st be a more elegant way
# to accomplish the same thing ?!
# I have looked at the following packages (amongst others):
# tseries, timeSeries, TSA, AER, fSeries, vars, FinTS, xts, fArma,
# fRegression, tsfa, uroot, urca, ...
# without finding anything more convenient (simpler, nicer!).
# Any s
Hi!
That is somewhat strange.
§R>2^100
[1] 1.267651e+30
§R> x <- 2^50
§R> y <- x + 1
§R> y-x
[1] 1
§R>x
[1] 1.1259e+15
§R>x+1
[1] 1.1259e+15
len
From: Duncan Murdoch [murd...@stats.uwo.ca]
Sent: Tuesday, January 26, 2010 4:09 PM
To: Blanford, Glenn
Cc: r-help@R-project.o
xed = c(NA, NA, 0, 0, NA, NA))
Coefficients:
ar1 ma1 ma2 ma3ma4 intercept
0.763 -0.35300 0.287 0.007
s.e. 0.081 0.10500 0.098 0.003
That's exactly what I was looking for.
Thank you!
len
>
>
>
> On 14/10/2009, a
Hi,
I'm trying to model an ARMA(1,[1,4]),
i.e. I want only lags 1 and 4 of the Moving Average part.
It's the '[1,4]' part that is giving me a problem.
I've tried different arma's and arima's in different packages, namely:
packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast
For
Good Day To You All,
I have installed Ubuntu 9.04 on a Laptop running Vista Business.
When I try to start my little machine,
GRUB keeps telling me there is an error:
Either: Error 25, Error 21, or Error 5.
Once in a while, it is 'Error 22'.
And then there is no way to go any further:
End of th
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