similar to: p-values for ARIMA coefficients

Hello, I'd like to know how R does calculate each component in the decompose() function? More precisely, how is calculated the final trend component in this function? Thanks for your answer Myriam -- View this message in context: http://www.nabble.com/Decompose-function-%3A-calculation-of-each-component-tp24362207p24362207.html Sent from the R help mailing list archive at Nabble.com.

Hola Jorge: Disculpa la tardanza pero me han tenido liado en otros menesteres. Yo no soy ni muchísimo menos un experto ni en series temporales ni en R de hecho retomo el tema después de muchos (demasiados) años aparcado y dedicándome a labores de programación pura y dura. Respecto a la diferencia de resultados con R y Statgraphics, no conozco el proceso de selección del modelo ARIMA que hace

Hello, I need to know how to import ARIMA coefficients. I already determined the coefficients of the model with other software, but now i need to do the forecast in R. For Example: I have a time series named x and i have fitted an ARIMA(1,0,1) (with other software) AR coef = -.172295 MA coef = .960043 (i know that this is not a good model, it's just an example) I try to

Colleagues I am a new to R but already love it. I have the following problem: I fitted arima model to my time series like this (please ignore modeling parameters as they are not important now): x = scan("C:/data.txt") x = ts(x, start=1, frequency=1) x.fit<-arima(x, order = c(1,0,0), seasonal = list(order=c(0,0,1))) Now I want to use this model for forecasting and backtesting (!).

Hi I fitted an ARIMA model using the function arima(). The output consists of the fitted coefficients with their standard errors. However i need information about the significance of the coefficients, like p-values. I hope you can help me on that issue... ciao Stefan

i am new to time series i found in help about arima arima(x = data, order = c(p, d, q)) what is exactly p,d,q? if i not changed them,what effects will happens? -- View this message in context: http://r.789695.n4.nabble.com/what-is-p-d-q-in-arima-function-of-time-series-tp4484368p4484368.html Sent from the R help mailing list archive at Nabble.com.

What's the pch code for drawing an arrow in a plot? myriam

Hi! I want to display 2 graphs with different number of data points on the x-axis. The code below scales them so it seems that testtwo has the same number of data points as testone. How can I fix that? thanks. z<-1:50; x<-1:100; plot(x,testone,type="l",xlab="",ylab="",main="",lty=4,axes=FALSE,ylim=c(-1.0,1.0),cex=1); par(new=TRUE);

Hi! Could you tell me how I can draw a graph with error bars? Sorry, I don't use R that often and I couldn't find it easily in the documentation. TIA -- myriam -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",

Hi! I need to plot two lines on the same graph. I do plot(x,y) then plot(x,z,add=TRUE) but I get the following warning messages Warning messages: 1: parameter "add" couldn't be set in high-level plot() function 2: parameter "add" couldn't be set in high-level plot() function 3: parameter "add" couldn't be set in high-level plot() function 4:

Good afternoon, I would like fitting an ARIMA model without the first coefficient. For example, I want to fit an AR(3) like this : y[t]=a[1]*y[t-1]+a[2]*y[t-2]+a[3]*y[t-3], where a[1]=0. How can I specify it in the function "arima", if it is possible ? Thank you in advance. Yohann Moreau [[alternative HTML version deleted]]

Dear Mr. Baddeley   I just graduated from a Masters in Applied Mathematics on Jun19th. My thesis was about spatial distribution /a nalysis of some trees in a part of  the Congo Basic Forest. In my thesis I used your spatial package in R, and today I'm doing a more deeper study about how we choise the r distance in Function F(). I would like to be able to understand about value of rmaxdefault

Hi, I'm using R for some arima models. In the past I used for arima models Rats and Tsp. Using the R arima function, I get only the statistics sigma^2 and log likelihood; with Rats and Tsp it is possible to obtain more statistics, such as R, R square, Durbin Watson, standard error, etc. Is it possible using R to have the statistics mentioned? My best regards,

Hi! How do I specify a filled point in a scatterplot? Their size? plot(x,y) just gives "empty" points like "o". I want a full black point. TIA -- myriam -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",

Good afternoon, I would like fitting an ARIMA model without the first coefficient. For example, I want to fit an AR(3) like this : y[t]=a[1]*y[t-1]+a[2]*y[t-2]+a[3]*y[t-3], where a[1]=0. How can I specify it in the function "arima", if it is possible ? Thank you in advance. Yohann Moreau [[alternative HTML version deleted]]

HI, there, When i use R, i tried to use function arima(), it complains: Error: couldn't find function "arima" But when I type "help.search("arima") ", I got arima() poped up.. arima(ts) ARIMA Modelling of Time Series arima.sim(ts) Simulate from an ARIMA Model arima0(ts) ARIMA Modelling of Time Series -- Preliminary

Hi! I would like to read data read with read.table row by row into a c() vector. data<-read.table("test",header=FALSE) for (i in 1:length(data[[1]])) { temp <- ?? do something with temp } data[1,] gives me V1 V2 V3 V4 V5 1 1 -1 -1 -1 0.33 c[temp[1],temp[2]) gives me $V1 [1] 1 $V2 [1] -1 Sorry if that's well known but I can't still figure it

Hi! There is a "musical" note next to the rpm in CRAN and its mirrors and it seems to require some sort of plugin that I don't have. Is there a way around that? Thanks. myriam -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send

Hi, Does anyone know a method for adding a linear/polynominal trend to a simulated arima model using the arima.sim function? Any help will be greatly appreciated. Cheers, Sam.

I am using arima to develop a time series regression model, I am using arima b/c I have autocorrelated errors. Several of my independent variables are categorical and I have coded them as factors . When I run ARIMA I don't get any warning or error message, but I do not seem to get estimates for all the levels of the factor. Can/how does ARIMA handle factors in xreg? here is some example