similar to: Degrees of freedom using Box.test()

Dear all, I am having difficulties using the seemingly-simple function lag. I have a dataframe with several weather variables (maxitemp, windspeed, rainfall etc), and the response variable (admissions). The dataset is fairly large (1530 observations). I simply want to model the response against a lag of a couple of the explanatory variables, say maxitemp and rainfall. I would like to look at

Dear colleagues, I am new to R and statistics so please keep that in mind. I have doubts on the df calculation of Ljung-Box test (Box.test). The function seems to use always the df=lag=m and not df=m-p-q like suggested in Ljung and Box (1978) paper (that is referenced). Do you agree with this? If so, is there an R package function that computes Ljung-Box test with the degrees of

Dear list members, I have 982 quotations of a given stock index and I want to run a Ljung-Box test on these data to test for autocorrelation. Later on I will estimate 8 coefficients. I do not know how many degrees of freedom should I assume in the formula for Ljung-Box test. Could anyone tell me please? Below the formula: Box.test(x, lag = ????, type = c("Ljung-Box"), fitdf = 0)

Hello, I was wondering if it is possible to create a live data feed from Yahoo Finance stock data into an R program? Do any such modules already exist? Thanks for any help. Szymon [[alternative HTML version deleted]]

Dear R-helpers, We marked 6000 leaves from 5 SPECIES - 10 individuals/species - in two different TREATMENTs: a control and a dry-plot from which 50% of incoming precipitation was excluded. We followed those leaves for 42 months and noted the presence and absence at each visit. I then carried out a Cox Harzard model to see differences in leaf mortality between parcels and among species over time:

Hello, I am using the Ljung Box test in R to compute if the resiudals of my fitted model is random or not. I am not sure though what the results mean, I have looked at various sources on the internet and have come up with contrasting explanations (mainly because these info deal with different program languages, like SAS, SPSS, etc). I know that my residuals should appropriate white noise( is

Dear all, I'm trying to estimate clusters from a very large dataset using clara but the program stops with a memory error. The (very simple) code and the error: mydata<-read.dbf(file="fnorsel_4px.dbf") my.clara.7k<-clara(mydata,k=7) >Error: cannot allocate vector of size 465108 Kb The dataset contains >3,000,000 rows and 15 columns. I'm using a windows computer

Hi all I'm using the Box-Ljung test (from within R) to test if a time-series in independently distributed. 2 questions: 1) p-value returned by Box-Ljung: IF I want to test if the time-series is independant at say 0.05 sig-level (it means that prob of erroneously accepting that the time-series is independent is 0.05 right?) --> then do I consider time-series as "independant"

I have patched astcc.agi with the HUP patch, but it still hangs from time to time. Asterisk SVN-branch-1.2-r25165M built by root @ vpbx on a x86_64 running Linux on 2006-05-07 00:31:09 UTC bye Ronald

Hi, I would like to know how to enable samba to use the same user/passwords that those that exists in the linux machine. Best regards, Nestor Mata Cuthbert

Hi, My local server is running CentOS 7. The machine has two NICs and is acting as a gateway. For DHCP and DNS, I'm using Dnsmasq. I have a strange little problem with local hostname resolution. Before going into more details, here's my configuration. [root at nestor:~] # ifconfig enp2s0: flags=4163<UP,BROADCAST,RUNNING,MULTICAST> mtu 1500 inet 192.168.0.2 netmask

I fit a simple linear model y = bX to a data set today, and that produced 24 residuals (I have 24 data points, one for each year from 1984-2007). I would like to test the time-independence of the residuals of my model, and I was recommended by my supervisor to use the Ljung-Box test. The Box.test function in R takes 4 arguments:  x a numeric vector or univariate time series. lag the statistic

Dear All, I want to create a loop within a function r. The example follows: Box.test (lfut, lag = 1, type="Ljung") if i want to compute the Box.test for lag 1 to 10, I have to write manually change each time for different lag. So i wan to write a loop for the lag 1 to 10 and return the statistics for each lag. Is there any method to do this ? With regards, Upananda -- You may

Hello Asterisk People, I am having trouble connecting asterisk to a huawei SoftX3000 Switch, i can succesfully connect other softphones like Zoiper, but when it comes to Asterisk SIP Client, the system doesn't authenticate, i have the following configuration: peer: 10.220.0.2 username: 4857768 password: 4857768 the configuration is as follows: in the general section: register =>

https://bugzilla.samba.org/show_bug.cgi?id=10035 Summary: rsync hangs in solaris Product: rsync Version: 3.0.9 Platform: All OS/Version: All Status: NEW Severity: normal Priority: P5 Component: core AssignedTo: wayned at samba.org ReportedBy: nestor.urquiza at gmail.com QAContact:

Hi, I've been working with Squid + SquidGuard for a few years, though only on Slackware. I'm currently transferring my proxy expertise to CentOS 7, and right now I'm having a little problem with that. Squid works perfectly so far as a transparent HTTP + HTTPS cache proxy. The next step is to add SquidGuard, so I installed it and edited the most basic /etc/squid/squidGuard.conf file

Full_Name: Peter Solymos Version: 2.8.1 OS: Windows Submission from: (NULL) (129.128.141.92) The help page of the Box.test function (stats) states that the Ljung-Box test was published in: Ljung, G. M. and Box, G. E. P. (1978), On a measure of lack of fit in time series models. Biometrika 65, 553--564. The page numbers are incorrect. The correct citation should be as follows: Ljung, G. M.

I'm analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina <- get.hist.quote(instrument="^MERV","1996-10-08","2003-11-03", quote="Close") merv <- na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root: adf.test(merv,k=13) Dickey-Fuller = -1.4645,

Hello Asterisk People. Asterisk have a really annoying bug, i use frequently the manager status command and when asterisk decide not to show the "statuscomplete" event, it really don't show the "statuscomplete" string, in fact none of the "AgentsComplete", "QueuesComplete' are shown.... I use it for monitoring a queue, but this is really getting me

Hi, I have a binary (o/1 - coded) data set and want to test it's autocorrelation structure. Is that function implemented in R? Can I use the ACF - funtion with binary data? Thanks for your help, Daniel