similar to: uroot Package and R 2.12.1

Hi R users! I've come across using kpss tests for time series analysis and i have a question that troubles me since i don't have much experience with time series and the mathematical part underlining it. x<-c(253, 252, 275, 275, 272, 254, 272, 252, 249, 300, 244, 258, 255, 285, 301, 278, 279, 304, 275, 276, 313, 292, 302, 322, 281, 298, 305, 295, 286, 327, 286, 270, 289, 293, 287,

Hi, I'm using the ADF.test function in the uroot package to obtain an adfstat-class object. I'm wondering how I can extract the values (test statistic, p value, etc.) from this class, since it doesn't seem to have usual values. I get the following summary, but I'm not sure how to do anything with these values -- how can I put the number into another variable? --------- ------ -

Hello. I am still a newbie in R. Excuse me if I am asking something obvious. My efforts to get an answer through browsing the mailing archives failed. I want to perform an augmented Dickey-Fuller test and to obtain AIC and BIC and to be able to impose some linear restrictions on the ADF regression so as to decide the correct order of autoregression. However I could find no obvious way to impose

Dear friends, I installed the package “uroot” then I wrote library (uroot) and I entered a series entitled extp, in spite of that the problem persite. In short,here are what I wrote and the message that I obtained: > library(uroot) > extp=c(1,3,10,14,12,5,8,12,13,15,9,8,7,10,9,7,3,10,3,11,12,7,4,9,8,10,20,17) > CH.test (wts=extp, frec=c(1,1), f0=1, DetTr=FALSE, ltrunc=NULL) Erreur dans

Hello! I do not understand what is meant by: "aic" and "bic" follow a top-down strategy based on the Akaike's and Schwarz's information criteria in the datails to the ADF.test function. What does a "top-down strategy" mean? Probably the respective criterion is minimized and the mode vector contains the lag orders at which the criterion attains it

Dear sir, I am a new user of R statistical package. I want to perform adf.test(augmented dickey fuller test), which packages I need to install in order to perform it. I am getting following message on my monitor. *x<-rnorm(1000) > adf.test(x) Error: could not find function "adf.test" *I am waiting for your response. Kamlesh Kumar. -- Kamlesh Kumar Appt. No. - QQ420,

Hi When I'm looding the library "uroot" something happens with the basic R code that handles numeric classes. Its looks like a bug but I cant isolate the problem. So hopfully one of you smart guys out there can give me some help. This is how the problem looks. Take for example the vector TEST <- c("1","2") which I want to transform it to a numeric vector. I

Hi, I'm using package "vars" and I'm trying to extract the algorithm that function "predict" contained in that package in order to understand how does it work. When I type function "VAR" then all its algorithm appears in R, however if I try to do the same with "predict" nothing happens...Is there any possible way to extract the algorithm? Thanks a

Dear Users, please help with the following DF test: ===== library(tseries) library(timeSeries) Y=c(3519,3803,4332,4251,4661,4811,4448,4451,4343,4067,4001,3934,3652,3768 ,4082,4101,4628,4898,4476,4728,4458,4004,4095,4056,3641,3966,4417,4367 ,4821,5190,4638,4904,4528,4383,4339,4327,3856,4072,4563,4561,4984,5316 ,4843,5383,4889,4681,4466,4463,4217,4322,4779,4988,5383,5591,5322,5404

Hello, I'm new using R. I'm trying to develop a K-means Clustering with R for some data I have, however each time I use that instruction with the same data my cluster means, clustering vector and within cluster sum of square change and I don't understand why because I use the same parameters and the same data. Can anybody explain me why does it happen? Thank you Act. Calef

Hi everybody. I'm using BFAST program and I have some data to be analized (named "META.csv" for example). When I call BFAST in the following way: meta <- read.csv("C:/META.csv") meta.ts<-ts(meta, frequency=12, start = c(2005,9)) dis<-frequency(meta.ts) / length(meta.ts) meta.sc<-bfast(meta.ts, h=dis, max.iter=1) meta.sc$output The last statement has the

Hello dudes. I'm developing VAR analysis based on suggestions made by Horváth in its paper Canonical Correlation Analysis and Wiener-Granger Causality Tests. That's the reason I'm looking for if there's any R package to develop Wiener - Granger Causality Test. Thanks a lot for your unvaluable help. Regards from Mexico [[alternative HTML version deleted]]

Hi everybody. I was wondering if there's any package available that can handle Mixed Data Sampling Regression Models. Thanks a lot for your help. [[alternative HTML version deleted]]

Hi everybody. I use to work with monthly data, however this is my first time working with weekly data. I have 4 data bases with monthly data and 1 with weekly data, so I want to convert my weekly to monthly data in order to have the same periodicity in all of them. I've read that package xts can help me with this issue, so I have done the following script:

I am confused by obtaining different results when testing for unit root when using different packages. I have 2625 price entries for which I want to determine whether they exhibit unit root. First I test using adf.test from tseries package by running: > adf.test(P, k=30) Augmented Dickey-Fuller Test data: P Dickey-Fuller = -4.685, Lag order = 30, p-value = 0.01 alternative hypothesis:

Hi everyone. I'm having some troubles with STL function to decompose some data. My issue is that I have monthly data from September 2005 up to August 2010 i. e. 60 observations. I define it in the following way: *u<-read.csv("C:/CELEBREX.csv",header = TRUE) u.ts<-ts(u, start=c(2005,9), frequency=12) * The issue is that when I try to use stl(u.ts, 'per') Then the

# Dear List, # I want to characterize a time series according to its Quarter components. # My data ("a.ts": http://docs.google.com/View?id=dfvvwzr2_478cr9k4cdb)? look like: #???????????????? Qtr1????????? Qtr2????????? Qtr3????????? Qtr4 #?? 1948 -0.0714961837? 0.0101747827? 0.0654816569 -0.0227830729 #?? 1949 -0.1175517556? 0.1151378692? 0.1015777858 -0.1971535900 #?? 1950?

Hi all R-users, I?m trying to assign colors on those p-value in my table output that fall above a certain critical value, let?s say a p-value >0.05. My table looks like this: Assets ADF-Level P-Value ADF-First D P-Value ADF-Second D P-Value [1,] Liabilities -2.3109 0.1988 -3.162 0.025 -6.0281

R-users, i have some time series and use HEGY seasonal UR tests in the uroot package. But i have problems with interpretation of t and F statistics. Is there any critical values for these tests in R? is anybody ever write a bootstrap of these tests? thanks for advance, with all my bests, erik. ================================= Erik-André SAULEAU SEAIM Centre Hospitalier 87, Avenue

Hello! I am applying the ADF.test function from package uroot to a time series of data. When I apply the full test, incorporating drift and trend terms, the regressor estimate of the drift term is not significantly different from zero. So I apply the test to a model without drift term, with deterministic trend only. But then I always get the following error: