Displaying 20 results from an estimated 6000 matches similar to: "cross-correlation lag.plot?"
2008 Mar 05
1
Need help for calculating cross-correlation between 4 multivariate time series data
Hi all,
I would like to know whether there is any function in R were i can
find the cross-correlation of two or more multivariate (time series) data. I
tried the function ccf() but it seems like to have two univariate datasets.
Please let me know.
sincerely,
sandeep
--
Sandeep Joseph PhD
Post Doctoral Associate
Center for Tropical & Emerging Global Diseases
Paul D. Coverdell Center,
2009 Mar 26
1
arima, xreg, and the armax model
Hello all,
I''m having fun again with the arima function. This time I read in:
http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm
<<It has recently been suggested (by a reliable source) that using xreg in
arima() does NOT fit an ARMAX model [insert slap head icon here]. This will
be investigated as soon as time permits.>>
(by R.H. Shumway & D.S. Stoffer)
2009 Feb 25
1
Problems with ARIMA models?
Dear R,
I have find a website where they report problem with ARIMA models in R. I
run the examples there and they give result as shown on the website. Does
this mean that nothing has corrected in R? Maybe you not have seen the
page, but the author said he contacted you.
Here is the URL: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm
I like to know your opinion.
Mvh.
Marie
[[alternative
2009 Feb 25
1
Problems with ARIMA models?
Dear R,
I have find a website where they report problem with ARIMA models in R. I
run the examples there and they give result as shown on the website. Does
this mean that nothing has corrected in R? Maybe you not have seen the
page, but the author said he contacted you.
Here is the URL: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm
I like to know your opinion.
Mvh.
Marie
[[alternative
2009 Apr 22
1
arima
Hi,
I have a suggestion for the fonction arima and arima0. I think you
should not call the constant an intercept because it creates confusion.
It is not really an intercept but a mean. For an AR(1) the intercept mu
should be defined as:
X(t)=mu + phi X(t-1) + e(t)
What you call intercept mu is rather defined as
(X(t)-mu) = phi (X(t-1)-mu)) + e(t)
which is not a common way to define an
2009 Mar 05
3
Time Series - ARIMA differencing problem
Hi,
I have been using this website (
http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm
http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm ) to help me to fit ARIMA
models to my data. At the moment I have two possible methods to use.
Method 1
If I use
arima(ts.data, order=c(1,2,0), xreg=1:length(ts.data))
then the wrong value for the intercept/mean is given (checked on SPSS and
Minitab) and
2010 Jan 30
2
question about time series objects
Hi All,
I have a very simple question about a time series object: how to access
values for a particular year and quarter (say)?
Suppose, following
http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm
I have read in data as a time series; here is how it looks.
* Qtr1 Qtr2 Qtr3 Qtr4
1960 0.71 0.63 0.85 0.44
1961 0.61 0.69 0.92 0.55
. . . . .
2008 Feb 26
2
Kalman Filter
Hi
My name is Vladimir Samaj. I am a student of Univerzity of Zilina. I am
trying to implement Kalman Filter into my school work. I have some problems
with understanding of R version of Kalman Filter in package stats( functions
KalmanLike, KalmanRun, KalmanSmooth,KalmanForecast).
1) Can you tell me how are you seting the initial values of state vector in
Kalman Filter? Are you using some method?
2013 Jul 18
1
Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y)
Dear all,
When I run an arima(1,1,1) on an I(1) variable, y, I get different estimates to when I first difference the variable myself, e.g y2<-diff(y), and then run arima(1,0,1) on y2. Shouldn't these two approaches give the same output?
Any help will be much appreciated.
george
2011 Jun 21
5
omitting columns from a data frame
Dear R People:
I have a data frame, xm1, which has 12 rows and 4 columns.
If I put is xm1[,-4], I get all rows, and columns 1 - 3, which is as
it should be.
Now, is there a way to use the names of the columns to omit them, please?
Thanks so much in advance!
Sincerely,
Erin
--
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
2008 Sep 10
2
arima and xreg
Dear R-help-archive..
I am trying to figure out how to make arima prediction when I have a
process involving multivariate time series input, and one output time
series (output is to be predicted) .. (thus strictly speaking its an
ARMAX process). I know that the arima function of R was not designed
to handle multivariate analysis (there is dse but it doesnt handle
arma multivariate analysis, only
2013 Oct 31
1
an rpy2, R cgi type question
Hi again.
I'm putting together a little project with R, python, and a website. So I
have an HTML file, a py file, an R file.
Here is the HTML file:
<form action="/cgi-bin/radio4.py" method="post" target="_blank">
<input type="radio" name="subject" value="Integrate" /> Integrate
<input type="radio"
2008 Oct 29
6
substring/strsplit question
Dear R People:
Here is a toy example:
> x <- c("2E","5W","12H")
> substr(x,2,2)
[1] "E" "W" "2"
>
Sometimes x has 3 elements, sometimes 2. I want to extract the last
element, and then extract the other 1 or 2 elements.
How can I do this, please?
TIA,
Sincerely,
Erin
--
Erin Hodgess
Associate Professor
Department of
2012 Aug 13
6
named character question
Dear R People:
Here is a goofy question:
I want to extract the zip code from an address and here is my work so far:
> add1
results.formatted_address
"200 W Rosamond St, Houston, TX 77076, USA"
> add1[1][32:36]
<NA> <NA> <NA> <NA> <NA>
NA NA NA NA NA
> str(add1)
Named chr "200 W Rosamond St, Houston, TX 77076,
2003 Jun 12
3
breaks
Dear R People:
I have a question about a "sorting" problem, please.
I have a vector xx:
> xx
[1] -2.0 1.4 -1.2 -2.2 0.4 1.5 -2.2 0.2 -0.4 -0.9
and a vector of breaks:
> xx.y
[1] -2.2000000 -0.9666667 0.2666667 1.5000000
I want to produce another vector z which contains the number of the class
that each data point is in.
for instance, xx[1] is between xx.y[1] and
2017 Dec 21
3
Building R from source with the PGI compiler
Hello
I would like to build R from source and use the PGI compiler, rather than
the GCC compiler.
I saw the instructions for the Intel compiler in the R Installation Manual,
but I didn't see the PGI. I tried a few times without instructions, but
without success.
Any suggestions would be most welcome. Also, I hope this is the right
group for the question.
Sincerely,
Erin
--
Erin
2010 Jun 21
3
tables
Dear R People:
I have generated the following table:
> table(zza$DEATH,zza$GENDER)
F M
2009-04-21 0 1
2009-04-22 4 2
2009-04-24 6 0
2009-04-25 1 3
2009-04-26 2 0
2009-04-28 3 0
2009-04-29 2 2
However, instead of total counts in the F and M columns, I would like percents.
How would I do this, please?
thanks,
Erin
--
Erin
2011 Mar 07
4
attr question
Dear R People:
When I want to produce a small sample confidence interval using
t.test, I get the following:
> t.test(buzz$var1, conf.level=.98)$conf.int
[1] 2.239337 4.260663
attr(,"conf.level")
[1] 0.98
How do I keep the attr statement from printing, please? I'm sure it's
something really simple.
Thanks,
Sincerely,
Erin
--
Erin Hodgess
Associate Professor
Department
2013 Jan 09
1
R2html and Blackboard LMS : solved
Everything is ok on Firefox, IE, and iPad.
Thanks,
Erin
On Tue, Jan 8, 2013 at 7:58 PM, Erin Hodgess <erinm.hodgess at gmail.com> wrote:
> Dear R People:
>
> Has anyone used R2HTML in web files that were on the Blackboard LMS, please?
>
> I'm starting to do these but wanted to know if there were any
> potential pitfalls.
>
> Thanks,
> Erin
>
>
> --
2012 Mar 15
4
replicating C example from the Extensions Manual problem
Dear R People:
Here is something that I am sure is very simple. I'm just trying to
re-create the C convolution example in the Extensions manual. Here is
the subroutine:
void convolve(double *a, int *na, double *b, int *nb, double *ab)
{
R_len_t i, j, nab = *na + *nb - 1;
for(i = 0; i < nab; i++)
ab[i] = 0.0;
for(i = 0; i < *na; i++)
for(j = 0; j < *nb; j++)
ab[i + j] += a[i] *