similar to: Loop: noob question

Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have tried many packages [tseries, fseries, FitARMA etc.] and all of them giving very different results. I would appreciate if someone could post here what the best package is for my purpose. Also, after having done the fitting, I would like to check for the model's

I'm trying to apply a function defined in the VW R docs, that attemps to convert a data.table object to Vowpal Wabbit format. In the process i'm getting the error in printf mentioned in the subject. The original function is here: https://github.com/JohnLangford/vowpal_wabbit/blob/master/R/dt2vw.R Below there is a small example that reproduces the error. The function works great with

Dear R user, After I imported data (csv format) in R, I called it out. But it is in non-numeric format. Then using "as.numeric" function. However, the output is really awful !!!!! > PE[1,90:99] V90 V91 V92 V93 V94 V95 V96 V97 V98 V99 1 16.8467742 17.5853166 19.7400328 21.7277241

Wouldn't it make sense to have this in the man page? The 8192-byte limitation for 'fmt' is mentioned but not this one. Thanks, H. On 08/25/2015 02:08 AM, Prof Brian Ripley wrote: > From the sources: > > #define MAXNARGS 100 > /* ^^^ not entirely arbitrary, but strongly linked to > allowing %$1 to %$99 !*/ > > > > On 22/08/2015 04:21, Martin

Hi. I have a simple (I think) question My dataset have these variables: names(data) [1] "v1" "v2" "v3" "v4" "v5" "v6" "v7" "v8" "v9" "v10" "v11" "v12" "v13" "v14" "v15" "v16" "v17"

Hello, I have a very large content analysis project, which I've just begun to collect training data on. I have three coders, who are entering data on up to 95 measurements. Traditionally, I've used Excel to check coder agreement (e.g., percentage agreement), by lining up each coder's measurements side-by-side, creating a new column with the results using if statements. That is, if

Hello, I am trying to select the following headers from a data frame but when I try and run the command it executes halfway through and give me an error at V188 and V359. Temp <- data.frame(V4, V5, V6, V7, V8, V9, V10, V11, V12, V13, V14, V15, V16, V17, V18, V19, V20, V21, V22, V23, V24, V25, V26, V27, V28, V29, V30, V31, V32, V33, V34, V35, V36, V37, V38, V39, V40, V41, V42, V43, V44, V45,

From the sources: #define MAXNARGS 100 /* ^^^ not entirely arbitrary, but strongly linked to allowing %$1 to %$99 !*/ On 22/08/2015 04:21, Martin Bel wrote: > I'm trying to apply a function defined in the VW R docs, that attemps to > convert a data.table object to Vowpal Wabbit format. In the process i'm > getting the error in printf mentioned in the subject.

When I import the library timeSeries I get (at least) the variable USDCHF imported too. I would like to delete it, but I cannot. As you can see below. Clearly I am doing something wrong. What is it? > library(timeSeries) Loading required package: timeDate > class(USDCHF) [1] "timeSeries" attr(,"package") [1] "timeSeries" > rm(list=c("USDCHF"))

I?m wondering which is the most efficient (time, than memory usage) way to obtain a multivariate time series object from a data frame (the easiest data structure to get data from a database trough RODBC). I have a starting point using timeSeries or xts library (these libraries can handle time zones), below you can find code to test. Merging parallelization (cbind) is something I?m thinking at

I retrieve for a few hundred times a group of time series (10-15 ts with 10000 values each), on every group I do some calculation, graphs etc. I wonder if there is a faster method than what presented below to get an appropriate timeseries object. Making a query with RODBC for every group I get a data frame like this: > X ID DATE VALUE 14 3 2000-01-01 00:00:03 0.5726334

Hello, I have tried to generate numbers randomly which follow normal, Student-t and skewed Student-t distributions. However, when I check those series for heteroscedastisity test (ARCH) results are showing that there is no heteroscedastisity. As we all know, returns (financial returns) usually have heteroscedastisity. My question is, is it possible somehow generate random numbers which have

Greetings -- I've got some sensor data of the form t1_1, t1_2 t2_1, t2_2 ... tN_1,tN_2 -- time intervals measuring starts and stops of sensor activity. I'd like to see whether there's any regularity in it. Seems natural to consider these data timeseries -- except most of the timeseries packages and models assume regular ones, with a fixed frequency. I wonder what's a

Given S4 methods [ and [<-, how do I write the Rd-file usage clause for the latter one? What I have now is: \S4method{[}{TimeSeries,TimeDate,missing}(x, i, j, ..., drop) \S4method{[<-}{TimeSeries,TimeDate,missing,ANY}(x, i, j, ..., value) which results in the following output: ## S4 method for signature 'TimeSeries, TimeDate, missing': x[i, j, ..., drop]

i have time series of momentum signal. I want to get the date of each of the "-1" signal period. for example , the first period of -1 signal begins on 2005-9-21 and ends on 2005-9-28. 2nd period of -1 signal begins on 2005-09-30 and ends on 2005-10-28. Thx Cameron date Px 200MA Signals 2005-09-15 26.27 25.83865 1 2005-09-16 26.07 25.83275 1

Dear R Users and maintainers of packages zoo and timeSeries, I believe there is a recently introduced inconsistency between timeSeries and zoo which is causing a problem with rbind. I had previously reported that I was having problems with rbind in the following code: library(zoo) foo<-zoo(1,order.by=as.Date("2007-10-09")) bar<-zoo(2,order.by=as.Date("2007-10-10"))

Hi guys, I am logging data about my body (weight, body fat, blood pressure, ..) in a .csv file and would like to plot this as a time series. I uploaded the (noisified) .csv, you can see the link in the code I have so far (you can run the code directly as-is): df.raw <- read.csv("http://www.chaotic-neutral.de/temp/stats-noised.csv", sep=";", dec=".")

Hi there I have some timeseries data which I plot in a OHLC Plot. In the same plot I'd like to have the EMA of this timeseries. I tried to add the EMA point to OHLC with lines(), but this doesn't work. Has anyone an idea how to handle it? Regards, Michael Zak

Hi R users: When I try to merge or bind (cbind or rbind) two series, both with a "FinCenter" different that GMT, the result is "GMT" not the original financial center? What am I doing wrong? ###################################################### require(timeSeries) getRmetricsOptions("myFinCenter") setRmetricsOptions(myFinCenter = "America/Bogota")

Hi All, Does someone have an idea of how to cleverly convert a categorical timeseries into a transition matrix? Ie, I have something like: x<- c(1,1,2,1,1,2,2,2,1,2), And I want a matrix with counts and/or probabilities: > tr <- matrix(c(2,3,2,2),2,2) > tr [,1] [,2] [1,] 2 2 [2,] 3 2 Meaning that there are two transitions from 1 to 1, two from 1 to 2, three from 2 to 1