Displaying 20 results from an estimated 2000 matches similar to: "Acf of Frima"
2011 Nov 05
1
acf?
I started to check what I thought I knew with autocovariance and it doesn’t
jive with the the calculations given by ‘R’. I was wondering if there is
some scaling or something that I am not aware of.
Take the example
Ø d <- 1:10
Ø (a <- acf(d, type="covariance", demean=FALSE, plot=FALSE))
Autocovariances of series ‘d’, by lag
0 1 2 3 4 5 6
2002 Apr 11
3
new acf package
I'm a PhD student and I'm working with covariance function. I'm interested
to know if exist some packages in R to calculate and plot the
bidimensional Autocovariance Function. the input matrix is a matrix that
describe a spatial location over a 2-D space and I want to use it in the
same way I can use a time serie in the 1-D acf.
Thanks,
Nicola.
2002 Apr 11
3
new acf package
I'm a PhD student and I'm working with covariance function. I'm interested
to know if exist some packages in R to calculate and plot the
bidimensional Autocovariance Function. the input matrix is a matrix that
describe a spatial location over a 2-D space and I want to use it in the
same way I can use a time serie in the 1-D acf.
Thanks,
Nicola.
2012 Jan 24
2
how do I do the autocovariance of a moving average?
Hi guys,
I'm trying to do the autocovariance of a moving average but it's giving me
errors. Here is my code:
> w=rnorm(500,0,1)
> v=filter(w, sides=2, rep(1/3,3))
> acf(w, lag.max=20) <=that printed out a nice graph.
> acf(v, lag.max=20)
Error in na.fail.default(as.ts(x)) : missing values in object
thanks a lot.
--
View this message in context:
2006 May 17
1
what does it mean when "lm.gls" says that the weight matrix has wrong dimension?
If first fit my data column V1 to column V2 using normal "lm" fitting,
call it "fit1",
then I used "acf(fit1$residuals, type='cov', 40) " function to obtain the
autocovariance of the residuals,
and then constructed a autocovariance matrix, I chose it to be 40x40.
Call this autocovariance matrix B,
I then use the following "lm.gls" function to
2006 Nov 13
1
bug in acf (PR#9360)
Full_Name: Ian McLeod
Version: 2.3.1
OS: Windows
Submission from: (NULL) (129.100.76.136)
> There is a simple bug in acf as shown below:
>
> z <- 1
> acf(z,lag.max=1,plot=FALSE)
> Error in acf(z, lag.max = 1, plot = FALSE) :
> 'lag.max' must be at least 1
>
This is certainly a bug.
There are two problems:
(i) the error message is wrong since lag.max is
2000 Feb 11
1
Help Help!
Hello! I have two questions.
First of all, I have a problem dealing with acf
(Autocovariance function) and need help. First I
defined a time series, x, which is a vector created by
x <- ts(rnorm(200)). So I plugged the series directly
into the acf function, acf(x) and an error message
popped up as:
Error in .C("acf", as.double(x), as.integer(sampleT),
as.integer(nser), :
2002 Aug 12
1
Beginer
Hi!
I just installed R on my computer, and I don't manage to run the function acf (autocovariance and autocorrelation function). It says me that this function is unknown. However, the standard functions like cos or read.table are OK. Can someone help me please?
Thanks a lot.
Naime
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read
2009 Jul 23
1
Changing ts times to dates
Dear all,
Ive just started with R and I have question:
how can you change a time from a ts object .i.e 2009.004 to "2009-01-01"? Is
there any function for this? I tried around with as.Date... but it hasnt
worked.
Thank you beforehand.
Chuse.
[[alternative HTML version deleted]]
2009 Jul 27
1
Conversion a ts time to another class.
Dear R collegues,
I am trying to change a ts time such as 2009.004 to a str or POSIX
class as "2009-01-01".
Is there any function or method to do it?. Thank you beforehand.
Chuse.
2005 Jul 26
3
farimaSim
Hello!
I installed the fSeries package to get some farima time-series which i tried
with farimaSim, but unfortunately i got always an error. I tried it this way:
> farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), method="freq")
Error in farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), :
... used in an incorrect context
Some ideas?
Regards,
___
2006 Nov 28
1
ccf documentation bug or suggeston (PR#9394)
On 11/28/2006 11:50 AM, A.I. McLeod wrote:
> Hi Duncan,
Hi Ian.
>
> ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates
> that the c(k) definition is used:
> ccf(c(-1,1,rep(0,8)),c(1,rep(0,9)))
> However S-Plus acf uses the d(k) definition in their acf function.
I don't think our code looks
2006 Feb 06
1
marginal distribution wrt time of time series ?
Dear all,
In many papers regarding time series analysis
of acquired data, the authors analyze 'marginal
distribution' (i.e. marginal with respect to time)
of their data by for example checking
'cdf heavy tail' hypothesis.
For i.i.d data this is ok, but what if samples are
correlated, nonstationary etc.?
Are there limit theorems which for example allow
us to claim that
2008 Mar 21
1
tseries(arma) vs. stats(arima)
Hello,
The "arma" function in the "tseries" package allows estimation of models
with specific "ar" and "ma" lags with its "lag" argument.
For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated
with the following specification : arma(y, lag=list(ar=3,ma=2)).
Is this possible with the "arima" function in the
2011 Feb 09
3
precision of gamma function
Dear R users,
I have to calculate gamma functions for negative numbers beyond -171.4.
e.x. gamma(-500.4)
I got following:
> gamma(-170.4)
[1] -5.824625e-308
> gamma(-171.4)
[1] 0
Warning message:
underflow occurred in 'gammafn'
I have tried to use a recursion getting values a little futher -180.
How could I solve this problem? Thank you beforehand.
Chuse.
2006 Sep 16
1
regarding chaos
hi all,
I have a simple question that does power spectral analysis related to
capacity dimension, information dimension, lyapunov exponent, hurst
exponent.
If yes then please show me the way. I am newbie in the world of chaos.
Sayonara With Smile & With Warm Regards :-)
G a u r a v Y a d a v
Senior Executive Officer,
Economic Research & Surveillance Department,
Clearing
2011 Mar 02
1
Refine ARMA model
Dear users,
I tried to fit an AR(2) model to data. This the result:
> arima(vw,c(3,0,0))
Call:
arima(x = vw, order = c(3, 0, 0))
Coefficients:
ar1 ar2 ar3 intercept
0.1052 -0.0102 -0.1203 0.0099
s.e. 0.0337 0.0339 0.0338 0.0018
sigma^2 estimated as 0.002934: log likelihood = 1293.16, aic = -2576.33
Now, ar2 is not significantly different from
2013 Oct 11
3
Gaussian Quadrature for arbitrary PDF
Hi all,
We know that Hermite polynomial is for
Gaussian, Laguerre polynomial for Exponential
distribution, Legendre polynomial for uniform
distribution, Jacobi polynomial for Beta distribution. Does anyone know
which kind of polynomial deals with the log-normal, Student抯 t, Inverse
gamma and Fisher抯 F distribution?
Thank you in advance!
David
[[alternative HTML version deleted]]
2000 Feb 11
0
Help Help 2
Please pardon me if you see this message twice. The
mail server has a bit problem.
*****************************************************
Hello! I have two questions.
First of all, I have a problem dealing with acf
(Autocovariance function) and need help. First I
defined a time series, x, which is a vector created by
x <- ts(rnorm(200)). So I plugged the series directly
into the acf
2005 Apr 15
1
AR1 in gls function
Dear R-project users
I would like to calculate a linear trend versus time taking into account a
first order autoregressive process of a single time series (e.g. data$S80
in the following example) using th gls function.
gls(S80 ~ tt,data=data,corAR1(value, form, fixed))
My question is what number to set in the position of value within corAR1?
Should it be the acf at lag 1?
I look forward for