[R] Demean argument in ar function

Hello, I understand that the/ demean/ argument in the *ar()* function to fit an autoregressive model selects the best AR model fitted to the mean deleted observations. What is the purpose of using this demean procedure at all? Its seems silly as the post doesn't deal with R problems Thanks

Re: [R] comparing two vectors

Berend, I am working with a time series data.The log-likelihood is to be maximized for a set of parameters. Lets say that x1 and x2 are the output from two successive iterations.I am trying to find out, *if(all(abs(x1-x2)<.0001,say))* -- View this message in context: http://r.789695.n4.n

[R] comparing two vectors

successive iterations are very close to each other,*component wise*. I have tried the* all* function, in which case the number of iterations are enormous. Is there any better way to do this? Thanking all in advance, Soham Chakraborty -- View this message in context: http://r.789695.n4.nabble.com

Re: [R] order.max specification problem in the ar.ols function

Thank you very much for the advice.It works that way. Soham Chakraborty -- View this message in context: http://r.789695.n4.nabble.com/order-max-specification-problem-in-the-ar-ols-function-tp4650942p4650957.html Sent from the R help mailing list archive at Nabble.com

[R] order.max specification problem in the ar.ols function

at is the problem.Also is there any alternative way by which i can fit an AR(p) model where p is specified by the user? Any help in this matter will be of immense help. Thank you. Soham Chakraborty -- View this message in context: http://r.789695.n4.nabble.com/order-max-specification-problem-i

[R] AR vs ARMA model

Hi I am trying to fit a time series data.It gives a AR(2) model using the ar function and ARMA(1,1) model using autoarmafit function in timsac package.How do I know which is the correct underlying model? pls help -- View this message in context: http://r.789695.n4.nabble.com/AR-vs-ARMA-model-t

[R] bilinear time series model

Hello, I am interested in fitting a bilinear time series model in R after determining its order for a given data. Is there any command or function that I can use? -- View this message in context: http://r.789695.n4.nabble.com/bilinear-time-series-model-tp4637760.html Sent from the R help mail

[R] p value

How to compute the p-value of a statistic generally? -- View this message in context: http://r.789695.n4.nabble.com/p-value-tp2217867p2217867.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://st