similar to: temporal disaggregation

Estimados usuarios de R: Tengo que hacer una desagregación temporal de una serie anual del producto interno bruto en trimestral. ¿Hay alguna forma de utilizar la librería en matlab de Quilis de desagregación temporal en R? La libreria se puede bajar de http://www.mathworks.com/matlabcentral/fileexchange/24438-temporal-disaggregation-library Saludos, Sebastián.

  Hi, This is a newbie question. I would to be able to convert annual time series of flow data into quarterly data. I wonder if there is any existing R-function which permits to do it? In what package ?   I the archive, i found that some poeple speak about "tempDis" package for performing time series temporal disaggregation, but when I try to download it I can not found it in the list

Hi, this is a newbie question. Would it be able to convert e.g. annual time series of flow data (or an index series) into quarterly data using interpolation splines by means of an existing R-function? The problem is, that the average value of the computed quarterly values must be the annual value, i.e. the spline should cross the annual values (in a stairs-line plot) in the middle of every annual

Dear R users, I have a panel data set (in MS excel) on prices across countries and time country time price 1 "23/11/08" 2 1 "28/12/08" 3 1 "25/01/09" 4 1 "22/02/09" 5 1 "29/03/09" 6 1 "26/04/09" 32 1

i appologise for the trivialness of this post - but i've been searching the forum wothout luck - probably simply because it's late and my brain is starting to go.. i have a frequency table as a matrix: orig<-matrix(c(40,5,30,25), c(2,2)) orig [,1] [,2] [1,] 40 30 [2,] 5 25 i basically need a random sample say 10 from 100: [,1] [,2] [1,] 5 2 [2,] 0 3 i

Hi all, This should be easy, but I can't seem to figure it out. I have a table like this named newtable a1 a2 a3 a4 Cnts Score 1 1 0 0 4 3.28 1 0 1 1 2 2.63 I want the following: a1 a2 a3 a4 Cnts Score 1 1 0 0 4 3.28 1 1 0 0 4 3.28 1 1 0 0 4 3.28 1 1 0 0

I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao

Hello, I ran AIC for some competing models I created. I get df and an AIC score from the AIC procedure. Can I use the models with the lowest AIC scores from this procedure to choose my 'best' models? If not, what else do I need to do (and know) and how can I do it in R to chose the 'best' models? Thank you kindly, Michael [[alternative HTML version deleted]]

Hello all, I looking at package dse or vars or mAr I know how to simulate a VAR(p) process, my problem is that most of those processes are unstable (not weakly stationary). Do anybody know how to generate a random VAR (or VARMA even better) process that is weakly stationary? Thanks -- View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4261177.html

Hallo, as I see there is a new version for R available. Can anyone tell me how I can update my version 2.5.0 under Windows? The last times I just uninstalled the old version and installed the new one. Afterwards I had to install also all needed packages again. All in all it cost me half a day until my system works fine again. Is there a quicker option? If yes please tell me the commands. Thanks,

>From the R Studio downloads, look below the installers. This is off topic however. If there is no zipped, no exe, no installation required of R, then I thank you very much for your help and trolling. (BTW, I think my question was pretty clear, concise and specific, I appreciate that some of you tried to solve a problem related to what I have, but I have already reviewed all options, and what

When I do ARMA(2,2) using one lag of LCPIH data This is eview result > > *Dependent Variable: DLCPIH > **Method: Least Squares > **Date: 08/12/11 Time: 12:44 > **Sample (adjusted): 1970Q2 2010Q2 > **Included observations: 161 after adjustments > **Convergence achieved after 14 iterations > **MA Backcast: 1969Q4 1970Q1 > ** > **Variable Coefficient Std.

CRAN (and crantastic) updates this week New packages ------------ * EffectStars (1.0) Maintainer: Unknown Author(s): Gunther Schauberger License: GPL-2 http://crantastic.org/packages/EffectStars The package provides functions to visualize regression models with categorical response. The effects of the covariates are plotted with star plots in order to allow for an optical

Dear R-experts, It is a quite stupid question but please help me. I am very confuced. I am able to import normal txt ant mat-files to R but unable to import .xls-file I do not understand the online help. Can please anyone send me the corresponding command lines? The .xls-file is attached. In my file we use commas for the decimal format (example: 0,712), changes might be needed. Thanks, Corinna

Dear R People: Is it possible to run R on a netbook/mini, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com

Hi R users Having both a faster CPU and more memory will boost computing power. I was wondering if only adding more memory (1GB -> 2GB) will significantly reduce R computation time? Taka, _________________________________________________________________ Get FREE company branded e-mail accounts and business Web site from Microsoft Office Live

Hello ! I'm already using "fBasics" to generate alpha-stable variables or compute their density or distribution function but do you know where I could find .R tools for computing the correlation and fit a regression between two alpha-stable variables ? Thanks in advance ! Kind regards, Pascal Grosbuis (France) [[alternative HTML version deleted]]

Based on the feedback received, I did the following: a) moved my lib sub-directory from the existing installed R version to c:\myRLib b) installed the updated R version c) created .Renviron file in the home directory (C:\R-2.5.1) with the line R_LIBS=c:/myRLib d) used .libPaths() command to confirm that the new R installation was recognizing the myRLib sub-directory e) deleted my old R

Hello, I am very new to R and Time Series. I need some help including R codes about the following issues. I' ll really appreciate any number of answers... # I have a time series data composed of 24 values: myinput = c(n1,n2...,n24); # In order to make a forecasting a, I use the following codes result1 = arima(ts(myinput),order = c(p,d,q),seasonal = list(order=c(P,D,Q))) result2 =

Can you please explain where you get the R-studio zip file and how you manage to run r-studio from it without expanding it. I do not see how this is possible and would be delighted if you would share that knowledge with us. Obviously this possibility has not occurred to anyone on the list John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html