federal Reserve Bank of St. Louis or the Federal Reserve
2010 May 04
1
How to make predictions with the predict() method on an arimax object using arimax() from TSA library
Hi R Users,
I'm fairly new to R (about 3 months use thus far.)
I wanting to use the arimax function from the TSA library to incorporate some exogenous inputs into the basic underllying arima model.Then with that newly model of type arimax, I would like to make a prediction.
To avoid being bogged down with issues specific to my own work, I would like to refer to readers to the example
2007 Sep 10
1
partial correlation function for multivariate time series
Dear all,
I found the following behaviour with pacf() in the multivariate case,
set.seed(10)
x <- rnorm(1000,sd=10000)
y <- rnorm(1000,sd=1)
pacf(ts(cbind(x,y)),plot=FALSE,lag.max=10)
Partial autocorrelations of series 'cbind(x, y)', by lag
, , x
x y
0.047 ( 1) 0.000 ( -1)
0.011 ( 2) 0.000 ( -2)
0.005 ( 3) 0.000 ( -3)
0.013 ( 4)
2018 Aug 30
2
Cambiar la escala del eje x
Estimados amigos
Estoy dibujando las funciones acf y pacf de una variable de una serie "zoo":
> ls.str(pat="T0.5")
T0.5 : 'zoo' series from 2017-11-08 23:00:00 to 2017-11-15 06:59:00
Data: num [1:9120, 1:3] 55 49.8 51 50.1 36.5 ...
Index: POSIXct[1:9120], format: "2017-11-08 23:00:00" "2017-11-08
23:01:00" "2017-11-08
2007 Nov 23
1
Bug in pacf -- Proposed patch (PR#10455)
Dear all,
following the thread
http://tolstoy.newcastle.edu.au/R/e2/devel/07/09/4338.html
regarding the bug in the partial autocorrelation function for
multivariate time series.
I have prepared a web page with patches and relevant information.
http://www2.stat.unibo.it/giannerini/R/pacf.htm
Please do not hesitate to contact me for further clarifications
regards
Simone
--
2011 Feb 23
5
mgcv: beta coefficient and 95%CI
Hi i am doing an environmental research
The equation is as follow:
gam(y1 ~ x1 + s(x2) + s(x3) + s(x4), family = gaussian, fit = true)
I would like to obtain the beta coefficient and 95CI of x4 (or s(x4)), what
should I do?
Thanks,
Lung
--
View this message in context: http://r.789695.n4.nabble.com/mgcv-beta-coefficient-and-95-CI-tp3320491p3320491.html
Sent from the R help mailing list