similar to: Panel data

Dear all R users, I am really struggling to determine the most appropriate lag order of ARIMA model. My understanding is that, as for MA [q] model the auto correlation coeff vanishes after q lag, it says the MA order of a ARIMA model, and for a AR[p] model partial autocorrelation vanishes after p lags it helps to determine the AR lag. And most appropriate model choosed by this argument gives

Dear all, I am struggling to understand the johansen test procedure in the context of co-integration in time series. Yes I understand that this forum is not directly statistics related but still I am posting here hoping that I would get som help. The error correction representation of a VAR[p] model can be written as: Delta y[t] = A[0]*y[t-1] + A[1]*Delta y[t-1] +..............

I have 2 vecros : x<-c(100,96,88,100,100,96,80,68,92,96,88,92,68,84,84,88,72,88,72,88) x1 = sample(x, 5, replace=FALSE) Now i want to get remaining values of vector "x" those are not member of vector "x1". Can anyone please tell me how to do that?

Thanks David, It is working. Holtman's also gave me a solution but, I wanted to have a color pallet for description of colors, that was not in his solution. However I need one small modification. If I want to plot only lower diagonal elements of 'dat' then how should I proceed? What I want is, to visualize only lower diagonal elements and having the color pallet on them only. Also

Let me take an artifical matrix : dat = matrix(rnorm(200*200), 200, 200) My goal is to visualize this matrix according to the procedure, described in previous mails. I took Mendelssohn's advice and got following advice : ?plot.im Z <- setcov(owin()) plot(Z) .................... etc However I can not reproduce this example in my problem. How I can change my data

[My previous message rejected, therefore I am sending same one with some modification] I have 3 vectors with object name : dat1, dat2, dat3 Now I want to create a loop, like : for (i in 1:3) { cat(sd(dati)) } How I can do this in R? Regards,

Dear all, I have following 2 zoo objects. However when I try to merge those 2 objects into one, nothing is coming as intended. Please see below the objects as well as the merged object: > dat11 V2 V3 V4 V5 2010-10-15 13:43:54 73.8 73.8 73.8 73.8 2010-10-15 13:44:15 73.8 73.8 73.8 73.8 2010-10-15 13:45:51 73.8 73.8 73.8 73.8 2010-10-15 13:46:21 73.8 73.8 73.8 73.8

I have following dataset: > res [,1] [,2] [,3] [1,] 1946 4 1.27 [2,] 1946 5 1.27 [3,] 1946 6 1.27 [4,] 1946 7 1.27 [5,] 1946 8 1.52 [6,] 1946 9 1.52 [7,] 1946 10 1.52 [8,] 1946 11 1.52 [9,] 1946 12 1.62 [10,] 1947 1 1.62 [11,] 1947 2 1.62 [12,] 1947 3 1.62 [13,] 1947 4 1.87 [14,] 1947 5 1.87 [15,] 1947 6 1.87 Now I write following code

I have following " 1975 01 7711.16" Here I need to identify where the <space> is there and then concatenate rest of the digits without <space>, i.e. I want to have "1975017711.16". Is there any R function? Regards,

Hi, I have following kind of dataset (all are dates) in my Excel sheet. 09/08/08 09/05/08 09/04/08 09/02/08 09/01/08 29/08/2008 28/08/2008 27/08/2008 26/08/2008 25/08/2008 22/08/2008 21/08/2008 20/08/2008 18/08/2008 14/08/2008 13/08/2008 08/12/08 08/11/08 08/08/08 08/07/08 However I want to use R to compile those data to make all dates in same format. Can anyone please tell me any automated way

I used ?image function to do that, like below : require(grDevices) # for colours x <- y <- seq(-4*pi, 4*pi, len=27) r <- sqrt(outer(x^2, y^2, "+")) image(x, y, r, col=gray((0:32)/32)) However my next problem to add a color pallet for color description [as shown in following link]. If anyone here tell me how to do that, it will be good for me. Regards, Megh Dal

hi, hi, good morning everyone. I have a time series with binary outputs like : 0001011110100.................etc. Now I want to forecast the future values of that. Can anyone please tell me whether there is any tools exist in literature for dealing with this kind of binary observation? If possible please provide me some good references in net as well. rgd, Megh

Dear all, Please forgive me if there is a duplicate post; my previous mail perhaps didnt reach the list....... Let say I have following time series library(zoo) > dat1 <- zooreg(rnorm(10), start=as.Date("2010-01-01"), frequency=1) > dat1[c(3, 7,8)] = NA > dat1 2010-01-01 2010-01-02 2010-01-03 2010-01-04 2010-01-05 2010-01-06 2010-01-07 2010-01-08 2010-01-09

I have drawn a 3D scatter plot : library(mnormt) library(scatterplot3d) dat = cbind(rmnorm(3, rep(0,2), diag(2)), 1:3) scatterplot3d(dat) Now I want to do 2 things : 1 : In the Z-axis (i.e. height), I want to see only numbers 1,2,3, etc NOT, 1,1.5,2,2.5............. 2. I want to add two Horizontal planes at hight z=2 and z=3. Those two planes should look like "bottom" of that 3D plot

Dear all, I need to download an excel file from net, on which I have address like http://www.2shared.com/file/MMSMWv4B/MyData.html. Can I somehow directly download this file into my R workbook? Thanks, [[alternative HTML version deleted]]

Please consider following string: MyString <- "ABCFR34564IJVEOJC3434" Here you see that, there are 4 groups in above string. 1st and 3rd groups are for english letters and 2nd and 4th for numeric. Given a string, how can I separate out those 4 groups? Thanks for your time [[alternative HTML version deleted]]

Dear falks, here I have written following function :   fn <- Vectorize(function(x = 1:3, y = 3:6) {         x <- matrix(x, nrow=1)         y <- matrix(y, ncol=1)         dat <- apply(x, 2, function(xx) {                               apply(y, 1, function(yy) {                                   return(xx + yy) } ) })         return(dat)}, SIMPLIFY = TRUE) If I run this function, I got

Dear all R users, Please forgive me if my question is too trivial. Suppose I have two variables, (x,y) which is log-normally distributed with expected value (mu1, mu2) and some variance-covariance matrix. Now I want to draw a random sample of size 1000 from this distribution. Is there any function available to do this? Thanks and regards, Megh

Hi, I want to find solution of function : f(x,y) = x'Cx - a under constraints : 0 < x,y < p 0 < x-y< q where a, p,q are given constants and x = (x, y) and C is a 2X2 matrix (given) Can anyone suggest me any R function to do that? --------------------------------- [[elided Yahoo spam]] [[alternative HTML version deleted]]

I have following matrix : a = matrix(rnorm(36), 6) Now I want to replace the lower-triangular elements with it's upper-triangular elements. That is I want to make a symmetric matrix from a. I have tried with lower.tri() and upper.tri() function, but got desired result. Can anyone please tell me how to do that?