Displaying 20 results from an estimated 3000 matches similar to: "Doing seasonal adjustment from within R"
2007 Feb 17
1
seasonal adjustment
Are any seasonal adjustment programs, like Tramo/Seats, Census X12 ARIMA or Berliner Verfahren implemented in R? I am doing a simulation study and I don't know how to adjust the series in R.
The possibility to access external the exe.files of the seasonal adjustment programs seems to be quite difficult.
Can anyone help me?
Thanks,
Ingo
2004 May 25
1
Tramo-seats support in GRETL, but not R
On Mon, 24 May 2004 12:00:46 +0200 v.demartino2@virgilio.it wrote:
> Working - among other things- in the field of (short & long term)
electricity
> forecast,
* * *
> we have to comply with the Tramo-seats closed-source procedure
(http://www.bde.es/informes/be/docs/dt0014e.pdf)
> to deal with seasonality of electricity monthly time-series, in line
with
> the methodology
2007 Nov 26
1
Pls delete this off the internet IMMEDIATELY
http://groups.google.com/group/linux.samba/browse_thread/thread/d669e5e24f24e1f6/236c73e8a362b5e6?hl=en&q=jpmchase.com#236c73e8a362b5e6
-----------------------------------------
This communication is for informational purposes only. It is not
intended as an offer or solicitation for the purchase or sale of
any financial instrument or as an official confirmation of any
transaction. All market
2008 Sep 30
1
prblems changing directory in mpi snow clusters
Dear R Users,
I am attempting to use snow with rmpi.
My configuration is:
- R Version 2.7.2, rmpi
- RMPI 0.5-6
- DeinoMPI 1.1.0
- Windows Xp SP2
I can sucessfully create a cluster and execute simple commands but for
some reason, I cannot change the working directory in my nodes.
> noclusters<-2
> cl <- makeCluster(noclusters, type = "MPI")
2 slaves are spawned
2008 Oct 30
2
smooth function advice
Dear R Users,
I am looking for a smoothing function with the following characteristics
for a time series of data:
- at each date, should only use data up to that date (so, right aligned
and not centered)
- should return a smoothed series of length equal to the original time
series:
- for a one-day time series, just returns that day
- this means the front part of the series will
2004 May 24
2
Tramo-seats
Working - among other things- in the field of (short & long term) electricity
forecast, we are now using too many & too expensive pieces of licensed
software: SAS, SPSS, EViews. This "sedimentation" is due to the fact that
my predecessors in the past used different consultant companies to manage
each procedure.
Having attended the useR2004! Conference with the aim of assessing
2008 Aug 17
2
grangertest/lmtest ... what am I doing wrong ?
Dear Achim, R Users,
What am I doing wrong in this example ?
a<-zoo(rnorm(100),order.by=1:100)
b<-lag(a)
regr<-na.exclude(merge(a,b))
plot(regr)
grangertest(regr[,1],regr[,2],3)
> a<-zoo(rnorm(100),order.by=1:100)
> b<-lag(a)
> regr<-na.exclude(merge(a,b))
> plot(regr)
> grangertest(regr[,1],regr[,2],3)
Error in solve(vc[ovar, ovar]) : subscript out of bounds
2008 Jun 19
4
How can I execute a .R/script file
Dear R-Users,
I've written a number of functions in a .R/script file. I would like to
call those functions from another script file. How can I execute all the
code in a script file so that the functions are available for use in my
other script file ?
I have tried help.search("script") and various Google alternatives but
couldn't come up with anything.
Thanks in advance,
2008 Aug 13
2
which alternative tests instead of AIC/BIC for choosing models
Dear R Users,
I am looking for an alternative to AIC or BIC to choose model parameters.
This is somewhat of a general statistics question, but I ask it in this
forum as I am looking for a R solution.
Suppose I have one dependent variable, y, and two independent variables,
x1 an x2.
I can perform three regressions:
reg1: y~x1
reg2: y~x2
reg3: y~x1+x2
The AIC of reg1 is 2000, reg2 is
2008 Nov 04
4
fine grain tick marks for zoo plots
Dear R Users,
I am trying to get plot.zoo to place monthy tickmarks/labels for a time
series which spans daily data going back a bit over a year. Right now, I
am getting only one tick mark on the x-axis for the beginning of 2008. How
can I force plot.zoo to place more regular x-axis tick marks on a monthly
basis ?
Thanks in advance,
Tolga
Generally, this communication is for informational
2005 Oct 15
2
TRAMO-SEATS confusion?
Dear R People:
When looking at the previous postings regarding TRAMO-SEATS,
I am somewhat puzzled.
Is it true that we CANNOT replicate TRAMO-SEATS because of
licensing or ownership issues, please?
If not, would anyone be interested in an R version of it, please?
Thanks,
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston -
2008 Jun 05
1
Space character introduced bu paste
Dear R-Users,
I am trying to use paste to paste the character ' around a character
vector.
Paste appears to place spaces (" ") around this. Anyway this can be done
without the unintended introduction of space characters ?
Please see example below.
Many thanks,
Tolga
> charlist<-c("a","b","c")
> lapply(charlist, function (y)
2008 Sep 26
2
Does R have an "inverse empirical cumulative distribution" function ?
Dear R Users,
Does R have an "inverse empirical cumulative distribution" function,
something one can use to invert ecdf ?
Thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or solicitation for the purchase
or sale of any financial instrument or as an official confirmation
of any transaction. In the event you
2008 Jun 30
6
Plotting three time series on the same graph
Dear R Users,
I would like to plot three time series on the same graph, two axis on the
left and one axis on the right.
The time series that I am graphing on the left do not share a similar
scale: one has a range of 1:100 and the other a range of 25000:70000. How
can I display the tick marks for both on the left hand side without
superimposing them, i.e. one set of tick marks in black right
2008 Aug 12
1
Senging commands to the GUI in Windows through a script
Dear R Users,
How can I send commands to the R GUI from within a R script in Microsoft
Windows ? I am trying to get the windows within the R GUI to Tile after I
draw a graph.
Thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or solicitation for the purchase
or sale of any financial instrument or as an official
2008 Jun 05
1
Matrix of data frames
Dear R-Users,
Is there a way to create a matrix of data frames in R ?
I am pulling in data frames from a SQL database into R using RODBC. I
would like to pull in a sequence of data frames which are indexed across
two dimensions, and store each data frame as an element in a matrix.
I did try this:
names<-c("foo","bar")
years<-c("1y","2y")
2008 Dec 08
1
statistics on "runs" of numbers
Dear R Users,
Is there a package or some functionality in R which returns statistics on
"runs" of numbers, i.e. series of numbers with similar qualities in a time
series ? For example, the number of +ves,-ves, histograms on cumulations
in runs, etc. ?
Thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or
2008 Jul 14
1
options() question for displaying numbers in the GUI
Dear R Users,
I would like the R GUI to display numbers with comma separators, i.e.
1,000,000.00
instead of
1000000
Is there a flag in option() for this behaviour. A google/RSiteSearch has
not revealed anything but perhaps I have missed it.
Thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or solicitation for the
2008 Sep 30
0
snow: Problems with cluster
Dear R Users,
I have come across a problem with the snow package across two PCs
recently.
The error message is :
"Error in unserialize(node$con) : error reading from connection"
I was wondering if anyone else has ever come across this and if there are
any suggestions as to what it may mean and how it can be fixed ?
Thanks in advance,
Tolga
Generally, this communication is for
2008 Oct 24
0
"right" aligning loess
Dear R Users,
Does anyone know if I can somehow "right" align the loess function, so it
only uses data points up to a certain date, and not around it ? Sort of
like rollmean(...align="right") in the rollmean function.
Thanks,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or solicitation for the purchase
or sale