similar to: [Stat related] Understanding Portmanteau test

Hi, There's been quite a bit of interest and discussion for naming LLVM. So much so that I can't keep up with all the changes and ideas. We're working on getting a Wiki and CMS system running but its likely not to be available for a while. Until then, I'd like to change the rules for name submission: 1. If you have commit access, make the changes yourself. Please don't

Reid Spencer wrote: Reid, Seeing as we don't have a wiki, do you need help applying these patches? -- John T. > Hi, > > There's been quite a bit of interest and discussion for naming LLVM. So > much so that I can't keep up with all the changes and ideas. We're > working > on getting a Wiki and CMS system running but its likely not to be > available >

Question: How do I isolate the p-value from the serial.test function (portmanteau test)? Details: I tried the following set of commands > testResult <- serial.test(vec2varModelFit) > thePValue <- testResult$p.value When i type 1) thePValue I get: "NULL" 2) testResult I get "Portmanteau Test (asymptotic) data: Residuals of VAR object vecm.level Chi-squared

Hello, I am currently testing a Vector AR of dim 3 over not a lot of data (135 * 3 observations) . To test the adequation of my vecot ar, I use the Schwarz Bayesian Criterion and the classic modified Portmanteau test on the residuals (it can be found for instance in http://www.iue.it/PUB/ECO2004-8.pdf , page 15) -> the null hypothesis is "the residuals process are a vectorila white

I don't like very much mithology or fantasy names. A portmanteau is more professional (even if it sounds funny). For now IMHO the best proposal is Omnipiler and OmniC, even if the last one reminds too much of C. Maybe Omnic (with the lowercase c), or Omnip are better. Simple, elegant and somehow reminds of something technological (to me at least :P). So my idea is to list some key words and

On 4/12/07, Chris Lattner <sabre at nondot.org> wrote: > Note that the name need not capture every aspect of the project. Just > having a distinguished name with no specific connotation is probably good > enough. 20 years ago, "google" and "yahoo" had very different meanings, > and "mozilla" or "firefox" were pretty meaningless. Today,

Hello, I am using the Ljung Box test in R to compute if the resiudals of my fitted model is random or not. I am not sure though what the results mean, I have looked at various sources on the internet and have come up with contrasting explanations (mainly because these info deal with different program languages, like SAS, SPSS, etc). I know that my residuals should appropriate white noise( is

Hi all I'm using the Box-Ljung test (from within R) to test if a time-series in independently distributed. 2 questions: 1) p-value returned by Box-Ljung: IF I want to test if the time-series is independant at say 0.05 sig-level (it means that prob of erroneously accepting that the time-series is independent is 0.05 right?) --> then do I consider time-series as "independant"

Dear colleagues, I am new to R and statistics so please keep that in mind. I have doubts on the df calculation of Ljung-Box test (Box.test). The function seems to use always the df=lag=m and not df=m-p-q like suggested in Ljung and Box (1978) paper (that is referenced). Do you agree with this? If so, is there an R package function that computes Ljung-Box test with the degrees of

I fit a simple linear model y = bX to a data set today, and that produced 24 residuals (I have 24 data points, one for each year from 1984-2007). I would like to test the time-independence of the residuals of my model, and I was recommended by my supervisor to use the Ljung-Box test. The Box.test function in R takes 4 arguments:  x a numeric vector or univariate time series. lag the statistic

Can I ask a small stat. related question here? Suppose I have two predictors for a time series processes and accuracy of predictor is measured from MSEs. My question is, if two predictors give same MSE then, necessarily they have to be identical? Can anyone provide me any counter example? Thanks. -- View this message in context:

I was trying to dw data from Economagic [http://www.economagic.com/em-cgi/data.exe/libor/day-ussnon], using following code : library(fimport) dat2 = economagicSeries("libor/day-ussnon", frequency = "daily") Here I see that data is not complete, downloaded data starts from "2007-12-31 ", whereas actual data is available from 2001. secondly, how I convert that data

Dear All, I want to create a loop within a function r. The example follows: Box.test (lfut, lag = 1, type="Ljung") if i want to compute the Box.test for lag 1 to 10, I have to write manually change each time for different lag. So i wan to write a loop for the lag 1 to 10 and return the statistics for each lag. Is there any method to do this ? With regards, Upananda -- You may

me22 wrote: > One of the nicer project names I've seen recently is Alexandria, for a > book database program ( http://alexandria.rubyforge.org/ ). It > unfortunately fails the searchability test, but does brilliantly at > reminding you what it is. Along these lines, is there any mythical characters or historical persons which are associated with translation (which is the primary

Dear list fellows, I want to study time series and use R to analyse time series of fishing data from several species (landings and cpue) investigating the correlation between them and with environmental factors (water temperature, wind, etc.). Searching at Amazon I found three books with examples in R: Time Series Analysis: With Applications in R by Jonathan D. Cryer and Jonathan D. Cryer

Dear list members, I have 982 quotations of a given stock index and I want to run a Ljung-Box test on these data to test for autocorrelation. Later on I will estimate 8 coefficients. I do not know how many degrees of freedom should I assume in the formula for Ljung-Box test. Could anyone tell me please? Below the formula: Box.test(x, lag = ????, type = c("Ljung-Box"), fitdf = 0)

I have glusterfs 3.1.2 running on Debian, I'm able to start the volume and now mount it via mount -t gluster and I can see everything. I am still seeing the following error in /var/log/glusterfs/nfs.log [2011-02-04 13:09:16.404851] E [client-handshake.c:1079:client_query_portmap_cbk] bhl-volume-client-98: failed to get the port number for remote subvolume [2011-02-04 13:09:16.404909] I

I need to solve a equation like this : a = b/(1+x) + c/(1+x)^2 + d/(1+x)^3 where a,b,c,d are known constant. Is there any R-way to do that? Thanks in advance -- View this message in context: http://www.nabble.com/How-to-solve-following-equation--tp20785063p20785063.html Sent from the R help mailing list archive at Nabble.com.

Hi, suppose I have following codes : library(zoo); library(ggplot2) dat <- matrix(rnorm(500*2), 500); dat <- zooreg(dat, start = as.Date("01/01/01", "%m/%d/%y"), frequency=1); plot(dat) head(dat); month.no <- format(index(dat), "%m"); dat1 <- cbind(coredata(dat), as.numeric(month.no)) x <- dat1[,1]; y <- dat1[,2]; z <- dat1[,3] Now I draw a

I'm getting Input/output errors on gluster mounted directories. First, I have a few directories I created a few weeks ago, but when I run an ls on them, their status is listed as ???????: [23:52:54] [root at clustr06 /mnt/glusterfs]# ls -al ls: cannot access lost+found: Input/output error ls: cannot access bhl: Input/output error total 1920 drwxr-xr-x 7 root root 294912 2010-05-13 19:11 .