similar to: Help

>>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,

Dear Martin, Sad that the bug is beyond your ken... Fortunately, the error happens only rarely...The length of LYGH was 719 and there were only two such errors..I will just replace them with NA and make do. By the by, what if I send LYGH as an attachment to your actual mail ( not the r-help mail)? Will it help? Can you then pinpoint the cause? Or should I raise a bug

dear members, I am using arfima() from forecast package to model a time series. The following is the code: > LYGH[[202]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[202]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) I tried viewing .fdcov() with the following code:

Dear members, I am using arfima in an mclapply construction (from the parallel package): Browse[2]> LYG <- mclapply(LYGH, FUN = arfima, mc.cores = detectCores()) ^C Browse[2]> LYG <- mclapply(LYGH[1:10], FUN = arfima, mc.cores = detectCores()) ^C Browse[2]> LYG <- mclapply(LYGH[1:2], FUN = arfima, mc.cores = detectCores()) ^C You can see that I am

Dear useRs, I want to simulate a time series (stationary; the distribution of values is skewed to the right; quite a few ARMA absolute standardized residuals above 2 - about 8% of them). Is this the right way to do it? #-------------------------------- load("rdtb") #the time series > summary(rdtb) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.11800 -0.65010 -0.09091

Please I want to perform full data analysis using ARFIMA model but I dont know the right package that can perform all the necessary test on the time series data. ERIC AIDOO [[alternative HTML version deleted]]

Dear members, I am using pbmcapply to parellise my code. But the following code doesn't work: > LYG <- pbmclapply(LYGH,FUN = arfima,mc.cores = 2,mc.preschedule = FALSE) | | 0%, ETA NA^ It just hangs. But the

Dear R users, I'm trying to use the "strucchange" package to determine structural breaks in an ARFIMA model. Unfortunately I'm not so familiar with this topic (and worse, I'm a beginner in R), so I don't know exactly how to specify my model so that the "Fstats","sctest" and "breakpoint" functions to recognize it and to calculate the

I would like to compute the next 15 observations for an ARFIMA(2,1,0) model along with confidence intervals. Can someone provide code? Many thanks. Jill ____________________________________________________________________________________ [[elided Yahoo spam]]

Dear R-users. I'm struggeling to fix the superscript of a label of a figure axis. For some reason R doesn't recognize the "hat" symbol. plot(1,1,xlab="ligth intensity (PAR)",ylab=expression("mass Pteridium rhizomes" (gr/0.25m^2))) A very similiar scriptline does not give any problem at all: plot(1,1,xlab=expression("balsa plot basal

Hello, I am new to R and for some of my research work I am using 'fArma' package to estimate the Hurst parameter of a time series. When I am ding the following command : rsFit(data, doplot = TRUE) I am getting the R/S plot for that time series with default plot title, font size. However, I want to change the axis size, font size etc of

On Fri, 9 Jun 2023 18:01:44 +0000 akshay kulkarni <akshay_e4 at hotmail.com> wrote: > > LYG <- pbmclapply(LYGH,FUN = arfima,mc.cores = 2,mc.preschedule = > > FALSE) > | > | > 0%, ETA NA^ > > It just hangs. My questions from the last time still stand: 0) What is your

Hi, All. I have a data frame with the part as : ..... 142 2006-02-22 16:28:18 useractivity_act 8 0 143 2006-02-22 16:28:26 4 2 0 144 2006-02-22 16:28:28 3 3 0 145 2006-02-22 16:28:31 4 4 1 146 2006-02-22 16:28:35 3 159 0 147

Hi I want to implement Egarch (1,1) with t distribution model using RExcel and VBA. May I know the syntax. Following is the code that I 'm using. rinterface.RRun "spec=ugarchspec(variance.model=list(model=(eGARCH),garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model=(std))" rinterface.RRun "fit = ugarchfit(Data = b, spec = spec)"

Dear All, I am a novice when it comes to time-series analysis and at the moment I am actually interested in calculating the Hurst exponent of a time series. This question has already been asked quite some time ago http://bit.ly/98dZsi and I trust some progress has been made ever since. I was able to find some functions in the packages http://cran.r-project.org/web/packages/Rwave/index.html

Hello, I'm an absolute beginner with R. I'm hoping to do some time-series analysis on my data. The data looks like #time value 18 153 20 426 70 7 83 130 84 7 and so on where time could be in seconds or hours or days (not all at the same time). How could I import such a file to R and do some simple stuff (say plot the values)? As per the tutorials on time series, I could use the ts()

Hi. I would like to use a likelihood-ratio test to compare a linear model (lm()) to another linear model containing the first one to see if the extra factors are needed - but I was unable to find any help on how to do that. Could you help me and tell me what to do? Or tell me where to find help on this topic? Many thanks in advance! Lars

Hello all, This is a request for help from somebody who has the Ox interfaces working in R. I am trying to get the Ox interfaces working for Arfima and Garch modelling. However, I am having several problems: 1. The link to download G at rch_v40 does not work. Does anybody have a copy to email to me please? 2. Various guides offer different instructions for installing Ox in the correct place

What Dave said, plus here's a hint. Try this example (which uses base graphics): plot(1:5) plot(1:5, cex.lab=2) Then look at the help page for par help('par') or ?par to search for other graphics parameters (base graphics) you can use to change various things. Success will depend, as Dave indicated, on how the package author handled the plotting options in rsFit(). -Don --

The documentation say that additional arguments will be passed. I suspect this will be a base graphics plot. You should look at the code of plot.rsfit to determine which arguments get processed. Sent from my iPhone > On Jan 25, 2018, at 10:30 AM, Moyukh Laha <laha.moyukh at gmail.com> wrote: > > Hello, > I am new to R and for some of my research work I am using