similar to: Choosing the optimum lag order of ARIMA model

Displaying 20 results from an estimated 110 matches similar to: "Choosing the optimum lag order of ARIMA model"

2011 Aug 30
2
ARMA show different result between eview and R
When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > **Variable Coefficient Std.
2010 Apr 29
2
Split a vector by NA's - is there a better solution then a loop ?
Hi all, I would like to have a function like this: split.vec.by.NA <- function(x) That takes a vector like this: x <- c(2,1,2,NA,1,1,2,NA,4,5,2,3) And returns a list of length of 3, each element of the list is the relevant segmented vector, like this: $`1` [1] 2 1 2 $`2` [1] 1 1 2 $`3` [1] 4 5 2 3 I found how to do it with a loop, but wondered if there is some smarter (vectorized) way
2012 Oct 14
6
transforming a .csv file column names as per a particular column rows using R code
Hello all, I have a .csv file like below. Tool,Step_Number,Data1,Data2... etc up to 100 columns. A,1,0,1 A,2,3,1 A,3,2,1 . . B,1,3,2 B,2,1,2 B,3,3,2 . . ...... so on upto 50 rows where the column "*Tool*" has distinct steps in second column "*Step_Number*",but both have same entries in Step_Number column. I want the output like below.
2011 Feb 01
2
"each" argument in rep (Bug?)
I have a vector of unique elements that I want to replicate a variable number of times depending on the element (lengths all > 800). However I noticed that the resulting length was not the sum of the each argument. The following example demonstrates this. I am confused as to why this works: rep(1:4, c(2,1,2,1)) [1] 1 1 2 3 3 4 but this doesn't: rep(1:3, each=c(2,1,2)) [1] 1 1 2
2010 Apr 29
1
Request - adding recycled "lwd" parameter to polygon
Hello dear members of R-help and R-core mailing list, I am not sure if this request is a "ticket" that should be filled somewhere outside the mailing list. If so, I apologize for not doing and would like to know where I should have filled it. And to the subject matter: I would like to use a command like this: plot(c(1,8), 1:2, type="n") polygon(1:7, c(2,1,2,NA,2,1,2),
2010 Apr 29
1
Request - adding recycled "lwd" parameter to polygon
Hello dear members of R-help and R-core mailing list, I am not sure if this request is a "ticket" that should be filled somewhere outside the mailing list. If so, I apologize for not doing and would like to know where I should have filled it. And to the subject matter: I would like to use a command like this: plot(c(1,8), 1:2, type="n") polygon(1:7, c(2,1,2,NA,2,1,2),
2006 Jun 12
1
segfault with layout() after closing X11() device (PR#8970)
Full_Name: Don Maszle Version: 2.3.0 OS: Solaris 9 - 64 bit compile Submission from: (NULL) (206.86.87.3) After closing an X11() window by either clicking on the close button or by calling dev.off(), R 2.3.0 segfaults as shown below. Calling layout() before any X11() device is opened just opens a new device and applies the layout. $ R R : Copyright 2006, The R Foundation for Statistical
1999 Nov 07
2
arima0() (PR#314)
Full_Name: Ahmad Abu Hammour Version: rw0651 OS: windows 95 Submission from: (NULL) (63.23.128.44) Although I know that "ts package" is preliminary, I wanted to compare the results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in standard errors of coefficients from R and real figures from SPSS. I changed "delta" in R to match that used by SPSS, I received
2005 Mar 28
2
Generating list of vector coordinates
Hi. Can anyone suggest a simple way to obtain in R a list of vector coordinates of the following form? The code below is Mathematica. In[5]:= Flatten[Table[{i,j,k},{i,3},{j,4},{k,5}], 2] Out[5]= {{1,1,1},{1,1,2},{1,1,3},{1,1,4},{1,1,5},{1,2,1},{1,2,2},{1,2,3},{1 ,2,4},{1,2, 5},{1,3,1},{1,3,2},{1,3,3},{1,3,4},{1,3,5},{1,4,1},{1,4,2},{1,4,3}, {1,4,
2008 Oct 15
1
Forecasting using ARIMAX
Dear R-helpers, I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct. I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows: DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2 Jan 1998,708,Jan 1998,495,Jan 1998,245.490 Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170 Mar
1998 Jun 02
3
R-beta: bugs and problems
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1998 Jun 02
3
R-beta: bugs and problems
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2008 Aug 07
2
panel.arrows problem in custom panel function
Dear List, I am writing a custom panel function and xyplot method to plot the results of a procrustes analysis from the vegan package. I am having trouble getting the call to panel.arrows to work as I wish when conditioning. The attached file contains the function definitions for the xyplot method and the custom panel and prepanel functions I am using. This example, using data and functions from
2011 Oct 21
2
Arima Models - Error and jump error
Hi people, I´m trying to development a simple routine to run many Arima models result from some parâmeters combination. My data test have one year and daily level. A part of routine is: for ( d in 0:1 ) { for ( p in 0:3 ) { for ( q in 0:3 ) { for ( sd in 0:1 ) { for ( sp in 0:3 ) { for ( sq in 0:3 ) {
2004 May 23
5
PRI problem???
I have just finished installing a new asterisk box at my work. The box is quite hefty, dual Zeon 2.8s with SCSI drives and 2Gb of memory. I have a 4 port Digium T1 card for channel bank and PRI access. I activated a PRI from a local CLEC (DMS-500 based, National protocol). This PRI is on slot 2 of the card and is set as the primary timing source. It is ESF/B8ZS. All the software is latest
2009 Mar 20
1
Mean-replacing NAs in a 3d array
Hi all I have a 3d array containing missing values. > Xa , , 1 [,1] [,2] [1,] 1 3 [2,] NA 4 , , 2 [,1] [,2] [1,] 5 7 [2,] NA NA , , 3 [,1] [,2] [1,] 9 11 [2,] 10 12 I want to replace the missing values with the mean, but the mean of each 'page' in the array (wrong terminology I'm sure). So - for the array above - [2,1,2] and
2013 May 01
1
selecting rows based on multiple criteria
Dear List, I am struggling with the following problem. Suppose I have the following data.frame: coord<-expand.grid(x=1:10,y=1:10) and I want to extract the row numbers of those matching the criteria defined by the following data.frame: choice<-data.frame(x=c(2,1,2),y=c(1,2,2)) the result should return in this case: 2,11,12 All I managed to do is the following: which(data
2008 May 10
1
writing a table in the device (pdf in this case)
hello all, I would like to introduce a summary table into the pdf along with the plots (in order to archive my data into single files automatically). Similarly, It would be great to have the result of the statistical analysis (for instance anova) in the same file. Is there a way to do that? example: pdf("example.pdf") layout (matrix(1:2,1,2)) plot (groups, scores) Result <-
2007 Dec 01
1
modeling time series with ARIMA
Good afternoon! I'm trying to model a time series on the following data, which represent a monthly consumption of juices: >x<-scan() 1: 2859 3613 3930 5193 4523 3226 4280 3436 3235 3379 3517 6022 13: 4465 4604 5441 6575 6092 6607 6390 6150 6488 5912 6228 10196 25: 7612 7270 8617 9535 8449 8520 9148 8077 7824 7991 7660 12130 37: 9135 9512 9631 12642
1998 Aug 14
1
R-beta: S compatibility
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