similar to: forecast & xreg

Dear list members, How can I shade the background area of a zoo time series object between specific dates? eg. library(tseries) library(zoo) SP500<-get.hist.quote("^GSPC", start = "1990-01-01", quote = "Close") plot(SP500) How can I produce the same plot but with a (say) red background between 2007-04-12 and 2008-05-14 ?

Hello, Try example(names) in R 2.5.0 after library(RDCOMClient) and you get > example(names) names> # print the names attribute of the islands data set names> names(islands) Error in names(islands) : no applicable method for "names" > Is this normal? Any way round it??? Best regards, Costas ---------------------------------- Costas Vorlow

Dear all, Wouldn't it be helpful if the install.views install.packages update.packages had a "downloadonly=TRUE" flag which would allow us to download the packages and install them later (or put them in a USB stick and take them for installation on anothe PC). I am behind a firewall (Bank) and I have serious plroblem updating R or installing views (Finance, Econometrics etc.

Hello, I am trying to read a .CSV file from Bloomberg of prices (for an "its" series) of the following format: Date Price 23/10/2006 09:59 57.291 23/10/2006 10:01 57.221 23/10/2006 10:02 57.201 23/10/2006 10:03 57.231 23/10/2006 10:04 57.191 23/10/2006 10:05 57.191 23/10/2006 10:06 57.141 23/10/2006 10:07 57.081 I get the following: >

Hi, I have the following problem: library(playwith) x<-ts(rnorm(100)) y<-ts(cumsum(x)) playwith({ par(mfrow=c(2,1)) plot(x) plot(y)}) I can't make playwith identify (using the button top left) datapoints on multiple graph plots (eg. par(mfrow=c(2,2) for a 2 x 2 frame of plots). Is it possible any other way? Many thanks in advance, Costas P Think

Hello all, I use arima to fit the model with fit <- arima(y, order = c(1,0,1), xreg = list.indep, include.mean = TRUE) and would like to use predict() to forecast: chn.forecast <- rep(0,times=num.record) chn.forecast[1] <- y[1] for (j in 2:num.record){ indep <- c(aa=chn.forecast[j-1], list.indep[j,2:num.indep]) # this is the newxreg in the

When I run predict.Arima in my code, I get warnings like: Warning message: In cbind(intercept = rep(1, n), xreg) : number of rows of result is not a multiple of vector length (arg 1) I think this is because I'm not running predict.Arima in the same environment that I did the fit, so the data object used in the fit is no longer present. Looking at the predict.Arima source,

Hi R Users, I'm fairly new to R (about 3 months use thus far.) I wanting to use the arimax function from the TSA library to incorporate some exogenous inputs into the basic underllying arima model.Then with that newly model of type arimax, I would like to make a prediction. To avoid being bogged down with issues specific to my own work, I would like to refer to readers to the example

to clean up some code I would like to make a list of arbitrary length to store?various objects for use in a loop sample code: ############ BEGIN SAMPLE ############## # You can see the need for a loop already linearModel1=lm(modelSource ~ .,mcReg) linearModel2=step(linearModel1) linearModel3=lm(modelSource ~ .-1,mcReg) linearModel4=step(linearModel3) #custom linearModel5=lm(modelSource ~ .

Hello everyone, Hope you all are doing great! I have been fitting arima models and performing forecasts pretty straightforwardly in R. However, I wanted to add a couple of regressors to the arima model to see if it could improve the accuracy of the forecasts but have had a hard time trying to do so. I used the following R function: arima(x, order = c(0, 0, 0), seasonal = list(order = c(0, 0,

Hello,guys: Recently, I am working on a seasonal ARIMA model. And I met some problem in the forecasting. Now I just want to know that How does R perform the predict procedure(the predict formula, the initial setting of errors,etc.)? I run the following commands and get the original code of the "predict" command, but I can't read it. Can anybody explain it to me? Thanks! saji from

Dear all, I just have a short question regarding the forecasting of ARIMA models with external regressors. I tried to program a ARX(1) model arx.mod <- arima(reihe.lern, order = c(1, 0, 0), seasonal = list(order = c(0, 0, 0), period = 52), xreg = lern.design, include.mean = TRUE) for which I need to estimate the next (105th) value. Xreg=lern.design is - at this time - 104 rows long. I

Hello R users, Hope everyone is doing great. I have a dataset that is in .csv format and consists of two columns: one named Period (which contains dates in the format yyyy_mm) and goes from 1995_10 to 2007_09 and the second column named pcumsdry which is a volumetric measure and has been formatted as numeric without any commas or decimals. I imported the dataset as pauldataset and made use of

Hello everybody! I have a problem when I try to perform a forecast of an ARIMA model produced by an auto.arima function. Here is what I'm doing: c<-auto.arima(fil[[1]],start.p=0,start.q=0,start.P=0,start.Q=0,stepwise=TRUE,stationary=FALSE,trace=TRUE) # fil[[1]] is time series of monthly data ARIMA(0,0,0)(0,1,0)[12] with drift : 1725.272 ARIMA(0,0,0)(0,1,0)[12] with drift

I'm trying to do the following out of sample regression with autoregressive terms and additional x variables: y(t+1)=const+B(L)*y(t)+C(1)*x_1(t)...+C(K)*x_K(t) where: B(L) = lag polynom. for AR terms C(1..K) = are the coeffs. on K exogenous variables that have only 1 lag Question 1: ----------- Suppose I use arima to fit the model:

I'm using the arima function to estimate coefficients and also using predict.Arima to forecast. This works nicely and I can see that the results are the same as using SAS's proc arima. I can also take the coefficent estimates for a simple model like ARIMA(2,1,0) and manually compute the forecast. The results agree to 5 or 6 decimal places. I can do this for models with and without

Hi all there I am enjoying R since 2 weeks and I come to my first deadlock, il am trying to use predict.Arima in the ts package. I get a "Error in cbind(...) : cannot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3),

Hi all there I am enjoying R since 2 weeks and I come to my first deadlock, il am trying to use predict.Arima in the ts package. I get a "Error in cbind(...) : cannot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3),

Dear list members, I am a (very) recent convert to R and I am hoping you can help me with a problem I'm having. I'm trying to fit a first-order transfer function to an ARIMA intervention analysis using the "arimax" function. The data was obtained from McCleary & Hay (1980) (via Rob Hyndman's Time Series Library: http://robjhyndman.com/tsdldata/data/schizo.dat). It has

On 1 Apr 2004 at 20:28, michele lux wrote: If by arimax you meant arima with the xreg argument, where xreg is a vector or matrix of exogeneous variables, then it is my understanding (but I did'nt yet understand the code completely) that the coefficients of the columns in xreg is estimate jointlt with the ARMA parameters, by maximum likelihood (or conditional maximum likelihood in the case