similar to: R time series analysis

arima1 = arima(data.ts[1:200], order = c(1,1,1)) arima2 = arima(data.ts[5:205], order = c(1,1,1)) arima3 = arima(data.ts[10:210], order = c(1,1,1)) arima4 = arima(data.ts[15:215], order = c(1,1,1)) arima5 = arima(data.ts[20:220], order = c(1,1,1)) arima6 = arima(data.ts[25:225], order = c(1,1,1)) arima7 = arima(data.ts[30:230], order = c(1,1,1)) arima8 = arima(data.ts[35:235], order = c(1,1,1))

Dear all, I stumbled upon what appears to be a troublesome issue when sampling from an ARIMA model (from Rob Hyndman's excellent 'forecast' package) that contains a seasonal AR component. Here's how to reproduce the issue. (I'm using R 2.9.2 with forecast 2.19; see sessionInfo() below). First some data: > x <- c( 0.132475, 0.143119, 0.108104, 0.247291, 0.029510,

Hi. I hope you can help me... I have fitted the following ARIMA model: arima1<-arima(bigspring$log.volume, order=c(0,1,2)) I need to predict 30 days ahead. I used following code predict(arima1,n.ahead=30,se=T) However I get 30 predictions, but from predictions 2:30 I get the same predictions. Why is this? What am I doing wrong Thanks Catherine KSS Ltd Seventh Floor St

What is the syntax for this? If you have: vector = c(1,2,3,4), how would you output this to column A of an excel spreadsheet? -- View this message in context: http://r.789695.n4.nabble.com/how-to-you-output-a-vector-to-a-column-in-excel-tp2530470p2530470.html Sent from the R help mailing list archive at Nabble.com.

If you have: Name Value A 2 A 3 A 4 B 5 B 6 B 7 In R how do you assign one value to the name: A:9 B:18 -- View this message in context: http://r.789695.n4.nabble.com/for-loop-help-tp2539621p2539621.html Sent from the R help mailing list archive at Nabble.com.

Dear all, this may be a stupid question but... The underlying model in procedure arima0 is X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... +b[q]e[t-q] Is it possible to get an estimate of e for every point t, t-1 etc. or at least an estimate of the variance of e? Thanks a lot in advance for any hints Kai Arzheimer

What is the difference between arima and arima0?

Hi, I'm trying to go through the examples for function arima0() in ts package, i.e, >data(lh) >arima0(lh, order = c(1,0,0)) each time the call to arima0() causes a segmentation fault. I checked the earlier version (1.1.1) of R, the function arima0 works fine. Tracing the call indicates that the function "setup_starma" (in pacf.c under ts) interprets the addresses of the

If I have a model line = lm(y~x1) and I want to use a for loop to change the number of explanatory variables, how would I do this? So for example I want to store the model objects in a list. model1 = lm(y~x1) model2 = lm(y~x1+x2) model3 = lm(y~x1+x2+x3) model4 = lm(y~x1+x2+x3+x4) model5 = lm(y~x1+x2+x3+x4+x5)... model10. model_function = function(x){ for(i in 1:x) { } If x =1, then the list

Dear R People: I'm trying to use the predict command on an arima0 object. I do the following: xm.arma <- arima0(xm2,order=c(1,0,1)) predict(xm.arma,n.ahead=2) and I get the message: Error in round(x, digits) : Non-numeric argument to mathematical function Any ideas what the problem might be, please? R version 1 4 1 on Windows. Thanks in advance! Sincerely, Erin Hodgess Associate

I did a regression with ARMA errors using arima0 with ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1) or ari<-arima0(y,order=c(2,0,2),xreg=reg1) where reg1 is the matrix of the regressors and when I see diag(ari$var.coef) I get negative terms. Do you know what this mean ? I try to change transform.pars to 0 or 1 but this crash R on Windows. Is it possible to test the significativity

s= "Hey" a = "Hello" table = rbind(s,a) write.table(table,paste("blah",".PROPERTIES",sep = ""),row.names = FALSE,col.names = FALSE) In my table, how do I output only the words and not the words with the quotations? -- View this message in context: http://r.789695.n4.nabble.com/How-to-unquote-string-in-R-tp3025654p3025654.html Sent from the R

Full_Name: Ahmad Abu Hammour Version: rw0651 OS: windows 95 Submission from: (NULL) (63.23.128.44) Although I know that "ts package" is preliminary, I wanted to compare the results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in standard errors of coefficients from R and real figures from SPSS. I changed "delta" in R to match that used by SPSS, I received

temp = "~aparch(" temp1 = paste(temp,1, sep = "") temp2 = paste(temp1,1, sep = ",") temp3 = paste(temp2, ")",sep = "") temp 3 is a character but I want to convert to formula object. How do I do this? -- View this message in context: http://r.789695.n4.nabble.com/how-to-convert-string-to-object-tp2999281p2999281.html Sent from the R help mailing

If you have 5 data frames and you append them to a list, how do you access the first data frame, not the first value of the first data frame while iterating in a for loop? list = c(d1,d2,d3,d4,d5) where d1..d5 are dataframes. for(i in 1: length(list)){ print(list[1]) } -- View this message in context: http://r.789695.n4.nabble.com/extracting-objects-from-lists-tp2539412p2539412.html Sent from

[accidentally sent to owner-r-help -- please do NOT! it's "r-help" !] ------- start of forwarded message ------- From: Marcos_Sanches at gallup.com To: owner-r-help at stat.math.ethz.ch Subject: How to get residuasl with arima0? Date: Wed, 19 Sep 2001 15:19:07 -0300 I know this is a basic question, but I've never used the 'ts' package and I'm having some

Full_Name: Arto Luoma Version: 1.1.0 OS: Windows 98 Submission from: (NULL) (153.1.53.119) In arima0 it is possible to specify whether the mean of the original series is included in the model or not. However, it is not possible to specify whether the mean of the differenced series is included. It seems that it is not included. However, if differencing is used to eliminate trend, the mean of the

Hi, I've noted that not all `predict' methods are hidden in the namespace: > methods("predict") [1] predict.ar* predict.Arima* [3] predict.arima0* predict.glm [5] predict.HoltWinters* predict.lm [7] predict.loess* predict.mlm [9] predict.nls* predict.poly [11] predict.ppr* predict.prcomp* [13]

Hello R people, I am need some help using the try() function. Currently I am running a loop which uses arima() for some values of p and q, which sometimes crashes. When it crashes, I want the program to just ignore it and move on to the next values to loop through. I currently have this, looping through a range of values for p and q: lo = try( arima1 <- arima( y, order=c( p, 0, q ) ) if(

Thanks, Can't find an ARIMA in base, dse1/2 or tseries, only references to. What package is it in? Thanks again! Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the