[R] Ox functions in R

2011-12-13 Thread Chuse chuse
Dear all, I have downloaded Ox console and Arfima package and made it run. I would like to be able to call certain Ox functions from package Arfima from R, such as, Arfima::FreeD. Could you, please, give some advice how to do it? Thank you beforehand. Chuse. _

[R] plot autocovariance.

2011-10-07 Thread Chuse chuse
dDear all, I have calculated a vector of autocovariances. When I plot it, the variance appears at x-tick 1. How can i change the x-axis so that the vector plot starts at zero? Thank you beforehand. Chuse. __ R-help@r-project.org mailing list https://sta

[R] Refine ARMA model

2011-03-02 Thread Chuse chuse
Dear users, I tried to fit an AR(2) model to data. This the result: > arima(vw,c(3,0,0)) Call: arima(x = vw, order = c(3, 0, 0)) Coefficients: ar1 ar2 ar3 intercept 0.1052 -0.0102 -0.1203 0.0099 s.e. 0.0337 0.0339 0.0338 0.0018 sigma^2 estimated as 0.002

[R] plot data frame

2011-02-28 Thread Chuse chuse
Dear R user, How can i plot this data as one time series - notice that it is not column wise. V1V2 V3 V4 V5 V6 V7 [1,] 1950.01 1.07 1.12 1.12 1.25 1.16 1.15 [2,] 1950.07 1.16 1.20 1.30 1.31 1.36 1.34 [3,] 1951.01 1.34 1.36 1.40 1.47 1.55 1.45 [4,] 1951.07 1.56 1.62 1

[R] precision of gamma function

2011-02-09 Thread Chuse chuse
Dear R users, I have to calculate gamma functions for negative numbers beyond -171.4. e.x. gamma(-500.4) I got following: > gamma(-170.4) [1] -5.824625e-308 > gamma(-171.4) [1] 0 Warning message: underflow occurred in 'gammafn' I have tried to use a recursion getting values a little futher -180.

[R] Acf of Frima

2011-02-02 Thread Chuse chuse
Hello, I am trying to calculate the autocovariance matrix for any general farima(p,d,q) with p,q > 1. Could anyone give an idea how to implement in R or if there is any package for this? thank you beforehand. Jose. __ R-help@r-project.org mailing list

[R] Calculation of VCOV using FFT.

2010-02-09 Thread Chuse chuse
Hello there, I need a piece of advice how to calculate the covariance matrix after calculating the fourier coeff with FFT or the spectral density using R. Thank you beforehand. Regards, Chuse. __ R-help@r-project.org mailing list https://stat.ethz.ch/

[R] Conversion a ts time to another class.

2009-07-27 Thread Chuse chuse
Dear R collegues, I am trying to change a ts time such as 2009.004 to a str or POSIX class as "2009-01-01". Is there any function or method to do it?. Thank you beforehand. Chuse. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listin

[R] TS- dates

2009-07-24 Thread Chuse chuse
Dear R collegues, I am trying to change a ts time such as 2009.004 to a str or POSIX class "2009-01-01". Is there any function or method to do it?. Thank you beforehand. Chuse. [[alternative HTML version deleted]] __ R-help@r-project.org maili

[R] Changing ts times to dates

2009-07-23 Thread Chuse chuse
Dear all, Ive just started with R and I have question: how can you change a time from a ts object .i.e 2009.004 to "2009-01-01"? Is there any function for this? I tried around with as.Date... but it hasnt worked. Thank you beforehand. Chuse. [[alternative HTML version deleted]]