[R] Demean argument in ar function

2013-03-14 Thread soham chakraborty
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

2012-12-02 Thread soham chakraborty
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

2012-11-29 Thread soham chakraborty
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

2012-11-27 Thread soham chakraborty
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

2012-11-27 Thread soham chakraborty
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