similar to: Default lag.max in ACF

Dear all, given two numeric vectors x and y, the ACF(x) at lag k is cor(x(t),x(t+k)) while the CCF(x,y) at lag k is cor(x(t),y(t-k)). See below for a simple example. > set.seed(1) > x <- rnorm(10) > y <- rnorm(10) > x [1] -0.6264538 0.1836433 -0.8356286 1.5952808 0.3295078 -0.8204684 0.4874291 0.7383247 0.5757814 -0.3053884 > y [1] 1.51178117 0.38984324

Hello, I am trying to collect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in papers and books, but the literature is so big i am sure i am missing several of them. skewness kurtosis min max mean SD trend seasonality periodicity chaos (Lyapunov Exponent) / Largest Lyapunov Exponent (i think is the same

Dear list fellows, I want to study time series and use R to analyse time series of fishing data from several species (landings and cpue) investigating the correlation between them and with environmental factors (water temperature, wind, etc.). Searching at Amazon I found three books with examples in R: Time Series Analysis: With Applications in R by Jonathan D. Cryer and Jonathan D. Cryer

Hi, could anyone tell me how predict() predicts the new value(s), of a MA(1) arima-modell. its really easy to make it with an AR(1), knowing the last term, but how can i or R know the last error? It would also help if somebody could tell me how to find the "open" source of the function predict(). Thanks and sorry for my poor english. -- View this message in context:

Hello, what are they meaning? It could be something that would show a threshhold above which the result is indicating different meanings then just random noise. But there is no description on the definition of those lines, so it means nothing, if it is not clearly defined. Where can I find a detailed definiton? Ciao, Oliver

Hello, I am attending a course in Computational Statistics at ETH and in one of the assignments I am asked to prove that a time series is not autocorrelated using the R function "acf". I tried out the acf function with the given data, according to what I found here: http://landshape.org/enm/options-for-acf-in-r/ this test data does not look IID but rather shows some trends so how can I

I'm trying to draw an arrow with a curved shaft on the graph as a straight one looks messy on a detailed graph. I've looked in arrows but it doesn't seem to give an option. larrows doesn't look much more promising. I had a look in the archive and couldn't find anything. Any thoughts? Thanks Paul -- View this message in context:

This was my initial attempt at creating a title on a graph of the R squared value: x<-rnorm(10) y<-rnorm(10) plot(x,y, main=paste(expression(R^2)," = ",round(summary(lm(y~ x))$r.squared, digits=3), sep="")) I've read various other posts that say expression needs to be taken outside the paste, but I can't seem to get it work as the following fails plot(x,y,

I have glusterfs 3.1.2 running on Debian, I'm able to start the volume and now mount it via mount -t gluster and I can see everything. I am still seeing the following error in /var/log/glusterfs/nfs.log [2011-02-04 13:09:16.404851] E [client-handshake.c:1079:client_query_portmap_cbk] bhl-volume-client-98: failed to get the port number for remote subvolume [2011-02-04 13:09:16.404909] I

A simple question - I have a small dataset to read in and want to copy and paste part from Excel and paste it into an R script file without creating more files saving it as a .txt/.csv and then reading that in. I want to read in 3 columns e.g. 1 2.5 3.4 1 2.3 3.1 1 2.6 3.9 2 2.9 2.8 2 2.6 2.9 2 2.7 2.9 3 2.3 3.3 3 2.4 3.0 3 2.7 3.2 I thought I could use scan() but don't know how to extend it

I'm getting Input/output errors on gluster mounted directories. First, I have a few directories I created a few weeks ago, but when I run an ls on them, their status is listed as ???????: [23:52:54] [root at clustr06 /mnt/glusterfs]# ls -al ls: cannot access lost+found: Input/output error ls: cannot access bhl: Input/output error total 1920 drwxr-xr-x 7 root root 294912 2010-05-13 19:11 .

> An orphaned package? anyone in Switzerland know if there's an alternative? Note the email. I guess CRAN-R should be notified. regards, Bob C > The original message was received at Fri, 6 Apr 2007 16:32:57 -0700 > from vayu.arc.nasa.gov [143.232.122.22] > > ----- The following addresses had permanent fatal errors ----- > <juerg.schmidli at env.ethz.ch> >

I'm trying to assign NAs to values that satisfy certain conditions (more complex than shown below) and it gives the right result, but breaks the loop having done the first one viz: new<-c(rep(5,4),6) for (i in 1:6) {new[new[i]>5.5][i]<-NA} gives the correct result, though an error message appears which causes a break if it's in a loop. If I can get rid of the error message and

Hi, I try to set up attended transfer in my Asterisk Box . My features.conf look like this: [general] parkext => 100 parkpos => 1-5 context => parkedcalls parkingtime => 100 transferdigittimeout => 3l courtesytone = beep xfersound = beep xferfailsound = invalid featuredigittimeout = 500 ;adsipark = yes pickupexten = *8 [featuremap] atxfer => *2 blindxfer => # disconnect

Hi - I'm trying to avoid using a 'for' loop due to inefficiency and instead use a function (and ultimately tapply as I'm working on a matrix) but I can't figure out how to get 'function' to take the variables as anything other than vectors for example aa<-0 x<-1:4 test.fun<-function(x) {aa<-(x*x +aa) return(aa)} test.fun(1:4) This code

Hi, I was wondering whether a package that can perform dynamic linear models on times series data was available for R? Many Thanks, Gavin Simpson %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [T] +44 (0)20 7679 5522 ENSIS Research Fellow [F] +44 (0)20 7679 7565 ENSIS Ltd. & ECRC [E] gavin.simpson at

NOTE: posted this to gluster-devel when I meant to post it to gluster-users 01 | 02 mirrored --| 03 | 04 mirrored --| distributed 05 | 06 mirrored --| 1) Would this command work for that? glusterfs-volgen --name repstore1 --raid 1 clustr-01:/mnt/data01 clustr-02:/mnt/data01 --raid 1 clustr-03:/mnt/data01 clustr-04:/mnt/data01 --raid 1 clustr-05:/mnt/data01 clustr-06:/mnt/data01 So the

Hi I'm trying to measure the effect of a policy intervention (Box and Tiao, 1975). This query has to do with the coding of the model rather than with the particulars of my dataset, so I'm not providing the actual dataset (or a simulated one) in this case, apart from some general description. The time series are of length n=34 (annual observations between 1977 and 2010). The policy

Hello, The topic is self-explanatory: how to ensure that a PV driver domain correctly prepares its PCI devices for S3 sleep? If I do "pm-suspend" in dom0, and the driver domain has active network interfaces, suspend hangs the system. Yes, in case of this particular machine, suspend works fine when there is no driver domain. It is possible to manually invoke scripts from

Simple problem - I want the ylab to automatically pick up x1 rather than having to define x1 in the plot statement. x1<-c(1.2,2,3);x2<-c(1,2.1,2.6) y<-x1 plot(1:3,y, ylab="x1") There must be a way of accessing the name x1 somehow, but unfortunately I don't know how to search for it. Any help would be great, -- View this message in context: