[R] R function to fit ARCH and GARCH models

2012-08-13 Thread Sajeeka Nanayakkara
Is there any R function to fit ARCH and GARCH models for univariate time series and to select the best model?   Sajeeka Nanayakkara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo

Re: [R] R functions to forecast using neural network

2012-07-25 Thread Sajeeka Nanayakkara
Hi, It's only for single hidden layer. Is there any other functions?   Sajeeka Nanayakkara Cc: R help Sent: Wednesday, July 25, 2012 1:03 AM Subject: Re: [R] R functions to forecast using neural network Hi, Possibly ?nnet package. A.K. - Ori

[R] R functions to forecast using neural network

2012-07-24 Thread Sajeeka Nanayakkara
Is there any R functions to forecast, using feedforward bakpropagation algorithm in neural networks?   Sajeeka Nanayakkara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help

[R] R code for to check outliers

2012-07-18 Thread Sajeeka Nanayakkara
 What is the R code to check whether data series have outliers or not? Thanks, Sajeeka Nanayakkara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the

[R] R code for Ljung-Box Test

2012-07-09 Thread Sajeeka Nanayakkara
 What is the R code for Ljung-Box Test in Statistics? Sajeeka Nanayakkara [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

Re: [R] how to check convergence of arima model

2012-07-05 Thread Sajeeka Nanayakkara
the procedure of selecting the suitable model to predict >using R package. > >If I select the model which produces the smallest AIC and maximized log >likelihood values, as the suitable model is it correct? > > >Sajeeka Nanayakkara >  > > > >

Re: [R] how to check convergence of arima model

2012-07-04 Thread Sajeeka Nanayakkara
s the smallest AIC and maximized log likelihood values, as the suitable model is it correct? Sajeeka Nanayakkara   From: Rui Barradas Cc: r-help@r-project.org Sent: Wednesday, July 4, 2012 3:38 PM Subject: Re: [R] how to check convergence of arima model

Re: [R] how to check convergence of arima model

2012-07-04 Thread Sajeeka Nanayakkara
procedure of selecting the correct order as I don't have enough time to search? Thank you. Sajeeka Nanayakkara From: Rui Barradas Cc: r-help@r-project.org Sent: Wednesday, July 4, 2012 2:58 PM Subject: Re: [R] how to check convergence of arima

[R] how to check convergence of arima model

2012-07-04 Thread Sajeeka Nanayakkara
I have already fitted several models using R code; arima(rates,c(p,d,q)) As I heard, best model produce the smallest AIC value, but maximum likelihood estimation procedure optimizer should converge. How to check whether maximum likelihood estimation procedure optimizer has converged or not?

[R] question

2012-07-03 Thread Sajeeka Nanayakkara
I have already fitted several models using R code; arima(rates,c(p,d,q))  As I heard, best model produce the smallest AIC value, but maximum likelihood estimation procedure optimizer should converge. How to check whether maximum likelihood estimation procedure optimizer has converged or not?