similar to: s.e. of arima

Hi, I need help to find an efficient way to transform a vector like: a<-c(1,1,0,1,0,0,0,1,1,1,1,0,1,0,1,1) in a vector that counts only di 1 elements, like: b<-c(1,2,0,1,0,0,0,1,2,3,4,0,1,0,1,2) Thank you! -- View this message in context: http://r.789695.n4.nabble.com/counts-of-a-vector-tp2232047p2232047.html Sent from the R help mailing list archive at Nabble.com.

Hi, I would like to receive help for the following matter: If I'm dealing with a numeric vectors containing increasing elements. i.e. a<-c(1,2,2,2,2,3,3,3,4,4,4,5,5,6,7,7,7) There exist an efficient way to obtain an vector that indicates the position of the changing element of "a"? In this case it would be something like: index<-c(1,6,9,12,14,15) usually I'm used

Hello, I'm an R newbie. I've tried to search, but my search skills don't seem up to finding what I need. (Maybe I don't know the correct terms?) I need the standard errors and not the confidence intervals from an ARIMA fit. I can get fits: > coef(test) ar1 ma1 intercept time(TempVector) - 1900

Hello all, fit = arima() and Summary(fit) will give some summary of the fit. However, the t-stats are not shown in the summary. How can I get the t-stats of it? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}

Hello all, I use the arima to get a model, i.e. fit = arima(x,order=c(1,0,0)) and I know I can get the following from fit via est.coef = coef(fig) est.aic = fit$aic std.err = sqrt(diag(vcov(fit))) t.stat = est.coef/std.err How can I get the following stat from arima? Pr(>|t|) r2 adjust_r2 rmse Thanks, Rebecca

Hi, I'm a beginner using R and I'm modeling a time series with ARIMA. I'm looking for a way to determine the p-values of the coefficients of my model. Does ARIMA function return these values? or is there a way to determine them easily? Thanks for your answer Myriam

Hi, Can anyone explain how the standard error in arima() is calculated? Also, how can I extract it from the Arima object? I don't see it in there. > x <- rnorm(1000) > a <- arima(x, order = c(4, 0, 0)) > a Call: arima(x = x, order = c(4, 0, 0)) Coefficients: ar1 ar2 ar3 ar4 intercept -0.0451 0.0448 0.0139 -0.0688 0.0010 s.e.

Dear R-users: How does one calculate in R the odds ratios for a CATEGORICAL predictor variable that has 4 levels. I see r-help inquiries regarding odds ratios for what looked like a continuous predictor variable. I was wondering how to get the pairwise odds ratios for comparisons of levels of a categorical predictor variable. I can't seem to get the correct output using: >

Ciao, ho aperto con R un file di classe data frame con 15000 righe e 29 colonne. Nella console però sono visualizzate solo la prime e l'ultima colonna e le ultime 8000 righe circa. E' possibile una visualizzazione completa? Grazie Sabrina [[alternative HTML version deleted]]

Hi, I have the following code from Splus that I'd like to migrate to R. So far, the only problem is the arima.filt function. This function allows me to filter an existing time-series through a previously estimated arima model, and obtain the residuals for further use. Here's the Splus code: # x is the estimation time series, new.infl is a timeseries that contains new information # a.mle

I am running R 2.0.0, GOstats 1.1.1 and GO 1.7.0, and when I use the function GOHyperG, I have the following error: w1<-as.list(hgu95av2LOCUSID) w2<-unique(unlist(w1)) set.seed(123) myLL<-sample(w2,100) xx <- GOHyperG(myLL) Error in mget(x, env = GOTERM, ifnotfound = NA) : recursive default argument reference In fact first I tried this function with my locusId ' list (with

Dear all, When I run an arima(1,1,1) on an I(1) variable, y, I get different estimates to when I first difference the variable myself, e.g y2<-diff(y), and then run arima(1,0,1) on y2. Shouldn't these two approaches give the same output? Any help will be much appreciated. george

Full_Name: Allan McRae Version: 1.6.0 OS: Win 2000 P Submission from: (NULL) (129.215.190.229) When using predict.Arima in library ts(), it appears differencing is only accounted for in the first step of prediction and so any trend is not apparent in the predictions. The example shows the difference between the predictions of an arima(1,1,1) model and the backtransformed predictions of an

Hi ! I'm runing a linux redhat 7.2 box with samba 2.2.4. I've downloaded the samba source in order to install it with the needed compilation options (--with-smbwrapper --with-automount --with-smbmount --with-pam ...). Samba is now up and running but I would like to build an rpm with this compiled version. Any idea of how to transform this samba compiled version to a rpm package ?

Dear List, A posting to R-Help exposed this problem with the print method for objects of class Arima: > set.seed(1) > x <- arima.sim(n = 100, list(ar = 0.8897, ma = -0.2279)) > mod <- arima(x, order = c(1,0,1)) > coefs <- coef(mod) > mod2 <- arima(x, order = c(1,0,1), fixed = coefs) > mod2 Call: arima(x = x, order = c(1, 0, 1), fixed = coefs) Coefficients: Error

Dear all, <BR><BR>I was used to work on R1.6 and I have now passed on R1.6.2 but I can''t read my <BR>file (and that is a big problem!!).<BR>I made a data sheet with some <BR>spreadsheet in Excell, and save it as separeted by tab .txt.<BR>I write in R<BR>read.table ("file.txt",h=T,sep="/t",dec=",")<BR>But R

Hi, I am trying to forecast a model using predict.Arima I found arima model for a data set: x={x1,x2,x3,...,x(t)} arima_model = arima(x,order=c(1,0,1)) I am forecasting the next N lags using predict: arima_pred = predict(arima_model,n.ahead = N, se.fit=T) If I have one more point in my series, let's say x(t+1). I do not want to recalibrate themodel, I just want to forecast the next N-1

Hi, I am trying to understand exactly what xreg does in arima. The documentation for xreg says:"xreg Optionally, a vector or matrix of external regressors, which must have the same number of rows as x." What does this mean with regard to the action of xreg in arima? Apparently somehow xreg made the following two arima fit equivalent in R: arima(x, order=c(1,1,1), xreg=1:length(x)) is

dear all, Is it possible to extract the response vector from a fitted arima object? For instance in glm it is allowed, by: obj.glm<-glm(y~x) obj.glm$y #the response vector In arima I can't find it: obj.arima<-arima(y, order=c(1,0,1)) #say names(obj.arima) doesn't seem to include the response. Am I wrong? Many thanks for your help, best, vito

Hi, i'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, I'm looking for a example of transformation of ARIMA in a state space equivalent to use the dlm package and calcualte the hyperparameters. Someone can help me about it?. If it's possible with a arima(1,0,1) example, or more complex model. While I have more examples best for me.