similar to: Values greater than 1 or lower than -1 in 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

I've been looking for an IACF() procedure in R for a long time (it's a very convenient function to check for overdifferencing time series), and eventually decided to write my own function. Here's what I came up with : 3 web-pages helped me estimate it : http://www.xycoon.com/inverse_autocorrelations.htm

Full_Name: Madeleine Yeh Version: 1.9.1 OS: AIX 5.2 Submission from: (NULL) (151.121.225.1) After compiling R-1.9.1 on AIX 5.2 using the IBM cc compiler, I ran the checks. One of them failed. Here is the output from running the check solo. root@svweb:/fsapps/test/build/R/1.9.1/R-1.9.1/tests/Examples: ># ../../bin/R --vanilla < stats-Ex.R R : Copyright 2004, The R

Hello I would like to generate covariance matrix with autoregressive structure. I saw some functions in nlme such as corAR1 for example but I don't know how to use it for my goal. Could someone help me or advise me another function? Thank you in advance Caroline

To whom it may concern, I am interested in generating data from an ARMA(p,q) process in R. I know that there are functions in S which allow for this, but I don't know if such functions exist in R. Do they? And if so, what are those functions? Thanks, Carsten Botts e-mail: cbotts at stat.ufl.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help

I would like to figure out the equations for calculating "AIC" in both "step() function" and "AIC () function". They are different. Then I just type "step" in the R console, and found the "AIC" used in "step() function" is "extractAIC". I went to the R help, and found: "The criterion used is AIC = - 2*log L + k *

I've rolled up R-1.5.1.tgz a short while ago. This is a patch upgrade, fixing the most important bugs that cropped up after the 1.5.0 release. A set of recommended packages which have been tested with R-1.5.1 has been bundled up. Binary distributions should include these packages. You can get the files from the developer site ftp://cvs.r-project.org/pub/CRAN/src/base/R-1.5.1.tgz

I've rolled up R-1.5.1.tgz a short while ago. This is a patch upgrade, fixing the most important bugs that cropped up after the 1.5.0 release. A set of recommended packages which have been tested with R-1.5.1 has been bundled up. Binary distributions should include these packages. You can get the files from the developer site ftp://cvs.r-project.org/pub/CRAN/src/base/R-1.5.1.tgz

I've rolled up R-1.8.0.tgz a short while ago. This is a new version with major changes (see below). Notably, the Macintosh version for OS X has been substantially improved; the old Carbon interface is no longer being supported. Also notice that the underscore will no longer work as an assignment operator. There is also a bunch of new functions and an assortment of bugs have been fixed. You

I've rolled up R-1.8.0.tgz a short while ago. This is a new version with major changes (see below). Notably, the Macintosh version for OS X has been substantially improved; the old Carbon interface is no longer being supported. Also notice that the underscore will no longer work as an assignment operator. There is also a bunch of new functions and an assortment of bugs have been fixed. You

<<insert bug report here>> ------------------------------------------------------ Error: R : Copyright 2002, The R Development Core Team Version 1.5.1 (2002-06-17) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type `license()' or `licence()' for distribution details. R is a collaborative project with