[R] Tinn-R_2.3.6.0
Hi, I just found out that Tinn-R_2.3.6.0 is now available on http://sourceforge.net/projects/tinn-r/. When configuring Tinn-R: R > Configure > Permanent (Rprofile.site) I get error C:\Program Files\R\R-2.12.0\bin\etc\RProfile.site The above file was not found. Please try to repeat the procedure! The correct path for RProfile.site is C:\Program Files\R\R-2.12.0\etc\Rprofile.site I was able to configure the file using the previous version of Tinn-R. -Hannu [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Installing R and an editor on a USB drive
Hi, I have adviced my students to install R and an editor on a USB drive for working in the computer class. With R everything works fine following these instructions: http://personal.bgsu.edu/~mrizzo/Rmisc/usbR.htm. But several editors (e.g., Tinn-R and WinEdt) require administrator rights. I have found out that Emacs (Vincent Goulet's Emacs for Windows Modified http://vgoulet.act.ulaval.ca/en/ressources/emacs/windows) can be installed without administrator rights. There is, however, one problem. I have edited the site-start.el file and adjusted the path variable: (setq inferior-R-program-name "G:/r-2.12.0/bin/i386/rterm.exe") since R is installed on the G drive. Everything works if R is on G, but when changing the computer, R is usually on another drive and Emacs cannot find it. Is it possible to handle this case? XEmacs for Windows requires that the init.el file is in the .xemacs subdirectory of the "home" directory that is on the hard drive. Is it possible to have the init.el file on the USB drive? Thank you! Hannu [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Shading the area between lines
Hi, I have a graph with seven parallel horizontal lines. Is it possible to shade the area between two adjacent lines? Thank you in advance, Hannu __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Jarque-Bera test and Ljung-Box test for multivariate time series
John, Tsay has code for multivariate Ljung-Box test statistic on http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009/ -Hannu On Tue, Mar 31, 2009 at 1:47 PM, John Seppänen wrote: > Hi! > > I know that there is function in fBasics package for univariate Jarque-Bera > test and a funtion for univariate Ljung-Box test in stats package. But I am > wondering if there is a function somewhere to do the tests for multivariate > time series? > > Thanks, > John > >[[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-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fwd: time series regression
Use the arima function with the xreg option that is a vector or matrix of external regressors. Use AIC or BIC when identifying the error process. Hannu On Thu, Mar 20, 2008 at 5:54 PM, bereket weldeslassie <[EMAIL PROTECTED]> wrote: > Hi Everyone, > One more information to my question. I am trying to do a time series > regression using the lm function. *My intention is to investigate the > relationship between a dependent time series variable and several > independent time series variables.* According to the durbin watson test > the > errors are autocorrelated. And then I tried to use the gls function to > accomodate for the autocorrelated errors. My question is how do I know > what > ARMA process (order) to use in the gls function? Or is there any other way > to do the time series regression in R? I highly appreciate your help. > Thanks, > Bereket > >[[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-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Time Series - Function to fit ARIMA and GARCH components
I guess that is not available, but you can fit MA(1)+GARCH(1,1) to the first difference of the series using garchFit available in the (Rmetrics) fGarch package. -Hannu On 10/17/07, jStat <[EMAIL PROTECTED]> wrote: > > > I'm searching for a function to fit a conditional mean structure (ARIMA) > and > a conditional variance structure (GARCH) to a data set for one model. > Particularly, I'm trying to fit an IMA(1,1)+GARCH(1,1) model to a data > set. > However, I can't seem to find a function that will let me specify both the > ARIMA and GARCH components. > Any help would be appreciated! > -- > View this message in context: > http://www.nabble.com/Time-Series---Function-to-fit-ARIMA-and-GARCH-components-tf4638251.html#a13247129 > Sent from the R help mailing list archive at Nabble.com. > > __ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] fSeries Garch and Arfima Ox interface
Ian, Ruey Tsay provides updated instructions on his 2007 course page: http://faculty.chicagogsb.edu/ruey.tsay/teaching/bs41202/sp2007/ The functions work with the latest Ox and [EMAIL PROTECTED] versions. Hannu On 9/25/07, Ian McHale <[EMAIL PROTECTED]> wrote: > > Hello all, > > This is a request for help from somebody who has the Ox interfaces working > in R. > > I am trying to get the Ox interfaces working for Arfima and Garch > modelling. However, I am having several problems: > > 1. The link to download [EMAIL PROTECTED] does not work. Does anybody have a > copy > to email to me please? > 2. Various guides offer different instructions for installing Ox in the > correct place for R to find it. > 3. Do the functions work with the latest version of Ox console (version > 4)? Or do we need to use Ox version 3.40? > > Does somebody have it working - can you let me know how you did it? For > your information, I am currently using R 2.5.1 and I am following the > instructions from > http://faculty.chicagogsb.edu/ruey.tsay/teaching/bs41202/[EMAIL PROTECTED] > > Cheers > > Ian > > Dr. Ian McHale > Lecturer in Applied Statistics > Centre for Operational Research and Applied Statistics > The University of Salford > Maxwell Building > Salford > Greater Manchester > M5 4WT > Tel: 0161 295 4765 > Fax: 0161 295 4947 > > __ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] truehist?
Carlos, try the MASS package. It is there. Hannu On 9/24/07, Carlos Guâno Grohmann <[EMAIL PROTECTED]> wrote: > > Hello, > After a long time, I needed the truehist function, but my system > couldn't found it. I tried to install the package MAAS, but I couldn't > found it! Something happened? > > Carlos > > -- > +---+ > Carlos Henrique Grohmann - Guano > Visiting Researcher at Kingston University London - UK > Geologist M.Sc - Doctorate Student at IGc-USP - Brazil > Linux User #89721 - carlos dot grohmann at gmail dot com > +---+ > _ > "Good morning, doctors. I have taken the liberty of removing Windows > 95 from my hard drive." > --The winning entry in a "What were HAL's first words" contest judged > by 2001: A SPACE ODYSSEY creator Arthur C. Clarke > > Can't stop the signal. > > __ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[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-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
