Re: [R] Can someone please have a look at my query on stackoverflow ?
Dear Uwe and others, Here is my query: I am looking for a function which can:- take a seasonal ARMA model and return :- the spectrum of the seasonal ARMA model. I have seen: library(astsa) ?arma.spec However it's a bit clumsy to use arma.spec when my model has seasonal ar / ma terms. For example (from the help page of arma.spec) we have that, we may compute the spectrum of a seasonal AR model like this: Notice: How we have a seasonal AR term of order one, which is being fed to arma.spec by converting the seasonal lag to a non-seasonal lag: arma.spec(ar=c(rep(0,11),.4), ma=.5, col=5, lwd=3, frequency=12) I will illustrate my difficulty as follows: > plot(AirPassengers) > auto.arima(log(AirPassengers)) Series: log(AirPassengers) ARIMA(0,1,1)(0,1,1)[12] Coefficients: ma1 sma1 -0.4018 -0.5569 s.e. 0.0896 0.0731 sigma^2 = 0.001371: log likelihood = 244.7 AIC=-483.4 AICc=-483.21 BIC=-474.77 I do not know how to programmatically feed the above model to arma.spec. I have tried: auto.arima(log(AirPassengers))$coef arma.spec(auto.arima(log(AirPassengers))$coef,frequency=12) I manually convert the seasonal MA to non-seasonal MA model and give it to arma.spec and I get a different picture. arma.spec(ma=c(-.4,rep(0,10),-.55)) Hence I conclude that arma.spec does not understand seasonal models. Query : How can I conveniently plot the spectrum of a seasonal ARMA process ? Note : I wonder if there is a library which converts seasonal model to non-seasonal model which perhaps can then be used with arma.spec. Many thanks, Ashim On Tue, May 28, 2024 at 12:28 PM Uwe Ligges wrote: > > > > On 28.05.2024 06:41, Ashim Kapoor wrote: > > Dear Sir, > > > > OK. I will migrate this query to stats.stackexchange.com. > > In any case, if you ask on the list, the question should be on the list. > Personally, I do read mails, but rather not websites. > > Best, > Uwe Ligges > > > > > > > > Best, > > Ashim > > > > > > On Mon, May 27, 2024 at 8:28 PM David Winsemius > > wrote: > >> > >> If I had seen that post before it got a bounty, I would have voted to > >> migrate it to https://stats.stackexchange.com since it is a request for > >> advice on methods as well as an implicit request for a package > >> recommendation. > >> > >> — > >> David > >> Sent from my iPhone > >> > >>> On May 27, 2024, at 5:40 AM, Ashim Kapoor wrote: > >>> > >>> Dear experts, > >>> > >>> I am having difficulty with computing spectrum of seasonal ARMA models. > >>> > >>> My query is posted here : > >>> > >>> https://stackoverflow.com/questions/78526800/computing-the-spectrum-of-a-seasonal-model-in-r > >>> > >>> Will be grateful if someone has a look at it and responds. > >>> > >>> Many thanks, > >>> Ashim. > >>> > >>> [[alternative HTML version deleted]] > >>> > >>> __ > >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > >>> 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-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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] Can someone please have a look at my query on stackoverflow ?
On 28.05.2024 06:41, Ashim Kapoor wrote: Dear Sir, OK. I will migrate this query to stats.stackexchange.com. In any case, if you ask on the list, the question should be on the list. Personally, I do read mails, but rather not websites. Best, Uwe Ligges Best, Ashim On Mon, May 27, 2024 at 8:28 PM David Winsemius wrote: If I had seen that post before it got a bounty, I would have voted to migrate it to https://stats.stackexchange.com since it is a request for advice on methods as well as an implicit request for a package recommendation. — David Sent from my iPhone On May 27, 2024, at 5:40 AM, Ashim Kapoor wrote: Dear experts, I am having difficulty with computing spectrum of seasonal ARMA models. My query is posted here : https://stackoverflow.com/questions/78526800/computing-the-spectrum-of-a-seasonal-model-in-r Will be grateful if someone has a look at it and responds. Many thanks, Ashim. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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] Can someone please have a look at my query on stackoverflow ?
Dear Sir, OK. I will migrate this query to stats.stackexchange.com. Best, Ashim On Mon, May 27, 2024 at 8:28 PM David Winsemius wrote: > > If I had seen that post before it got a bounty, I would have voted to migrate > it to https://stats.stackexchange.com since it is a request for advice on > methods as well as an implicit request for a package recommendation. > > — > David > Sent from my iPhone > > > On May 27, 2024, at 5:40 AM, Ashim Kapoor wrote: > > > > Dear experts, > > > > I am having difficulty with computing spectrum of seasonal ARMA models. > > > > My query is posted here : > > > > https://stackoverflow.com/questions/78526800/computing-the-spectrum-of-a-seasonal-model-in-r > > > > Will be grateful if someone has a look at it and responds. > > > > Many thanks, > > Ashim. > > > >[[alternative HTML version deleted]] > > > > __ > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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] Can someone please have a look at my query on stackoverflow ?
If I had seen that post before it got a bounty, I would have voted to migrate it to https://stats.stackexchange.com since it is a request for advice on methods as well as an implicit request for a package recommendation. — David Sent from my iPhone > On May 27, 2024, at 5:40 AM, Ashim Kapoor wrote: > > Dear experts, > > I am having difficulty with computing spectrum of seasonal ARMA models. > > My query is posted here : > > https://stackoverflow.com/questions/78526800/computing-the-spectrum-of-a-seasonal-model-in-r > > Will be grateful if someone has a look at it and responds. > > Many thanks, > Ashim. > >[[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.