similar to: example from arfimaOxFit

Dear Martin, Sad that the bug is beyond your ken... Fortunately, the error happens only rarely...The length of LYGH was 719 and there were only two such errors..I will just replace them with NA and make do. By the by, what if I send LYGH as an attachment to your actual mail ( not the r-help mail)? Will it help? Can you then pinpoint the cause? Or should I raise a bug

>>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,

Dear members, I am using arfima in an mclapply construction (from the parallel package): Browse[2]> LYG <- mclapply(LYGH, FUN = arfima, mc.cores = detectCores()) ^C Browse[2]> LYG <- mclapply(LYGH[1:10], FUN = arfima, mc.cores = detectCores()) ^C Browse[2]> LYG <- mclapply(LYGH[1:2], FUN = arfima, mc.cores = detectCores()) ^C You can see that I am

Dear Jeff, There was a problem in LYGH and lapply threw an error, but mclapply got stuck in an infinite loop. The doc for mclapply says that mclapply runs under try() with silent = TRUE. So that means mclapply should run properly, i.e output a try class object and exit. But it didn't. Can you shed some light on why this happened? THanking you, Yours sincerely, AKSHAY M

Hi all, First: I have a small line of code I'm applying to a variable which will be placed in a matrix table for latex output of accuracy measures: acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts, stepwise=FALSE), h=365)), digits=3). The time series referred to is univariate (daily counts from 12-10-2010 until 5-8-2010 (so not 2 full periods of data)), and I'm working on

Dear members, I am using pbmcapply to parellise my code. But the following code doesn't work: > LYG <- pbmclapply(LYGH,FUN = arfima,mc.cores = 2,mc.preschedule = FALSE) | | 0%, ETA NA^ It just hangs. But the

please help.. I have estimate the value of parameter for AR,MA and fractional d.but I have problem on having the right command for forecasting ARFIMA model.please help...... -- View this message in context: http://r.789695.n4.nabble.com/how-to-make-ARFIMA-forecast-by-using-r-tp3869928p3869928.html Sent from the R help mailing list archive at Nabble.com.

Hello. I'm trying to make k-step-ahead forecasts using ARFIMA(0, d, 0) models by taking the first T+k-1 coefficients in the binomial expansion of (1-B)^d, regarding (1-B)^d x(T+k) as an AR(T+k-1) on x(T+k), where x(T) is the series value at time T and k = 1, 2, 3, . That is, I forecast the series k values forward using the first T+k-1 coefficients in the binomial expansion of (1-B)^d as

dear members, I am using arfima() from forecast package to model a time series. The following is the code: > LYGH[[202]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[202]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) I tried viewing .fdcov() with the following code:

Dear R users, I'm trying to use the "strucchange" package to determine structural breaks in an ARFIMA model. Unfortunately I'm not so familiar with this topic (and worse, I'm a beginner in R), so I don't know exactly how to specify my model so that the "Fstats","sctest" and "breakpoint" functions to recognize it and to calculate the

Hi Livia and everyone, Did you ever get a response on this question from last year (Jan 2008)? I am also looking for more explanatory documentation on the ui and ci parameters for the function constrOptim(). The examples provided in the R help and the full reference manual are not working for me. Goodle and Nabble searches have not resulted in any explanation

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Hi Andrew, You mentioned: > Yes, I agree with Ajay Shah's comments. The Rmetrics website makes a > virtue of open source yet the Rmetrics people do not make available > their package for the open source platform, Linux. Actually, I think they do. A quick perusal of the site indicated to me on page 2 of the Overview Flyer

> On Nov 1, 2017, at 12:51 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The prob package has been archived because it depends upon some other > packages which have issues. > > However, such projects as Introduction to Probability and Statistics in R > depend upon it for learning. There are a few other resources that also use > it. > > Does anyone

> On Nov 2, 2017, at 11:15 AM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > The issue is fAsianOptions. Is there a version that works with the latest version of R? If not, which version of it works with which version of R and where can it be found? I tried several at the archive already. sessionInfo() R version 3.4.2 Patched (2017-10-04 r73465) Platform:

I have a problem wirh R: After loding fBasics packages log funtion doesn't work like as fallow: Cenap ERDEMIR Hacettepe University Turkey > log(20) [1] 2.995732 > local({pkg <- select.list(sort(.packages(all.available = TRUE))) + if(nchar(pkg)) library(pkg, character.only=TRUE)}) Loading required package: fImport Loading required package: fSeries Loading required package: robustbase

> On Nov 2, 2017, at 12:07 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote: > > Yes. That's the version I've been discussing that has non-zero exit status. That situation is why CRAN retired the prob package. It's possible you installed that library earlier in development and it's been "carried" along. It no longer installs, now. > > The problems

Hello, I am getting the following error message from unitrootTest. Do you have any clue of what could be wrong. Details: AMD64 (x86_64) Gentoo Linux system. library(fSeries) kmodel <- list(ar=c(.3,0,0,0,0.7,-.4*.7),d=1) x=armaSim(nobs,model=kmodel) unitrootTest(x,trend="c",statistic="t",method="adf",lags=2) Error in file(file, "r") : unable to open

x<-c(-1.873....,-0.121) # 23 numerics; x.arma12 <- armaFit(x ~ arma(1,2)) #estimates y[t]= -0.11465 - 0.23767 y[t-1] - 0.14230 e[t-1] -0.85770 e[t-2] + e[t]; # ? how to predict 46 steps ahead based on 23 data points? # the following doesn't work since n is in armaSim rather than armaFit; predict(x.arima12, n.ahead=46) # Thanks ---------------------------------