similar to: Vectorize linear autoregression with variable coefficients

Hi, In order to produce an autoregression where only certain lags are allowed, specified in advance (e.g. c(1,2,5) ), I have found it necessary to look beyond the standard [ar] function, thankfully discovering the [FitAR] package, wherein the [FitARp] function provided exactly that capability. However for my problem at hand, [FitARp] is vastly slower than [ar] - taking hours rather than minutes.

Hello, I am trying to carry out a phylogenetic autoregression to test whether my data show a phylogenetic signal, but I keep calculating bizzare R-squared values. My script is: > library(ape) > x <-

Hi, I am trying to fit all subsets for a vector autoregression with exogenous variables. I have been looking at the 'leaps' function but I not sure how to get it to work when lags for each variable are included in the model. I would be really appreciative if someone could provide some links to examples. Thanks in advance! -- View this message in context:

Hi! I'm a new R user and I have a question about estimating VAR on a panel data. What I'm trying to do is to explain stock's volume on it's lagged volume, it's lagged returns and lagged market return's (and vice versa). In addition I have generated an exogenous variable controlling for stock's volatility. Some of you may be familiar with this experiment since it follows

Is there any R package that implements a bifurcating autoregression, aka the BAR(n) model? I've been reading the Huggins and Staudte paper, "Variance Components Models for Dependent Cell Populations", from the Journal of the American Statistical Association, 1994. Shawn Garbett <shawn.p.garbett at vanderbilt.edu> Vanderbilt Cancer Biology 220 Pierce Ave, PRB 715AA

Hey, all, I may just be missing something, but I'm trying to construct a temporal autoregression with an independant variable other than just what is happened at a previous point in time. So, the model structure would be something like y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a*x(t) I'm even considering a model of y(t)=b0+b1*y(t-1)+b2*y(t-2)...+a1*x(t)+a2*x(t-1)... So, my data looks like

dear All, I have the following problem: I need to calculate an h-step ahead forecast from a var model (estimated with a dse1 method estVARXls), which in turn will be used as an input for another model as conditioning data, so I need it as a simple, numeric matrix. No exogenous input is used. However, the standard forecast method produces a 1-element list that includes a forecast matrix, yet I

Hi, I am new to R and looking to do auto-regression / ARIMA type modeling. My data has both date and time which I need to combine into a single date-Time value. The time steps are unequal. What package is best for doing the regression and plotting the predicted values against the actual data? Also, what format does my data need to be in when I use the package? For example, I looked at the

Folks, I have been using the VAR {vars} program to find a fit for the following bi-variate time series (subset): bivariateTS<-structure(c(0.950415958293559, 0.96077848972081, 0.964348957109053, 0.967852884998915, 0.967773510751625, 0.970342843688257, 0.97613937178359, 0.980118627997436, 0.987059493773907, 0.99536830931504, 1.00622672085718, 1.01198013845981, 1.01866618122606,

Hello - I need to do simple linear autoregressive model with R software for my thesis. I looked into all your documentation and I am not able to find anything too helpful. Can someone help me with the codes? Thanks Emil [[alternative HTML version deleted]]

Hey all! I am working on my master thesis and I am desperate with my model. It looks as following: Y(t) = ?1*X1(t) + ?2*X2(t) + ?*(?1*((1+c)/(?+c))+?2)*IE(t) - ?2*?*((1+c)/(?+c))*(?+g)* IE(t-1) note: c and g is a constant value The problem I encounter is that between IE(t) and IE(t-1) there is strong linear correlation (autocorrelation). How can I solve this problem? Of utterly importance is

Hi folks, A friend of mine has one samba PDC and about ten member server around this PDC. The only problem he has that he has to add the new users on every member server instead of main them only on the PDC. So how can get member servers synchronized. He uses samba password authentication. I think using ldap could be the ultimate solution. I'm wondering your opinion. thanks., Sandor --

Hi, I would like to make a replication of 10 of a linear, first order Autoregressive function, with respect to the replication of its innovation, e. for example: #where e is a random variables of innovation (from GEV distribution-that explains the rgev) #by using the arima.sim model from TSA package, I try to produce Y replicates, with respect to every replicates of e, #means for e[,1], I want

Hi Daniel, Maybe my commit message was not clear. The idea is that the SelectionDAG store vectorizer can only handle pairs. So, the number three means "more than a pair". Thanks, Nadav Sent from my iPhone > On Jul 26, 2013, at 17:48, Daniel Berlin <dberlin at dberlin.org> wrote: > > Hey Nadav, > I'd humbly suggest that rather than use 3 directly, you should

Hi Nadav, Okay. 1. The comment doesn't make this clear. I would suggest, at a minimum, updating it to mention pairs specifically, to avoid the issue in #2 2. If the day comes when the selectiondag store vectorizer handles more than pairs, and does so better, is anyone really going to remember this random 3 exists in the other vectorizer? I would posit, based on experience, the answer is

Hey Nadav, I'd humbly suggest that rather than use 3 directly, you should add a shared constant between these two passes, so when one changes, the other doesn't need to be updated. It would also ensure this bit of info about what needs to be updated isn't only contained in the comments.. On Fri, Jul 26, 2013 at 4:07 PM, Nadav Rotem <nrotem at apple.com> wrote: > Author:

Hi folks, I'd like to compile samba-3.0.1pre1 --with-afs to reach my afs filesystem thru samba. Maybe it's not samba related bug but I hope if somebody can help me. Compiling auth/pampass.c auth/pampass.c: In function `make_pw_chat': auth/pampass.c:224: warning: passing arg 1 of `next_token' from incompatible poi nter type auth/pampass.c:235: warning: passing arg 1 of

Hi folks, I've ran many circles about this topic, read tons of documents. But have not found a working solution. Here is the scenario: There is a network contains around 350+ nodes, mixed Win98 and Win2k. There are four mars_nwe servers they use. We'd like to migrate that 4 servers into an AFS cell and offer it thru Samba which should be acting as a PDC. So far it seems not too

Hi folks, I have set up a samba-3.0 compiled with-acl-support on a Red Hat 9 with 2.4.21 patched with acl and extra attribs, ext3 filesystem mounted acl,user_xattr. I use win2k to set up acls. Samba acting as a pdc this part works fine. I'd like to set up the samba as a pdc of 350+ nodes mixed win98 and win2k and I'd like to use acls on it. The problems are the following: If I add a

I have not been able to find any programs for running vector autoregressions with R. I am interested in running Bayesian VARs and also running VARs that run all combinations of variables in the vector. Is anyone currently developing this? -Nirav Mehta