similar to: acf

Displaying 20 results from an estimated 300 matches similar to: "acf"

2010 Jul 23
1
sink function
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 <-
2010 Jul 22
0
Please advise acf and pacf in order to determine order of Arima
I have data as below.Please let me know how the ACF and Pacf used to determine the order od arima model. Is there any rules need to be followed to determine order.Please advise > turkey.price.ts Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 1.58 1.75 1.63 1.45 1.56 2.07 1.81 1.74 1.54 1.45 0.57 1.15 2002 1.50 1.66 1.34 1.67 1.81 1.60 1.70 1.87 1.47 1.59 0.74 0.82
2007 Mar 29
1
ccf time units
Hi, I am using ccf but I could not figure out how to calculate the actual lag in number of periods from the returned results. The documentation for ccf says:"The lag is returned and plotted in units of time". What does "units of time" mean? For example: > x=ldeaths > x1=lag(ldeaths,1) > results=ccf(x,x1) > results Autocorrelations of series 'X', by lag
2010 Aug 02
1
removing spatial auto correlation
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
2010 Aug 15
2
band pass filter
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]]
2011 Apr 04
1
svd
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]]
2010 Jul 05
2
timeseries
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
2010 May 31
1
missing values in autocorelation
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
2010 Jun 07
1
prewhiten
HI all., I have some univariate time series that need to be prewhitened. HOw this can be performed in R. I am thinking of to fit an ARIMA model and substract this from the original series. Is this the correct way THanks in advance nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]]
2011 Mar 17
1
Extracting columns from a class
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:
2011 Apr 01
1
principal components
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]]
2010 Jul 22
1
tsdiag
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]]
2011 Jun 13
1
documentation in R
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]]
2010 May 20
2
writing autocorrelation and partial auto correlation functions to a file
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
2010 Jul 13
2
Regarding R -installation
Dear R-help Team Members, I am venkatesh , Student of university of Hyderabad, while Installing R from the specified servers, I encountered the following problem. please help me regarding. i need this to do my project . Thanking you. *Problem* : Cannot access installation media http://download.opensuse.org/repositories/devel:languages:R:patched/openSUSE_11.2 (Medium 1). Check whether the
2009 Nov 20
2
how to draw image of a data distribution? Thanks
I have a file with 3 cols as: x y value 1 1 0.5000 1 2 1.8333 1 3 4.3333 2 1 0.7500 2 2 0.7500 2 3 4 3 1 0.7500 3 2 1.4167 3 3 5.1667 I read them in using p <- read.table("data.txt", header=TRUE) My questoin: how to draw a image to show the values at different positions (x, y)? I would like to see different colors for
2007 Aug 31
3
Choosing the optimum lag order of ARIMA model
Dear all R users, I am really struggling to determine the most appropriate lag order of ARIMA model. My understanding is that, as for MA [q] model the auto correlation coeff vanishes after q lag, it says the MA order of a ARIMA model, and for a AR[p] model partial autocorrelation vanishes after p lags it helps to determine the AR lag. And most appropriate model choosed by this argument gives
2010 Sep 26
4
How to update an old unsupported package
Hi all, I have a package that is specific to a task I was repetitively using a few years ago. I now needed to run it again with new data. However I am told it was built with an older version or R and will not work. How can I tweak the package so it will run on 11.1? It was a one-off product and has not been maintained. Is there a way to "unpackage" it and repackage it to work? I
2006 Sep 21
1
Problems with making a complex graphic
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2011 Jan 14
2
read in data, maintain decimal places
Good day, All, Is there any way to maintain the number of decimal places in the type of situation below? I would like to maintain the number of decimal places in 0.667, despite the fact that its column-mates have a fourth decimal place. Thank you for your time. Jim dat.txt contents: MARKER ALLELES FREQ1 RSQR EFFECT2 STDERR CHISQ PVALUE rs6599753 C,T