similar to: Newbie - want to view code for a function

Hi useRs, I'm trying to fit a basic AR(2) model with the 'ar' function. And when I try to check the value of the coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <-

Hi useRs, I'm trying to fit a basic AR(2) model with the 'ar' function. And when I try to check the value of the coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <-

Hi there, we are beginners in R and we are trying to fit the following time series using ar(2): > x <- c(1.89, 2.46, 3.23, 3.95, 4.56, 5.07, 5.62, 6.16, 6.26, 6.56, 6.98, > 7.36, 7.53, 7.84, 8.09) The reason of choosing the present time series is that the we have previously calculated analitically the autoregressive coefficients using the direct inversion method as 1.1, 0.765, 0.1173.

Dear list, according to the documentation of acf{ts} "the partial correlation coefficient is estimated by fitting autoregressive models of successively higher orders up to lag.max. " However, R seems to return the Yule-Walker estimates of the PACF by default. You can check this using c(1:10) as the series: the YW estimates are 0.7000000 and -0.1527035 for lags 1 and 2 . If the PACF

I have coded a time series from simulated data: simtimeseries <- arima.sim(n=1024,list(order=c(4,0,0),ar=c(2.7607, -3.8106, 2.6535, -0.9258),sd=sqrt(1))) #show roots are outside unit circle plot.ts(simtimeseries, xlab="", ylab="", main="Time Series of Simulated Data") # Yule ---------------------------------------------------------------------------- q1 <-

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast

There is now a preliminary version of a time series package in the R-devel snapshots, and we would welcome feedback on it. It is based in part on the packages bats (Martyn Plummer) and tseries (Adrian Trapletti) and in part on code I had or have written. (Thanks for the contributions, Martyn and Adrian!) Some of the existing ts code has been changed, for example to plot multiple time series, so

Hi I am trying this > x <- read.table("/home/kenji/1245/GDS1_2grps_.cls", header = F, skip = 2) > x <- read.table("/home/kenji/1246/MYCset.cls", header = F, skip = 2) Warning message: In read.table("/home/kenji/1246/MYCset.cls", header = F, skip = 2) : incomplete final line found by readTableHeader on '/home/kenji/1246/MYCset.cls' Here are the

Folks, Normally, in a data frame, one observation counts as one observation of the distribution. Thus one can easily produce a CDF and (in Splus atleast) use cdf.compare to compare the CDF (BTW: what is the R equivalent of the SPlus cdf.compare() function, if any?) However, if each point should not count equally, how can I weight the points before comparing the distributions? I was thinking of

Hello, I have a dataset with 4 variables, each consisting of a vector, all with the same length. I start by interpolating the first three variables using the function "interp", and plot the interpolation successfully using "filled.contour". I then interpolate the first two variables and a fourth using "interp" again, but when I try to overlay the contour lines

Dear R Users, Is anyone aware of a package which calculates the Yule Kendall resistant (to errors,outliers) measure of skewness ? An easy calculation to perform, but was just wondering if a package exists (as the contents of that package would probably include other cool things I would also be interested). Thanks, Tolga Generally, this communication is for informational purposes only and it

I am trying to fit a rank-frequency distribution with 3 unknowns (a, b and k) to a set of data. This is my data set: y <- c(37047647,27083970,23944887,22536157,20133224, 20088720,18774883,18415648,17103717,13580739,12350767, 8682289,7496355,7248810,7022120,6396495,6262477,6005496, 5065887,4594147,2853307,2745322,454572,448397,275136,268771) and this is the fit I'm trying to do: nlsfit

Dear R-Users, I need functions to calculate Yule's Y or Cram?rs Index, in order to correlate variables that are nominally scaled? Am I wrong? Are such functions existing? Sincerely, Timo

I am trying to understand the function acf stats:::acf shows me the function I am having trouble understanding the usage "$acf" in the following acf <- array(.C(R_acf, as.double(x), as.integer(sampleT), as.integer(nser), as.integer(lag.max), as.integer(type == "correlation"), acf = double((lag.max + 1L) * nser * nser), NAOK =

After installing Samba3.0.21c, on AIX 5.2 ML7 I get the following error trying to join a domain, can anyone offer any advice? Thanks Mark [WMSTRAIN:root]/opt/samba-3.0.21c/lib> testparm Load smb config files from /opt/samba-3.0.21c/lib/smb.conf Loaded services file OK. WARNING: passdb expand explicit = yes is deprecated Server role: ROLE_DOMAIN_MEMBER Press enter to see a dump of your

G'day all, I have daily scripts running to install the patched version of the current R version and the development version of R on my linux box (Ubuntu 18.04.2 LTS). The last development version that was successfully compiled and installed was "R Under development (unstable) (2019-02-25 r76159)" on 26 February. Since then the script always fails as a regression test seems to

--- On Mon, 1/17/11, Raymond Wong <raywong365@yahoo.ca> wrote: From: Raymond Wong <raywong365@yahoo.ca> Subject: Re: [R] help in calculating ar on ranked vector To: "Uwe Ligges" <ligges@statistik.tu-dortmund.de> Received: Monday, January 17, 2011, 11:56 AM Thanks Uwe:   Here is my code. the first set of print statements work, but not the second.   #

Hi All, After successfully installing the AIX Binaries (Thanks Bill), and manageing to join as a ADS Domain Member I have a couple of peculiarities of which I need to get to the bottom. Problem A When connecting to a share, I can connect OK , and get authenticated OK, I can create files in the share and open files in the share, but cannot list files in the share or delete files I have created.

HI, GUYS, I used the following codes to run SVM and get prediction on new data set hh. dim(all_h) [1] 2034 24 dim(hh) # it contains all the variables besides the variables in all_h data set. [1] 640 415 require(e1071) svm.tune<-tune(svm, as.factor(out) ~ ., data=all_h, ranges=list(gamma=2^(-5:5), cost=2^(-5:5)))# find the best parameters. bestg<-svm.tune$best.parameters[[1]]

Hi there We have a bunch of Samba 3.0.10+ CentOS4.4 servers that are working 100% fine when connected to from users who are members of the same ADS domain our Samba servers are members of. However, users from other ADS domains (we are all W2K3-based) on our network cannot connect - they get NT_STATUS_ACCESS_DENIED. The shares they are trying to connect to have no share-level permission checks -