Displaying 20 results from an estimated 600 matches similar to: "Problems with Unit Root testing using ur.df function"
2010 Apr 14
0
ur.df ADF Unit Root Test: what is the meaning of phi1 and phi2 test statistic?
Hello,
I am using the ur.df function from the {arca} package to run the augmented
Dickey-Fuller unit root test on several time series. However; I do not
understand the econometric interpretation of the the "phi1" and "phi2"
test-statisitc which are output if you choose a "trend" or "drift" model. I
looked at the source code for the function but I do not
2003 Aug 14
1
gnls - Step halving....
Hi all,
I'm working with a dataset from 10 treatments, each
treatment with 30 subjects, each subject measured 5
times. The plot of the dataset suggests that a
3-parameter logistic could be a reasonable function to
describe the data. When I try to fit the model using
gnls I got the message 'Step halving factor reduced
below minimum in NLS step'. I´m using as the initial
values of the
2011 Feb 06
1
anova() interpretation and error message
Hi there,
I have a data frame as listed below:
> Ca.P.Biomass.A
P Biomass
1 334.5567 0.2870000
2 737.5400 0.5713333
3 894.5300 0.6393333
4 782.3800 0.5836667
5 857.5900 0.6003333
6 829.2700 0.5883333
I have fit the data using logistic, Michaelis?Menten, and linear model,
they all give significance.
> fm1 <- nls(Biomass~SSlogis(P, phi1, phi2, phi3), data=Ca.P.Biomass.A)
2007 Aug 23
1
degrees of freedom question
R2.3, WinXP
Dear all,
I am using the following functions:
f1 = Phi1+(Phi2-Phi1)/(1+exp((log(Phi3)-log(x))/exp(log(Phi4)))
f2 = Phi1+(Phi2-Phi1)/(1+exp((log(Phi3)-log(r)-log(x))/exp(log(Phi4)))
subject to the residual weighting
Var(e[i]) = sigma^2 * abs( E(y) )^(2*Delta)
Here is my question, in steps:
1. Function f1 is separately fitted to two different datasets
corresponding to
2012 May 04
0
ur.df funtion
Dear R users,
I am applying the augmented-Dickey-Fuller Unit Root Test
(ur.df function of the urca package) to a time series of
approximately 50 values.
To be sure I understood what was going on with the ur.df
function, I checked the critical values of the 3 test
statistics (tau, phi2 and phi3 if a trend is included) or
the 2 test statistics (tau and phi1 if only a drift is
included) with the
2017 Oct 18
4
Error messages using nonlinear regression function (nls)
Hi all,
I am trying to use nonlinear regression (nls) to analyze some seed germination data, but am having problems with error codes.
The data that I have closely matches the germination dataset included in the drc package.
Here is the head of the data
temp species start end germinated TotSeeds TotGerminated Prop
1 10 wheat 0 1 0 20 0 0.0
2 10 wheat
2012 Aug 01
1
optim() for ordered logit model with parallel regression assumption
Dear R listers,
I am learning the MLE utility optim() in R to program ordered logit
models just as an exercise. See below I have three independent
variables, x1, x2, and x3. Y is coded as ordinal from 1 to 4. Y is not
yet a factor variable here. The ordered logit model satisfies the
parallel regression assumption. The following codes can run through,
but results were totally different from what I
2010 Feb 17
0
adf.test help
Hi,
I am trying to test whether a series is return series stationary, but
before proceeding I wanted to make sure I understand correctly how to
use the adf.test function and interpret its output... Could you please
let me know whether I am correct in my interpretations?
ex: I take x such as I know it doesn't have a unit root, and is
therefore stationary
1/
> x <- rnorm(1000)
>
2009 Jun 05
1
ADF test
Hi,
While doing the ADF test in R using the following command I am getting the
error and the result..">
x.ct=ur.df(rev$REVENUE,start=1,end=length(rev$REVENUE),frequency=1)
Error in ur.df(rev$REVENUE, start = 1, end = length(rev$REVENUE), frequency
= 1) :
unused argument(s) (start = 1, end = 4, frequency = 1)
>
2006 Nov 06
1
question about function "gls" in library "nlme"
Hi:
The gls function I used in my code is the following
fm<-gls(y~x,correlation=corARMA(p=2) )
My question is how to extact the AR(2) parameters from "fm".
The object "fm" is the following. How can I extract the correlation parameters
Phi1 and Phi2 from "fm"? These two parametrs is not in the "coef" componenet of "fm".
Thanks a
2005 Sep 06
1
R: optim
hi all
i dont understand the error message that is produced by the optim
function. can anybody help???
ie:
[[1]]$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
can anyone help?
###########################################################################
SK.FIT(XDATA=a,XDATAname="a",PHI1=1,v=5,vlo=2,vhi=300,phi2lo=.01)
[[1]]
[[1]]$par
[1] -0.01377906
2011 Apr 16
1
cajolst
Dear R users,
I am quite new to R, so most of the problems I've encountered working with
it are technical, absurd or simple things. Sorry.
Despite this, I am struggling with cajolst function for a day and still
nothing. The problem is that I can't get an estimate for the break point
(which is in the slot "bpoint") by using cajolst function.
Finally, I've tried Johansen and
2010 Nov 18
0
On efficiency, Vectorize and loops
In my last e-mails, I have asked for help regarding
1. 'defining functions inside loops'
2. 'integrating functions / vector arithmetics'
3. 'vectors out of lists?'
4. 'numerical integration'
Since some of these topics seemed to be relevant (I'm guessing by the # of
replies I got), I'm posting a modified section of my code. Any thoughts on
improvements would
2013 Jul 02
0
[LLVMdev] SCEV update problem
Hi,
We come across a ScalarEvolution (SE) problem the other day. It seems to
be a fundamental design problem. I don't think I have a clean and cheap
fix to
this problem. I talked with Andy in the phone yesterday, he told me it is a
known fundamental problem. But I don't see any discussion on this
problem on the
list, so I post the problem here, soliciting your insightful comment.
2011 May 30
0
gls and phi1 >1 (phi larger than one)
Dear all,
I am stuck with a problem that might be trivial for most of you (and
therefore is a bit embarrassing for me...):
I want to calculate a generalized least squares regression using two
time series (Y depending on X) with an autoregressive correlation
structure of order two (the data along time are given below). I use
'gls' from package 'nlme':
Calib.gls <- gls(Y~X,
2017 Oct 20
1
Error messages using nonlinear regression function (nls)
Hi
Keep your messages in the list, you increase your chance to get some answer.
I changed your data to groupedData object (see below), but I did not find any problem in it.
plot(wlg)
gives reasonable picture and I am not such expert to see any problem with data. Seems to me, that something has to be wrong with nlsList function.
> wheat.list <- nlsList(Prop ~ SSlogis(end,Asym, xmid,
2008 Mar 10
1
state space model for poisson distribution
Hi Rers,
I have a poission time series model with 5 parameters. I just wanted to remove two of the lag on response in the model and put it as a system model. I am not sure about the codes to combine these two on R. If anybody has any R example (code), please post it.
My original model: log(Y(t))~constant+b1*Y(t-1)+b2*Y(t-2)+b3*(variable1)+b4*(variable2)+e
I would like to construct a
2008 Feb 08
0
User specified correlation structure (e.g., 2-banded Toeplitz)
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2008 Feb 08
0
User-specified correlation structure (e.g., 2-banded Toeplitz)
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2008 Feb 12
0
nlme & special case of corARMA?
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching