similar to: Help on ARFIMA modeling

>>>>> 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() 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 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

I would like to compute the next 15 observations for an ARFIMA(2,1,0) model along with confidence intervals. Can someone provide code? Many thanks. Jill ____________________________________________________________________________________ [[elided Yahoo spam]]

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

dear members, I have a heteroscedastic time series which I want to transform to make it homoscedastic by a box cox transformation. I am using Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss transformation and also say the fpp3 and the fable package automatically back transforms the point forecast. they also discuss the process which I find to be

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

Hi, I would like to have an index for a column in a matrix encoded in a cell of the same matrix. For example: x = matrix(c(11,12,13,1, 21,22,23,3, 31,32,33,2),byrow=T,ncol=4) In this case, column 4 is the index. I then access the column specified in the index by: > for (i in 1:3) print(x[i,x[i,4]]) [1] 11 [1] 23 [1] 32 > > for (i in 1:3) {x[i,x[i,4]] <- x[i,x[i,4]] + 5} > x

I've noticed that I get a warning message every time a package masks some functions from Hmisc. The warning message says : Warning message: In identical(get(., i), get(., lib.pos)) : ignoring non-pairlist attributes This happens with eg: library(plyr) library(xtable) I think I've seen this passing by before, but I'm not sure any more. Just thought I'd mention it. Cheers Joris

I would like to prepare the data for barplot. But I only have the data frame now. x1=rnorm(10,mean=2) x2=rnorm(20,mean=-1) x3=rnorm(15,mean=3) data=data.frame(x1,x2,x3) If there a way to put data within a specific range? The expected result is as follows: range x1 x2 x3 -10-0 2 5 1 (# points in this

?typeof? is your friend here: > typeof(`[`) [1] "special" > typeof(mc[[1]]) [1] "symbol" > typeof(mc2[[1]]) [1] "special" so mc[[1]] is a symbol, and thus not a primitive. - Lukas > On 28 Mar 2017, at 14:46, Michael Lawrence <lawrence.michael at gene.com> wrote: > > There is a difference between the symbol and the function (primitive >

Im developing an application with R and Gtk+. It's just a simple GUI which helps new users to interactuate with R. Thing is, when you do a statistical analysis, I also want to provide a HTML report, but HTMLStart doesnt work propperly when executing from TinnR. It does create the file but not empty, I've tried some examples from different websites, and it's always the same.. it works

Dear gurus, I was utterly surprised to learn that one of my examples illustrating the need of match.fun() doesn't give me the expected result. center <- function(x,FUN) FUN(x) center(1:10, mean) mean <- 4 center(1:10, mean) Used to give me the error message "could not find function FUN". Now it just works, even though I didn't expect it to. I believe this is at least

can anyone know where i can find information on compile hmisc on windows, especially 64 windows? thanks, _________________________________________________________________ The New Busy is not the too busy. Combine all your e-mail accounts with Hotmail. ID28326::T:WLMTAGL:ON:WL:en-US:WM_HMP:042010_4 [[alternative HTML version deleted]]

HI, I want to import 1.5G CSV file in R. But the following error comes: 'Victor allocation 12.4 size' How to read the large CSV file in R . Any one can help me? -- View this message in context: http://r.789695.n4.nabble.com/Large-Data-tp2254130p2254130.html Sent from the R help mailing list archive at Nabble.com.

Hi, I want to give a summary or anova for "arima" model in R, as "summary", and "anova" for "lm". As including various intervention factors in arima(xreg = ) part, I want to assess the significancy of thse factors. I can do it using interrupted analysis of time series by linear regression, but want to see whether arima model works for the data first.

Dear Mr. or Ms.,   I used the R-software to run the zero-inflatoin negative binomial model (zeroinfl()) .   Firstly, I introduced one dummy variable to the model as an independent variable, and I got the estimators of parameters. But the results are not satisfied to me. So I introduced three dummy variables to the model. but I could not get the results. And the error message is

All, How can we find a distance matrix for categorical data ie. given a csv below var1 var2 var3 var4 element1-1 yes x a k element1-2 no y b l element1-3 maybe y c m how can i compute the distance matrix between all the elements Actually i need it to create clusters on top

Hello all, This is a request for help from somebody who has the Ox interfaces working in R. I am trying to get the Ox interfaces working for Arfima and Garch modelling. However, I am having several problems: 1. The link to download G at rch_v40 does not work. Does anybody have a copy to email to me please? 2. Various guides offer different instructions for installing Ox in the correct place