similar to: Help in ARIMA

Hi, a simple question.. is add dataset not part of zonecfg ? global# zonecfg -z myzone (OK) zonecfg:myzone> add dataset (fails as there is no dataset option) zonecfg:myzone> add zfs (fails as there is no dataset option) Basically how do I add a dataset to a zone ? Thanks Roshan please cc me pererar at visa.com

Is it possible to emulate a unionfs with zfs and zones somehow? My zones are sparse zones and I want to make part of /usr writable within a zone. (/usr/perl5/mumble to be exact) I can''t just mount a writable directory on top of /usr/perl5 because then it hides all the stuff in the global zone. I could repopulate it in the local zone but ugh that is unattractive. I''m hoping

Hi, Could someone please let me know if I can get the pre-built binaries for Dovecot 1.0 for Debian 6.0? If I do "apt-get install dovecot...", I am getting Dovecot v1.2.5 installed, but it doesn't like the existing Dovecot 1.0 configuration I have, and due to some urgency, I am trying to avoid migrating the configuration to the new structure / requirements. Regards, Roshan

Hello all, I''m somewhat new to networking, and I''m having trouble masquerading connections that are coming over a bridge. The bridge only has a single port for now, but I''m going to add more ports later. I''m basing my configuration on the two-interface quick start guide. I''m using Shorewall 3.0.4 on Ubuntu Dapper. My network looks like this: * The

Hello, The "arma" function in the "tseries" package allows estimation of models with specific "ar" and "ma" lags with its "lag" argument. For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated with the following specification : arma(y, lag=list(ar=3,ma=2)). Is this possible with the "arima" function in the

Another pathological test. arima does not crash for that series that crashes arma: arima(c(2.01, 2.22, 2.09, 2.17, 2.42), order=c(1,0,0)) However, arima crashes for this: arima(c(1.71, 1.78, 1.95, 1.59, 2.13), order=c(1,0,0)) arima seems pretty consistent in its crashing behaviour, since crashing for one series means crashing for all affine series: lets.crash.arima <- c(71, 78, 95, 59,

Hi, I have been looking at arima.sim to simulate the output from an ARMA model fed with a normal and uncorrelated input series but I cannot find a way to pass an intercept / constant into the model. In other words, the model input in the function allows only for the AR and MA components but I need to pass a constant. Can anyone help? Thanks Paolo [[alternative HTML version deleted]]

I did a regression with ARMA errors using arima0 with ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1) or ari<-arima0(y,order=c(2,0,2),xreg=reg1) where reg1 is the matrix of the regressors and when I see diag(ari$var.coef) I get negative terms. Do you know what this mean ? I try to change transform.pars to 0 or 1 but this crash R on Windows. Is it possible to test the significativity

Ok....so after installing "smartmontools" on my CentOS machine...and connectiing this drive externally...i got positive reports from both the short and long tests...so the drive can obviously be "seen"....but when I look for it in the /dev/ directory...it doesn't show up.....I'm about to give the fdisk command line tools anonther shot....it allows me to format the

I am new in R. I can simulate Arma, using Arima.sim However, I want to simulate an Arima Model. Say (1-B)Zt=5+(1-B)at. I do not know how to deal with 5 in this model. Can any one could help me? Thank you very much! Regards, -- View this message in context: http://www.nabble.com/simulate-arima-model-tp23239027p23239027.html Sent from the R help mailing list archive at Nabble.com.

Hi, all I finally got myself one of those SIPURA boxes. It is labeled as Linksys, but this is actually a SP3000 box. Anyway, unit has lots of configuration parameters. Not all are obvious. At the moment it registers against my *, but all the calls I do from analog phone connected to it, go to VoIP channel. As this part is still in testing, I want all the outgoing calls got to PSTN by default

I'd like to play with ARIMA models of stock prices, but I am a complete novice. Could some kind soul explain the relationship among packages "ts", "tseries", "dse", "dse2", and "fracdiff"? Are they 'competing' products or does one depend on another? Where would be the best place for a novice to begin? Thanks for any advice. PS. I

Hi, Although my doubt is pretty,as i m not from stats background i am not sure how to proceed on this. Currently i am doing a forecasting.I used ARIMA to forecast and time series was volatile i used garchFit for residuals. How to use the output of Garch to correct the forecasted values from ARIMA. Here is my code: ###delta is the data fit<-arima(delta,order=c(2,,0,1)) fit.res <-

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

in ?arima (R-1.9.1), the return value component 'convergence' should be 'code'? (it's a pity there is no reliable way to check return value documentation consistency with the code, or is there?) h. ---------------------------------- Hiroyuki Kawakatsu School of Management and Economics 25 University Square Queen's University, Belfast Belfast BT7 1NN Northern Ireland

Dear All, I have a model to predict time series data for example: data(LakeHuron) Lake.fit <- arima(LakeHuron,order=c(1,0,1)) then the function predict() can be used for predicting future data with the model: LakeH.pred <- predict(Lake.fit,n.ahead=5) I can see the result LakeH.pred$pred and LakeH.pred$se but I did not see residual in predict function. If I have a model: [\ Z_t =

I am puzzled by the warning message in the output below. It appears whether or not I fit the seasonal term (but the precise point of doing this was to fit what is effectively a second seasonal term). Is there some deep reason why AR parameters ("Warning message: some AR parameters were fixed: ...") should somehow intrude into the fitting of a model that has only MA terms? >

Kevin Wright wrote: > library(nlme) > m2 <- gnls(conc ~ t1*(1-t2*exp(-k*time)), > data = df.Chloride, > start = list( > t1 = 35, > t2 = 0.91, > k = 0.22)) So my error was to use nls instead that gnls. Thanks a lot, Kevin. > summary(m2) > plot(m2) > lag.plot(resid(m2), do.lines=FALSE) >

Dear all, I'm looking for how can I input a linear model with an arma model,like log(y) = 8.95756 + 0.0346414^t - 0.1*t^2 + ut ut=-0.296ut-1+at-0.68at-1 where log(y) is qudratic function ,for the time series trend, and get then get the residuals from the first function. " obersvations value - the fit value = ut" and fit an ARIMA(1,1,1) model for ut.

x<-c(-1.873....,-0.121) # 23 numerics; x.arma12 <- armaFit(x ~ arma(1,2)) #estimates y[t]= -0.11465 - 0.23767 y[t-1] - 0.14230 e[t-1] -0.85770 e[t-2] + e[t]; # ? how to predict 46 steps ahead based on 23 data points? # the following doesn't work since n is in armaSim rather than armaFit; predict(x.arima12, n.ahead=46) # Thanks ---------------------------------