similar to: prewhiten

Dear list, I searched the libraries but could not find means to compute the svd of a coupled field. Is it possible in R Thanks nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]

Hello list, Is there any way to bandpass filter in R thanks nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]

Hi list, I am trying to fit arima model for a grid of 360x161x338 points, where 360x161 is the spatial dimension and 338 is the number of time steps I have, which is seasonal. For this purpose I used the auto.arima function in forecast package. After fitting residuals at each grid in space, the auto correlations are still significant ( but < 0.2). This make me think that the data

Dear useRs, I am trying to construct a time series using as.ts function, surprisingly when I plot the data the x axis do not show the time in years, however if I use ts(data), time in years are shown in the x axis. Why such difference in the results of both the commands Thanks nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma

Hi all, I am trying to find the autocorrelation of some time series. I have say 100 files, some files have only missing values(-99.99, say). I dont want to exclude these files as they represent some points in a grid. But when the acf command is issued i get an error. Error in plot.window(...) : need finite 'ylim' values In addition: Warning messages: 1: In min(x) : no

Hi list, I am not a frequent user of R. Recently I used R in principal component analysis and got the result as a class, which has information like standard deviation and principal components from 1 to 10. How is it possible to extract the column corresponding to first principal component and write it to a file the out from prcomp command is something like this Standard deviations:

Hi list, I have the following code to compute the acf of a time series acfresid <- acf(residfit), where residfit is the series when I type acfresid at the prompt the follwoing is displayed Autocorrelations of series ?residfit?, by lag 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018

How we can call auto.arima in R. Is there any cran package we need to install for this function? -- Siddharth Arun, 4th Year Undergraduate student Industrial Engineering and Management, IIT Kharagpur [[alternative HTML version deleted]]

HI all, I am trying to compute the EOF of a matrix using prcomp but unable to get the expansion co-efficients. is it possible using prcomp or are there any other methods thanks nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]

HI list, I want to know whether tsdiag uses k-(p+q) as the lag in ljung box test. How is it possible to save those values nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]

Dear All, I am very new to T. I need to fit a ARIMA model to my time series. So I found the auto correlation functions and partial auto correlation function in R. Now I want to save these valuse along with the significance levels to a file. How to do that?. I tried some function in R like write.table but returns an error "cannot coerce class "acf" into a

I have the following code to write the output from auto.arima function. The issue is not in finding the model but to divert its out put fit to a file order_fit.txt. code runs but nothing is written to order_fit.txt where am I going wrong library(forecast) for (i in 1:2) { filen = paste("file",i,".txt",sep="") data <- read.table(filen) dat1 <- data[,1] xt <-

HI list, I am using auto.arima from forecast package, I wonder whether its possible to save model orders to a seperate file Thanks nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]

Hello again, Let say I have following string: Vec <- c("sada", "asdsa", "sa") Now I want to make each element of this vector with equal length. Basically I want following vector: c("sada ", "asdsa", "sa ") Therefore we can get: > nchar(c("sada ", "asdsa", "sa ")) [1] 5 5 5 Is there any

Dear R-help, How could a cross-correlation plot be optimized such that the relationship between seasonal time-series can be studied? We are working with strong seasonal time-series and derived a cross-correlation plot to study the relationship between time-series. The seasonal variation however strongly influences the cross-correlation plot and the plot seems to be ?rather? symmetrical (max

Hi R users, I am doing cross correlation analysis on 2 time series (call them y-series and x-series) where I need the use the model developed on the x-series to prewhiten the yseries.. Can someone point me to a function/filter in R that would allow me to do that? Thanks in advance for any help! -- View this message in context:

I really wants to know. When I start "xm create fc3 -c" but always maintenance mode. Is someone kind enough to point whats wrong with me? Configfiles are like this. kernel ="/boot/vmlinuz-2.6.11-1.1177_FC4xenU" memory =128 name = "fc3" nics = 1 disk = [''file:/root/fedora.img,hda2,w''] ip="210.166.211.245"

Hi, I'm new to R. I'm trying to do some extreme value theory analysis, looking at the Mean Excess Plot of a series. These are the commands I type to get the plot: x=read.table("data.txt",header=T) goa=(x[,3]) meplot(goa) I can see the plot, but I would like to see the values of the x and y axis. According to this page

Hi, I have submitted a draft proposal on the GSoC website but I also wanted to share my draft proposal through Dropbox to get your feedback quickly through it. Please review it and let me know your feedbacks as soon as possible. I haven't written much about automated testing as I haven't written any test yet ( I will learn writing automated tests before April end ). Link to my

I want to calculate Newey West robust standard error using NeweyWest. Comparing the results to what I get in STATA, in order to get the same results in I need to specify "prewhite=0". Can someone explain what this prewhite command means? Thanks [[alternative HTML version deleted]]