similar to: plotting predictions

Dear R-help, How could a cross-correlation plot be optimized such that the relationship between seasonal time-series can be studied? We are working with strong seasonal time-series and derived a cross-correlation plot to study the relationship between time-series. The seasonal variation however strongly influences the cross-correlation plot and the plot seems to be ?rather? symmetrical (max

Hi, All, This is my program ts1.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.7)), n = 200) ts2.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.5)), n = 200) tdata<-ts(c(ts1.sim[-1],ts2.sim[-1])) tre<-c(rep(0,200),rep(1,200)) gender<-rbinom(400,1,.5) x<-matrix(0,2,400) x[1,]<-tre x[2,]<-gender fit <- arima(tdata, c(1, 1, 0), method = "CSS",xreg=t(x))

I don't think arima works exactly the way one would expect when there is differencing. What I think should happen is that by default the mean of the differenced series is estimated and if include.mean=F, then it is not. This is not what happens. Instead when there is differencing the include.mean argument is ignored. Now I guess, someone could argue that the mean of the original series

Hi there, I'm rying to 'turn' an Schunk in an .Rnw file(Xemacs-21.4.13, ESS-5.2.8, R-2.1, miktex-2.4.1705). Has anyone got the isorot package to work with Sweave? JC example test.Rnw: \documentclass[a4paper]{article} \usepackage{Sweave} \usepackage{isorot} \rotdriver{dvips} \clockwise \title{Sweave Example 1} \author{apologies to Friedrich Leisch } \begin{document} \maketitle

HI: I need ideas on how to make this code shorter (maybe with a second loop?). The code as it is works, but in this case I only have 14 samples, but it will become insane with more, so I need a way to make it more automatic. The problem is that the output from ts1, ts2, and so on is a vector with more than one value, so I do not know how to solve this. Thanks Prenewbie The code is the

Hello R Gurus: I would like to take a character string and split at the $ sign. I thought that strsplit would do it, but here are the results: > vv [1] "whine$ts1" > vv [1] "whine$ts1" > strsplit(vv,"$") [[1]] [1] "whine$ts1" Does anyone have any suggestions, please? Thanks, Edna Bell

How can I get a single attribute value of an object ? I jhave the tiemSeries object > ts1 Open 2003-10-09 02:00:00 1.27 2003-10-10 02:00:00 1.25 2003-10-13 02:00:00 1.27 2003-10-14 02:00:00 1.29 When I unclass ts1 I get: > unclass(ts1) list() attr(,"Data") Open 2003-10-09 02:00:00 1.27 2003-10-10 02:00:00 1.25 2003-10-13 02:00:00 1.27

HI, May be this helps: ?ts1<- ts(1:20) ?ts2<- ts(1:25) ts1[-(1:3)]<- ts1[-(1:3)]+ts2[1:17] ?as.numeric(ts1) # [1]? 1? 2? 3? 5? 7? 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 A.K. Hey everyone, I`m an absolut beginner in R and need some help for an exercise: I want to do ordinary calculations with 2 time series. The issue with this, that I want to use different elements of time

Dear list, I am trying to produce a pdf manual using Rtools (version 3.1.0.1936) on Windows 8 (64-bit). I am also aware of the inconsolata issue posted in the forum (https://stat.ethz.ch/pipermail/r-devel/2013-June/066850.html), and then I have installed the patched version of R-3.0.1. However I still have some errors with the following message: R CMD Rd2pdf mypack Hmm ... looks like a package

On 21 May 2015, at 12:49 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: >>>>>> peter dalgaard <pdalgd at gmail.com> >>>>>> on Thu, 21 May 2015 11:03:05 +0200 writes: > >> On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: > >>>> >>>> I noticed that

Dear Helpers, I am looking for methods and tools to compare and then to concatenate two successive time series. They are both in the same frequency and they describe one phenomena. There is no time gap between them. The problem is that the method of measurements has changed between both time series and they are no statistically the same. I would like to merge them to receive one homogeneous

Hello, I'm fitting a series of ARIMA models to a data set to compare fits. After taking the logs of the data and then differencing them to induce stationarity, I execute arima( y, order=c( p, 0, q ), seasonal=list( order=c( P, 0, Q ), period=7 ) ) for various values of p, q, P and Q. For one set of these values, I get Error in optim(init[mask], armafn, method = "BFGS", hessian

There is currently a bug in the arima function. Namely, for arima models with differencing or seasonal differencing, the innovation variance estimator uses the wrong denominator whenever xreg is non-null. This is the case, for example, when fitting an ARIMA(p,1,q) model with a drift term (common in financial applications). I reported the bug (and a fix) at

Hi, I'm having problems trying to join my XPpro boxes to a Samba (2.2.7a) domain. I was able to get 1 XP box to join (the very first one) but the rest complain about a duplicate name on the network just after I enter the root/pw when joining the domain. None of the smb user names are in common with the machine names. The NT4 workstations have no problem joining the samba domain. All

Hi! I'm using libvirt withVirtual Box. I have installed libvirt 0.10.2 and Virtual Box 4.1.Is possible to spesify the pat to the folder I want my differencing image created in in my domain.xml file? When I define my vm (virsh domain.xml) with my domain.xml and use the readonly tag, Virual Box creates a differencing image (default in users Vitual Box VMs folder). I want to specify in my

One thing that has given me trouble is the fact that the time series implementation in the class ts relies on the concept of a "start" to the time series. For example, if I have ts1 <- ts(c(1,2,3)) dts1 <- diff(ts1) then dts1 will be a vector c(1,1) but with the attribute start = 2. Similarly, when one takes lags the "start" is moved around and the underlying vector

Hi, I have a problem with the appearance of legend in my plots. If I specify the legend positions in characters like "topright"..etc, it appears, if i specify it in terms of coordinates like "-1, 1" .. etc, it does not appear. Can anyone help me with this? script - x.date <- as.Date(paste(year, month, day, sep="-")) ts1.n.e3 <- ts(data.nemr.e3[,3]) z1.n.e3

I am interested in creating multiple (say 1000) time series, from a given stochastic process, of length 250. I want to refer to each realization with its own variable name, of the format say, tsn, where n is the n'th simulation. i.e. ts1, ts2, ts3, ts4, .... , ts1000 The way I am thinking of doing this is placing the following code within another loop, and the 'tsn' assignment should

On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote: >> >> I noticed that the 3.2.1 release cycle is about to start. Is there any >> chance that this fix will make it into the next version of R? >> >> This bug is fairly serious: getting the wrong variance estimate leads to >> the wrong log-likelihood and the wrong

Full_Name: Allan McRae Version: 1.6.0 OS: Win 2000 P Submission from: (NULL) (129.215.190.229) When using predict.Arima in library ts(), it appears differencing is only accounted for in the first step of prediction and so any trend is not apparent in the predictions. The example shows the difference between the predictions of an arima(1,1,1) model and the backtransformed predictions of an