similar to: sarima.Sim function

Hi, I'm currently working with a SARIMA model from which I want to make simulations. As I understand, neither sarima.Sim nor the functions in the gsarima package use historic realizations of the time series to simulate future values. However, I want to use historic values as input and simulate future values based on the history. Anyone who know whether such a function is available

Hi, I have a problem with the ARIMA function, occuring when I set the parameter per (the period of SARIMA model) to a high value (see the exemple bellow). It seems that when per is high it takes a too large amount of memory to calculate the model and I have a memory storage error. But I don't really understand why it takes more memory when per is high, as there is the same number of

Does anyone have an exemple of how to fit a SARIMA model , with a MA part, with the package dynlm? Best regards. --------------------------------- [[alternative HTML version deleted]]

I'm trying to fit a SARIMA(p,d,q)x(P,D,Q) with seasonal period s to some data. When dealing with these types of models one often looks at the ACF and PACF of the time series at lags that are multiples of s, to identify potential values of P, Q. How would I do this in R given the original time series? Secondly given a time series x acf(x) just gives me the plot of the acf. How would I actually

Hi..   R Program is shown ARIMA output as below then SARIMA equation is be   (1 - 0.991B^{12})z_t + 43.557 = (1+0.37B)(1-0,915B^{12})a_t    But I try to calculate it by manual . It look like it 's big different from R sofeware,   I am not sure this equation is correct or not . PLS supoort me to confirm it   Arima Model ( 0,0,1)(1,0,1)   No Transformation Constant   >> 43.557 , t = 10.09

I'm reading Gellman's book "Data Analysis Using Regression and Multilevel-Hierarchical Models" In Chapter 7 (and later), he makes frequent referent to a function names "sim". I can't find the function anywhere, not in my standard R install, or in any of the packages. Doe anyone have a reference for this? Thanks!

Hi, Is R's implementation of Seasonal ARIMA in the arima() function a multiplicative or an additive model? e.g., is an ARIMA(0,1,1)(0,1,1)[12] from arima() the same as Box et al's ARIMA(0,1,1)x(0,1,1)[12] (from Time Series Analysis 1994, p.333). From another post http://tolstoy.newcastle.edu.au/R/help/04/07/0117.html I suspect it's additive but I'm not sure. Thanks, Gad --

In some time series simulations I'm doing, I occasionally want the model to be ``white noise'', i.e. no model at all. I thought it would be nice if I could fit this into the arima.sim() context, without making an exceptional case. I.e. one ***could*** do something to the effect if(length(model)==0) x <- rnorm(n) else x <- arima.sim(model,n) but it would be more suave if one

Hello, I have used the arima.sim function to generate a lot of time series, but to day I got som results that I didn't quite understand. Generating two time series z0 and z1 as eps <- rnorm(n, sd=0.03) z0 <- arima.sim(list(ar=c(0.9)), n=n, innov=eps) and z1 <- arima.sim(list(ar=c(0.9)), n=n, sd=0.03), I would expect z0 and z1 to be qualitatively similar. However, with n=10 the

Dear all: My experience in using hosking.sim to generate random time series is that it requires an n-length autocorrelation function (ACF; order 0 to n-1) to generate n-length random vectors. I have attempted to utilize shorter than n-length (i.e. truncated) ACF's with hosking.sim to generate n-length random vectors, but the function will not operate for n-length time series without the

I am new to using wine and I'm still learning Linux so please be specific. I'm using Ubuntu 8.04 with the newest version of wine. When I installed Sim City 4 Deluxe I saved Disc 1 on my computer then put disc 2 in and installed the game. When I try to start it the Wine window comes up for a second then closes. Can some one explain what is going on. Any help would be nice. Thanks

On Mon, Apr 06, 2020 at 06:09:27AM -0700, Christoph Hellwig wrote: > Pleae just drop the code - we should not add new drivers with custom > DMA ops. I'm not sure there's another way to do this: this not a driver, it's a software emulator that pretends to be an actual device. We can't have the platform supply DMA ops here since the platform is a regular x86 or whatever. --

On Mon, Apr 06, 2020 at 06:09:27AM -0700, Christoph Hellwig wrote: > Pleae just drop the code - we should not add new drivers with custom > DMA ops. I'm not sure there's another way to do this: this not a driver, it's a software emulator that pretends to be an actual device. We can't have the platform supply DMA ops here since the platform is a regular x86 or whatever. --

set_dma_ops isn't available on all architectures: make ARCH=um ... drivers/vdpa/vdpa_sim/vdpa_sim.c: In function 'vdpasim_create': >> drivers/vdpa/vdpa_sim/vdpa_sim.c:324:2: error: implicit declaration of function 'set_dma_ops'; did you mean 'set_groups'? +[-Werror=implicit-function-declaration] set_dma_ops(dev, &vdpasim_dma_ops);

set_dma_ops isn't available on all architectures: make ARCH=um ... drivers/vdpa/vdpa_sim/vdpa_sim.c: In function 'vdpasim_create': >> drivers/vdpa/vdpa_sim/vdpa_sim.c:324:2: error: implicit declaration of function 'set_dma_ops'; did you mean 'set_groups'? +[-Werror=implicit-function-declaration] set_dma_ops(dev, &vdpasim_dma_ops);

I've installed the program just fine, and it even started and ran just fine immediately after the installation, but now SimCity 4 will not open. Has anyone had this problem of it working fine the first go round but not at all after that? If you need more info, I'll be glad to give it to you. Thanks.

Hi List; Is there an Digium cards support GSM SIM cards so we can fix an SIM card to be used for calls within mobiles as it is less rate? Or I have to use an FXS to SIM adaptor? If yes, then anyone advise a models and prices? Regards Bilal ____________________________________________________________________________________ Be a better friend, newshound, and know-it-all with Yahoo!

am i right that steam supports about the same games as wine? So it could be a wine pirate alike flight pro sim to flightgear?

Hi, I am using the arima.sim function to generate some AR time series. However, the function does not seem to produce exactly the same time series when I specify the innov parameter. For example > r <- rnorm(300) > x <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) > y <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) >

Apologies for thickness - I'm sure that this operates as documented and with good reason. However... My understanding of arima.sim() is obviously imperfect. In the example below I assume that x1 and x2 are similar white noise processes with a mean of 5 and a standard deviation of 1. I thought x3 should be an AR1 process but still have a mean of 5 and a sd of 1. Why does x3 have a mean of ~7?