similar to: Formulae for R functions

I have weekly time series data with year, month, day, and price variables. The input data set for the weekly series takes the following form: Year month day price 1990 8 20 119.1 1990 8 27 124.5 1990 9 3 124.2 1990 9 10 125.2 1990 9 17 126.6 1990 9 24 127.2 1990 10 1 132.1 1990 10 8 133.3 1990 10 15 133.9 1990 10 22 134.5 1990 10 29 133.9 .. ... ... ... ... ... .... .... 2008 3 3 313.7 2008

Is anyone aware of an R procedure similar to STATA's "heckprob" procedure? "Heckprob" fits maximum likelihood probit models correcting for sample selection bias. Thanks, Richard Saba Department of Economics Auburn University Email: sabaric@auburn.edu [[alternative HTML version deleted]]

Hello, The "arma" function in the "tseries" package allows estimation of models with specific "ar" and "ma" lags with its "lag" argument. For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated with the following specification : arma(y, lag=list(ar=3,ma=2)). Is this possible with the "arima" function in the

I am relatively new to R and object oriented programming. I have relied on SAS for most of my data analysis. I teach an introductory undergraduate forecasting course using the Diebold text and I am considering using R in addition to SAS and Eviews in the course. I work primarily with univariate or multivariate time series data. I am having a great deal of difficulty understanding and working with

There seems to be an error in the summary() function when applied to "ts" class objects. The results of a call to summary( ), on the R "ts" data set USAccDeaths , reports the wrong value for Max. The value reported by the summary function is 11320. The max( ) function returns the correct value 11317, the July 1993 value. Coercing the data to a data.frame and calling summary

Is anyone aware of a procedure to apply Newey-West corrections for autocorrelation to a SUR regression model? The SANDWICH package seems to be applicable only to LM or GLM models. Thanks, Richard Saba Department of Economics Auburn University Email: sabaric at auburn.edu

Hi, I am trying to understand exactly what xreg does in arima. The documentation for xreg says:"xreg Optionally, a vector or matrix of external regressors, which must have the same number of rows as x." What does this mean with regard to the action of xreg in arima? Apparently somehow xreg made the following two arima fit equivalent in R: arima(x, order=c(1,1,1), xreg=1:length(x)) is

I have a data set with observations on 549 cities spanning an 18 year period. However, some of cities did not report in one or more of the 18 years. I would like to implement the procedure suggested by Wooldridge section 17.1.3 in his "Econometric analysis of cross section and panel data" to correct for attrition. For example the table below indicates that the 3rd and the 7th cities in

I have an ascii data set of monthly observation starting in Jan 1946 with a header. hstarts 57 65 95 103 103 97 94 . . . Which I read with the following code tab6.1<-ts(read.table(fname, header=TRUE),frequency=12,start=c(1946,1)) I would like to run a time series model with dummy variables for each month. If I had a variable which take values from 1 to 12 indicating the month I could use

I would like to read the following hierarchical data set. There is a family record followed by one or more personal records. If col. 7 is "1" it is a family record. If it is "2" it is a personal record. The family record is formatted as follows: col. 1-5 family id col. 7 "1" col. 9 dwelling type code The personal record is formatted as follows: col.

Greetings R-ians: I know what doesn?t work but I don?t know why, nor how to remedy things. I have a character string containing "." which I want to replace with " " gsub(".", " ", file.label) replaces the every character with a blank. However gsub(".xls", " ", file.label) replaces ".xls" with a blank as expected. It appears

Greetings, R-ians: I would like to know which version or R was used to create a given package. I think I remember seeing that topic discussed recently but cannot find it among my notes. Can anyone tell me how to determine which version of R created a package? Thanks. Charles Annis, P.E. <mailto:Charles.Annis@StatisticalEngineering.com> Charles.Annis@StatisticalEngineering.com

R-ians: After some effort I coerced my code to do what I want but my syntax is a kludge. Suggestions on more elegant syntax? par <- NIM.results$par do.call("Draw.NIM.POD.curve", list(par[1], par[2], par[3], par[4], par[5], a.hat.decision, .... et cetera ... It seems that I should be able to avoid defining the variable "par" and then specifying each of its elements,

Greetings R-ians: Searching the Searchable Mail Archives I discovered that ctrl L will clear the Rgui screen, which is what I'd like to do from a print (or some similar) statement. Is there a mechanism to use the ctrl L clear-screen sequence in a script, or print statement? Thanks for your counsel. Charles Annis, P.E. Charles.Annis at StatisticalEngineering.com phone: 561-352-9699 eFax:?

Greetings, R-ians: I'm using R 2.3.1 on WindowsXP. I need to find the name of a file at the end of a sting that contains the path + file, with the problematic "\\" as separators. The string looks something like this: "C:\\Documents and Settings\\myName\\My Documents\\R Projects\\Project1\\file.name.csv" What I want is "file.name.csv" Currently I use the

Greetings, R-ians: I'm using R 2.3.1 on WindowsXP. I need to find the name of a file at the end of a sting that contains the path + file, with the problematic "\\" as separators. The string looks something like this: "C:\\Documents and Settings\\myName\\My Documents\\R Projects\\Project1\\file.name.csv" What I want is "file.name.csv" Currently I use the

Dear R Helpers: I am trying to annotate a plot. The following code snippet works, but it is kind of a kludge since it adds the partial derivative symbols after creating the plotmath frac(). Is there a more elegant way to write a partial derivative? dev.off() plot(NA, xlim=c(-3,3), ylim=c(0,1.6), xlab="", ylab="", tck=-0.015) text(1.6, 1, expression(paste("slope =

Greetings R-wizards: For historical reasons I have filenames with the character "?" and have successfully used "\u00e2" in its place, with the hoped-for result on all my on-screen plots. However since R2.7.0 I have trouble with savePlot() when the file name includes that character as it does in this example: savePlot(paste("diagnostic ? vs a ", file.label,

Dear R-ians: I'm running R2.9.2 on a 6 year old Windows XP DELL with 2 Gig RAM and a 3MHz Pentium 4 chip. I've written a package using the User Menus Under Windows commands (winMenuAdd, etc). It works very well. I have 6 test cases and running any one of them requires many selections form the menus and some keyboard entry, and it takes me hours to exercise them all to see

Greetings, Amigos: I have been trying without success to convert a character string, > repeated.measures.columns [1] "3,6,10" into c(3,6,10) for subsequent use. as.numeric(repeated.measures.columns) doesn't work (likely because of the commas) [1] NA Warning message: NAs introduced by coercion I've tried many things including strsplit(repeated.measures.columns, split =