similar to: acf lag1 value

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

Hi, Suppose a=matrix(1:9,3,3) > a [,1] [,2] [,3] [1,] 1 4 7 [2,] 2 5 8 [3,] 3 6 9 Now, > class(a[1:2,]) [1] "matrix" > class(a[1:3,]) [1] "matrix" > class(a[,1:2]) [1] "matrix" > class(a[,1:3]) [1] "matrix" But, > class(a[1,]) [1] "integer" > class(a[,1]) [1]

---------- Forwarded message ---------- From: Shubha Vishwanath Karanth <shubhak at ambaresearch.com> Date: Nov 24, 2006 7:54 PM Subject: Dates Conversion/write.foreign To: Shubha Karanth <shubhakaranth at gmail.com>, Shubha Vishwanath Karanth <shubhak at ambaresearch.com> Hi R experts, I need an urgent help... I have an a dataframe caled idat. Below i give a snapshot

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,]

Hi R, A quick question: How do we find the number of words in a string? Example: C="Have a nice day" And the number of words should be 4. any built in function or?... Thanks, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain

Hi R, A simple question, but don't know the answer... x="a" a=5 I need to remove the object "a" by using only x. something like rm(somefunction(x))...Is this possible? Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain

Hi R, I have a 100th order equation for which I need to solve the value for x. Is there a package to do this? For example my equation is: (x^100 )- (2*x^99) +(10*x^50)+.............. +(6*x ) = 4000 I have only one unknown value and that is x. How do I solve for this? BR, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore *

Hi R, I have certain checkings, which gives FALSE, but actually it is true. Why does this happen? Note that the equations that I am checking below are not even the case of recurring decimals... > 1.4^2 == 1.96 [1] FALSE > 1.2^3==1.728 [1] FALSE Thanks in advance, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo *

Hi R, I have a an excel file with a lot of data. I need to create an user interface in R, which has one single screen. It needs to contain a right pane containing the click buttons for different countries (say). If the user clicks a country, then a chart needs to be created for that country, taking the data from Excel. Is this possible and which package helps me in doing this? Many thanks in

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

Dear all, given two numeric vectors x and y, the ACF(x) at lag k is cor(x(t),x(t+k)) while the CCF(x,y) at lag k is cor(x(t),y(t-k)). See below for a simple example. > set.seed(1) > x <- rnorm(10) > y <- rnorm(10) > x [1] -0.6264538 0.1836433 -0.8356286 1.5952808 0.3295078 -0.8204684 0.4874291 0.7383247 0.5757814 -0.3053884 > y [1] 1.51178117 0.38984324

Hi R, Can I get a comparison between R and MATLAB? How is R efficient than MATLAB? Or what are the weaknesses of R compared to MATLAB? Thank you very much for your help, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain confidential and/or

Hello guys .. I would like to have some help about as.table . I made a table with the autocorrelations of the returns whit 10 lags and i get this : autocorrelazione2 <- as.table(c((cor(r2[-1151,],lag(r2))),(cor(r2[- c(1151,1150),],lag(r2, k=2))),(cor(r2[- c(1151,1150,1149),],lag(r2, k=3))),(cor(r2[- c(1151,1150,1149,1148),],lag(r2, k=4))),(cor(r2[- c(1151,1150,1149,1148,1147),],lag(r2,

Hi, Can somebody tell me the formula for "?wilderSum" in TTR package? I mean how are these calculated? BR, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-mail may contain confidential and/or privileged i...{{dropped:13}}

Dear All, Would like to ask the inconsistency in the autocorrelation from R with SPSS/Minitab. I have tried a dataset x with 20 data (1-20) and ask R to give the autocorrelation of different lags using the command < acf(x, lag.max=100, type = "correlation"), However while SPSS and Minitab give the same answers (0.85 for lag1), R gives 0.3688 which is much smaller. Obviously, the

Hi List, I'm trying to calculate the autocorrelation coefficients for a time series using acf at various lags. This is working well, and I can get the coefficients without any trouble. However, I don't seem to be able to obtain the significance of these coefficients from the returned acf object, largely because I don't know where I might find them. It's clear that the acf

Hi R, Again struck with regular expressions... Suppose, S=c("World_is_beautiful", "one_two_three_four","My_book") I need to extract the last but one element of the strings. So, my output should look like: Ans=c("is","three","My") gsub() can do this...but wondering how do I give the regular expression....

Dear R list As suggested by Prof Brian Ripley, I have tried to read acf literature. The main problem is I am not the statistician and hence have some problem in understanding the concepts immediately. I came across one literature (http://www.stat.nus.edu.sg/~staxyc/REG32.pdf) on auto-correlation giving the methodology. As per that literature, the auto-correlation is arrived at as per following.

Hi R, I have the variance-covariance matrix, >V=matrix(c(0.011119238, 0.002407527, 0.002407527, 0.020739401),2,2) I need to find a vector X=c(x1,x2), such that 1) X'VX is equal to a constant 2 (say) and 2) sum(x) should be equal to a another constant 1.5 (say). How do we do this in R? BR, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94

Dear all, I have an annual time-series of population numbers and I would like to estimate the auto-correlation. Can I use acf() function and judge whether auto-correlation is significant by the plots? The acf array, eg: Autocorrelations of series 'x$log.s.r', by lag 0 1 2 3 4 5 6 7 8 9 10 11 12 1.000 0.031 -0.171