http://blog.gmane.org/gmane.comp.lang.r.general hourly 1 1901-01-01T00:00+00:00 http://gmane.org/img/gmane-25t.png http://gmane.org http://comments.gmane.org/gmane.comp.lang.r.general/265106 <pre>i have following numbers 0.889046409368551 1.22726162946495 1.22726162946495 1.35785109728356 1.35785109728356 1.10704609982913 1.4424189950435 1.2277843378837 1.35785109728356 0.970883941918588 0.822170913920467 1.35785109728356 0.358815782262543 0.774234247460432 0.822170913920467 0.822170913920467 0.72599976881814 0.671583894425946 0.813223271443211 0.774234247460432 1.00184802593319 1.4424189950435 1.22726162946495 0.970883941918588 0.358815782262543 1.31016840948316 0.970883941918588 1.4424189950435 0.889046409368551 4.91679981837699 1.2277843378837 1.21605333196293 0.369861996166875 0.774748148811057 0.369861996166875 1.4424189950435 1.22726162946495 1.4424189950435 1.22726162946495 1.16291100715022 2.33863311242767 0.774234247460432 4.91679981837699 0.9670580678417 0.970883941918588 0.9670580678417 1.10704609982913 4.91679981837699 1.4424189950435 1.05410985855726 1.22726162946495 1.21605333196293 1.35785109728356 0.822170913920467 1.4424189950435 0.970883941918588 0.835429195630044 0.774234247460432 1.61328986496929 0.970883941918588 1.2277843378837 1.22726162946495 0.970883941918588 1.10704609982913 1.10704609982913 1.10704609982913 1.4424189950435 1.22726162946495 1.4424189950435 1.35785109728356 0.9670580678417 0.9670580678417 0.885419165744907 1.16291100715022 0.369861996166875 0.9670580678417 0.774748148811057 1.22726162946495 1.4424189950435 1.22726162946495 1.31016840948316 0.813223271443211 1.4424189950435 0.822170913920467 1.05410985855726 0.853014111520372 1.3245534157835 0.774234247460432 0.774234247460432 1.22726162946495 0.889046409368551 1.4424189950435 0.842622628771215 0.889046409368551 0.889046409368551 1.31898472833595 1.4424189950435 1.35785109728356 0.682617341489085 0.965180291004232 i don't want to check by plotting graph of above data(because i have thousands of such data structures) is there any function in R to check it ? how can i check validity by programming? -- View this message in context: http://r.789695.n4.nabble.com/how-to-check-given-number-seq-is-time-series-or-not-tp4631434.html Sent from the R help mailing list archive at Nabble.com. </pre> sagarnikam123 2012-05-26T09:13:37 http://comments.gmane.org/gmane.comp.lang.r.general/265104 <pre>Hi R-listers, I am having trouble plotting the values for the R2 line, lowess smooth, smothered conditional spread, outlier identification. I have tried the function text and legend but was unsuccessful. Please see below. Your help would be appreciated. Thanks in advance. Jean library(car) + data = data.to.analyze, + xlab = "Distance to high tide line (metres)", + ylab = "Hatching success (%)") + format(summary(SPHSHTL)$adj.r.squared, digits=4))) Error in summary(SPHSHTL)$adj.r.squared : $ operator is invalid for atomic vectors Error in text.default(SPHSHTL) : zero length 'labels' -- View this message in context: http://r.789695.n4.nabble.com/Values-in-scatterplot-tp4631431.html Sent from the R help mailing list archive at Nabble.com. </pre> Jhope 2012-05-26T06:17:37 http://comments.gmane.org/gmane.comp.lang.r.general/265103 <pre>Hi! I am working with a regression of a log-log model that suffers from heteroskedasticity. I have calculated the "White standard errors". I would like to use these "White standard errors" in a RESET test instead of the originally OLS standard errors calculated by the regression. How can I transform the covariance matrix of a model? labmodel2 &lt;- lm(formula = log(L) ~ log(W) + log(K) + log(Y), data=labordat) sumlabmodel2 &lt;- summary(labmodel2) sumlabmodel2 coeftest(labmodel2,vcov=vcovHC(labmodel2,type="HC0" That is, I want to replace vcov with vcovHC in labmodel2 to perform a RESET test with the robust White standard errors. Can anyone help? Thank you! -- View this message in context: http://r.789695.n4.nabble.com/How-to-transform-OLS-covariance-matrix-to-White-standard-errors-tp4631432.html Sent from the R help mailing list archive at Nabble.com. </pre> Dunken 2012-05-26T07:09:17 http://comments.gmane.org/gmane.comp.lang.r.general/265102 <pre>Dear R gurus I am running a GLMM that looks at whether chimpanzees spend time in shade more than sun (response variable 'y': used cbind() on counts in the sun and shade) based on the time of day (Time) and the availability of shade (Tertile). I've included some random factors too which are the chimpanzee in question (Individual) and where they are in a given area (Zone). There are also two continuous predictors (Minimum daily temperature: Min; Maximum daily temperature: Max). I have run my GLMM and I know that Time and Min are significant predictors of the patterns of shade use while Tertile and Max are not. In addition, a Time*Tertile interaction effect is a good predictor as well. I now need to assess how the specific interaction effect conditions differ to one another. So, for example, how does shade use differ between 10h00 at low shade and 10h00 at high shade? I tried using the package multcomp, but that will only allow me to work out the contrasts for the first-order effects (Time, Tertile) but won't allow me to do so for the interaction effects. Any ideas? My code: Min,family=binomial,REML=F) Analysis of Deviance Table (Type III tests) Response: y Chisq Df Pr(&gt;Chisq) (Intercept) 0.9511 1 0.3294 Time 60.7807 4 1.988e-12 *** Tertile 0.3391 1 0.5603 Max 1.3198 1 0.2506 Min 77.7736 1 &lt; 2.2e-16 *** Time:Tertile 38.9038 4 7.292e-08 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Generalized linear mixed model fit by the Laplace approximation Formula: y ~ Time * Tertile + (1 | Individual) + (1 | Zone) + Max + Min AIC BIC logLik deviance 1168 1224 -569.9 1140 Random effects: Groups Name Variance Std.Dev. Zone (Intercept) 0.81949 0.90526 Individual (Intercept) 0.36417 0.60347 Number of obs: 412, groups: Zone, 8; Individual, 7 Fixed effects: Estimate Std. Error z value Pr(&gt;|z|) (Intercept) 0.77498 0.79465 0.975 0.329439 Time11h00 -1.54259 0.24351 -6.335 2.38e-10 *** Time12h00 0.01695 0.77829 0.022 0.982627 Time13h00 -4.26913 0.78217 -5.458 4.81e-08 *** Time14h00 -1.34503 0.43831 -3.069 0.002150 ** TertileLow 0.32614 0.56003 0.582 0.560323 Max 0.03751 0.03265 1.149 0.250630 Min -0.30912 0.03505 -8.819 &lt; 2e-16 *** Time11h00:TertileLow 1.03079 0.28579 3.607 0.000310 *** Time12h00:TertileLow -2.26187 0.79930 -2.830 0.004658 ** Time13h00:TertileLow 2.38129 0.79214 3.006 0.002646 ** Time14h00:TertileLow 1.72263 0.49397 3.487 0.000488 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Correlation of Fixed Effects: (Intr) Tm1100 Tm1200 Tm1300 Tm1400 TrtlLw Max Min T1100: Time11h00 -0.026 Time12h00 -0.035 0.177 Time13h00 -0.004 0.223 0.068 Time14h00 -0.073 0.259 0.081 0.103 TertileLow -0.450 0.153 0.043 0.051 0.097 Max -0.711 -0.169 -0.004 -0.061 -0.023 0.019 Min 0.146 0.186 0.014 0.055 0.099 -0.036 -0.455 Tm11h00:TrL 0.059 -0.851 -0.153 -0.190 -0.222 -0.198 0.096 -0.155 Tm12h00:TrL 0.095 -0.160 -0.974 -0.062 -0.081 -0.067 -0.079 0.012 0.192 Tm13h00:TrL 0.026 -0.208 -0.067 -0.983 -0.099 -0.075 0.024 -0.026 0.229 Tm14h00:TrL 0.126 -0.215 -0.069 -0.088 -0.876 -0.185 -0.047 0.006 0.254 T1200: T1300: Time11h00 Time12h00 Time13h00 Time14h00 TertileLow Max Min Tm11h00:TrL Tm12h00:TrL Tm13h00:TrL 0.081 Tm14h00:TrL 0.098 0.116 Luke Duncan *Post-doctoral** Fellow* *School of Animal, Plant and Environmental Sciences* *University of the Witwatersrand* *Johannesburg, South Africa* ** *+27 72 312 0330* *+27 11 717 6452* [[alternative HTML version deleted]] </pre> Luke Duncan 2012-05-26T10:19:52 http://comments.gmane.org/gmane.comp.lang.r.general/265100 <pre>http://r.789695.n4.nabble.com/file/n4631428/Image2.png How can i draw y axis in bar plot at x = 0? After plotting axis it will look like. -- View this message in context: http://r.789695.n4.nabble.com/How-to-draw-y-axis-in-horizontal-bar-plot-tp4631428.html Sent from the R help mailing list archive at Nabble.com. </pre> Manish Gupta 2012-05-26T02:53:43 http://comments.gmane.org/gmane.comp.lang.r.general/265090 <pre>Hi the list, Do you know if getGraphicsEvent can detect the use of keys combinaison like "shift+arrow" or "Crlt+arrow" ? Best Christophe -- View this message in context: http://r.789695.n4.nabble.com/shift-arrow-in-getGraphicsEvent-tp4631419.html Sent from the R help mailing list archive at Nabble.com. </pre> cgenolin 2012-05-25T22:33:40 http://comments.gmane.org/gmane.comp.lang.r.general/265080 <pre>Hi, The following returns an error message. How do I evaluate (TRUE or FALSE) the function? require(XML) readHTMLTable("http://www.sec.gov/Archives/edgar/data/2969/000095012399010952/0000950123-99-010952.txt") Thanks in advance! Math -- View this message in context: http://r.789695.n4.nabble.com/evaluate-whether-function-returns-error-tp4631406.html Sent from the R help mailing list archive at Nabble.com. </pre> mdvaan 2012-05-25T20:52:35 http://comments.gmane.org/gmane.comp.lang.r.general/265079 <pre>Greetings R experts, I am running a simple lda on some simulation data of mine to show an illustration of my multivariate response data, since it is a simulation I have a very large amount of data and the default on plot seems to plot the category names. This is very difficult to interpret even changing the abbreviations. At the expense of sounding naive, my question(s) are: How can I color code my four categories? and how can I change the unit display to something simple like a dot, and not the names or abbreviated names of the categories? Cheers, -Dan [[alternative HTML version deleted]] </pre> dgates< at >huskers.unl.edu 2012-05-25T19:50:11 http://comments.gmane.org/gmane.comp.lang.r.general/265078 <pre>Dear all, I have a dataset of spectral measurements of sunlight. One row for each different observation, one column for each spectral channel. I would like to select the spectral curves drawn with matplot() (I only know matplot() as a way of easily drawing them) with the help of the mouse and extract their row indexes : a=url("http://ekumen.homelinux.net/spectra.RData") load(a) matplot(lbd2, t(mySpectra), type="l",xlab="Wavelength [nm]",ylab="Radiance") I was hoping that identify() would work on such a graphic but unfortunately it does not. I tried to the "identify" function of the package playwith(), but still the same problem. I think I will have to write a function that does the job. But before that, I would like to have your opinions. What would be the easiest way of accomplishing this task? Thank you very much Best regards servet </pre> servet cizmeli 2012-05-25T20:52:43 http://comments.gmane.org/gmane.comp.lang.r.general/265067 <pre> I am trying to transition from Sweave to knitr, but there are a few things about customization of the appearence of R input and output that I did not get yet. Maybe somebody on the list can help me. In my Sweave presentations I used a slanted font for the R input and a normal font for the output, both in a small font. I also indented everything by an extra 2em. All this was achieved by the following instructions in the .Rnw file: \DefineVerbatimEnvironment{Sinput}{Verbatim}{xleftmargin=2em, fontsize=\footnotesize, fontshape=sl} \DefineVerbatimEnvironment{Soutput}{Verbatim}{xleftmargin=2em, fontsize=\footnotesize} In order to get a similar result (with a tiny size instead of a footnote size, but that is not the point) with knitr I included in the .Rnw file the lines \ifdefined\knitrout \renewenvironment{knitrout}{\begin{tiny}\slshape}{\end{tiny}} \else \fi What I get is something like this: http://definetti.uark.edu/~gpetris/knitr-output.pdf The problem is that the prompt sign '&gt;' did not change either size or shape. So I am probably not using the correct approach. How should I be doing? Also, what do I have customize, and how, in order to get the extra left margin? Final question: how can I get the continuation sign '+'? (This is for an introductory presentation in which I want to show people exactly what they are going to see on their screen.) Oops, one more... How can I change the spacing between regular text and R code (input/output)? With Sweave I would do \fvset{listparameters={\setlength{\topsep}{0pt}}} \renewenvironment{Schunk}{\vspace{\topsep}}{\vspace{\topsep}} Sorry for the many questions and thank you in advance for any help and insight you can give me. Best, Giovanni </pre> Giovanni Petris 2012-05-25T19:30:04 http://comments.gmane.org/gmane.comp.lang.r.general/265061 <pre>Folks: I've replaced an outer for-loop with lapply and it works great. But, I can't seem to do the following type of exception handling: tryCatch(dlmMLE(x)$value==Inf,error = function(e) NULL) which basically says if the likelihood is Inf, throw an error. But what I want it to do is just go to the next index in the list. When I was using a for-loop I used: if(tryCatch(dlmMLE(x)$value==Inf,error = function(e) 1)==1) {next} else .... which worked fine. Is there a way to do the same thing in lapply? Thanks for your time. (I've checked Gmane for this type of problem and I wasn't sure if this problem was answered or not...) John [[alternative HTML version deleted]] </pre> John Kerpel 2012-05-25T18:51:23 http://comments.gmane.org/gmane.comp.lang.r.general/265057 <pre>http://r.789695.n4.nabble.com/file/n4631371/Bar_Chart.png How to control width of bar chart when there are very few bars in plot? Regards -- View this message in context: http://r.789695.n4.nabble.com/How-to-change-width-of-bar-when-there-are-very-few-bars-tp4631371.html Sent from the R help mailing list archive at Nabble.com. </pre> Manish Gupta 2012-05-25T18:03:31 http://comments.gmane.org/gmane.comp.lang.r.general/265055 <pre>Dear R users I am struggling from a data importing issue: I have some hundreds of csv files needed to be read into R for futher analysis. All those csv files are named in one of the three formats: (1) strings: e.g. London_Oxford street (2) Integer: e.g. 1234_5678 (3) combined: e.g. London_1234 I intend to use read.csv("xxxx_xxx.csv") but I only dealt with sigle documents before and if there are only no more than 20 files, I do not bother to search a more efficient way. Is there any claver way that I do not have to type in all these hundreds names by hand, maybe using a R package or write some code in some other languages if it is not too difficult to learn. Any thoughts/hints please?? Many thanks in advance! HJ [[alternative HTML version deleted]] </pre> HJ YAN 2012-05-25T17:16:15 http://comments.gmane.org/gmane.comp.lang.r.general/265053 <pre>dear all, it will just take you a minute to tell me the difference between qnorm and qqnorm. are they same or is there any difference between them?? regards </pre> QAMAR MUHAMMAD UZAIR 2012-05-25T16:41:54 http://comments.gmane.org/gmane.comp.lang.r.general/265049 <pre>Hi there, I would like to use a list variable to select columns in a subset from a parent table: I have a data frame "table" with column headers a,b,c,d,e,x,y,z and list variables list1=c("a","b","c","d") list2=c("a","b","x",y","z") namelist=c("peter","paul","mary","jane") group1=c("peter","paul") group2=c("mary","jane") I would like to subset "table" based on the list variable in a for loop: for (i %in% namelist){ if (i %in% group1){table2&lt;-subset(table, select=list1)} else {{table2&lt;-subset(table, select=list2)} } the "select=list1" syntax does not work. What would be the correct way to do this? Many Thanks Jon -- View this message in context: http://r.789695.n4.nabble.com/subset-columns-from-list-with-variable-substitution-tp4631374.html Sent from the R help mailing list archive at Nabble.com. </pre> jween 2012-05-25T18:09:34 http://comments.gmane.org/gmane.comp.lang.r.general/265038 <pre>Hi All, I have a query about time based sequences. I know such questions have been asked a lot on forums, but I couldnt find the exact thing that I was looking for. I want to create a time-based sequence which will mimic the trading window AND would span multiple days. Something like below: "2011-01-03 09:15:00 IST" "2011-01-03 09:15:01 IST" .... .... .... "2011-01-03 15:29:59 IST" "2011-01-03 15:30:00 IST" "2011-01-04 09:15:00 IST" "2011-01-04 09:15:01 IST" .... .... .... "2011-01-04 15:29:59 IST" "2011-01-04 15:30:00 IST" Kindly notice the change of date in the sequence. The Indian Equity markets open at 09:15:00 and close at 15:30:00. I have equity data that spans 124 days, and I need to create a corresponding sequence which I will later use to regularize the irregular dataset to make a regular time-series. I was able to accomplish this task for a single day (i.e. creating a sequence then merging my dataset with it and use na.locf to make my dataset regular) but am unable to create a sequence for 'n' number of days. Can anyone help me with this? If it is of any help, I have a file which contains all the dates for which I need the sequence. The dput of the file is placed at the end of the email. One option is to create sequences for the entire days and then later remove all these records after merging. Although I havent checked the feasibility of this method, it would be complex and more so it will increase the data four folds (I already have 2 million records in the dataframe which I have to make regular). Another approach that I could think of was to make a timebased sequence based on the date from the file and then use a loop to append one sequence after another. But am not having much success there either. Any kind of help would be greatly appreciated. Thanks and regards, Shivam structure(list("20110103", "20110104", "20110105", "20110106", "20110107", "20110110", "20110111", "20110112", "20110113", "20110114", "20110117", "20110118", "20110119", "20110120", "20110121", "20110124", "20110125", "20110127", "20110128", "20110131", "20110201", "20110202", "20110203", "20110204", "20110207", "20110208", "20110209", "20110210", "20110211", "20110214", "20110215", "20110216", "20110217", "20110218", "20110221", "20110222", "20110223", "20110224", "20110225", "20110228", "20110301", "20110303", "20110304", "20110307", "20110308", "20110309", "20110310", "20110311", "20110314", "20110315", "20110316", "20110317", "20110318", "20110321", "20110322", "20110323", "20110324", "20110325", "20110328", "20110329", "20110330", "20110331", "20110401", "20110404", "20110405", "20110406", "20110407", "20110408", "20110411", "20110413", "20110415", "20110418", "20110419", "20110420", "20110421", "20110425", "20110426", "20110427", "20110428", "20110429", "20110502", "20110503", "20110504", "20110505", "20110506", "20110509", "20110510", "20110511", "20110512", "20110513", "20110516", "20110517", "20110518", "20110519", "20110520", "20110523", "20110524", "20110525", "20110526", "20110527", "20110530", "20110531", "20110601", "20110602", "20110603", "20110606", "20110607", "20110608", "20110609", "20110610", "20110613", "20110614", "20110615", "20110616", "20110617", "20110620", "20110621", "20110622", "20110623", "20110624", "20110627", "20110628", "20110629", "20110630"), .Dim = c(124L, 1L), .Dimnames = list(c("X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8", "X9", "X10", "X11", "X12", "X13", "X14", "X15", "X16", "X17", "X18", "X19", "X20", "X21", "X22", "X23", "X24", "X25", "X26", "X27", "X28", "X29", "X30", "X31", "X32", "X33", "X34", "X35", "X36", "X37", "X38", "X39", "X40", "X41", "X42", "X43", "X44", "X45", "X46", "X47", "X48", "X49", "X50", "X51", "X52", "X53", "X54", "X55", "X56", "X57", "X58", "X59", "X60", "X61", "X62", "X63", "X64", "X65", "X66", "X67", "X68", "X69", "X70", "X71", "X72", "X73", "X74", "X75", "X76", "X77", "X78", "X79", "X80", "X81", "X82", "X83", "X84", "X85", "X86", "X87", "X88", "X89", "X90", "X91", "X92", "X93", "X94", "X95", "X96", "X97", "X98", "X99", "X100", "X101", "X102", "X103", "X104", "X105", "X106", "X107", "X108", "X109", "X110", "X111", "X112", "X113", "X114", "X115", "X116", "X117", "X118", "X119", "X120", "X121", "X122", "X123", "X124"), NULL)) [[alternative HTML version deleted]] </pre> Shivam 2012-05-25T17:14:02 http://comments.gmane.org/gmane.comp.lang.r.general/265019 <pre>Hi all, My problem is as follows: I want to run a loop which calculates two values and stores them in vectors r and rv, respectively. They're calculated from some vector x with length a multiple of 7. x &lt;- c(1:2058) I need to difference the values but it would be incorrect to difference it all in x, it has to be broken up first. I've tried the following: r &lt;- c(1:294)*0 rv &lt;- c(1:294)*0 #RUN A LOOP WHERE YOU INPUT THE lx[(i-1)*7:i*7] INTO Z for (i in 1:294){ #CREATE A NEW VECTOR OF LENGTH 7 z &lt;- NULL length(z)=7 dz &lt;- NULL dz2 &lt;- NULL #STORE THE VALUES IN z z &lt;- lx[1+(i-1)*7:(i)*7] #THEN DIFFERENCE THOSE #THIS IS r_t,i,m dz=diff(z) #SUM THIS UP AND STORE IT IN r, THIS IS r_t r[i] &lt;- sum(dz) #SUM UP THE SQUARES AND STORE IT IN rv, THIS IS RV_t dz2 &lt;- dz^2 rv[i] &lt;- sum(dz2) #END THE LOOP } However, the window seems to expand for some reason, so z ends up being a much longer vector than it should be and full of NAs. Any help or advice is much appreciated. Aodhán -- View this message in context: http://r.789695.n4.nabble.com/Breaking-up-a-vector-tp4631329.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help&lt; at &gt;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. </pre> AOLeary 2012-05-25T15:29:27 http://comments.gmane.org/gmane.comp.lang.r.general/265018 <pre>Hi, I have a problem with a regression I try to run. I did an estimation of the market model with daily data. You can see to output below: /&gt; summary(regression_resn) Time series regression with "ts" data: Start = -150, End = -26 Call: dynlm(formula = ror_resn ~ ror_spi_resn) Residuals: Min 1Q Median 3Q Max -0.0255690 -0.0030378 0.0002787 0.0039887 0.0257857 Coefficients: Estimate Std. Error t value Pr(&gt;|t|) (Intercept) -0.0003084 0.0007220 -0.427 0.670 ror_spi_resn 0.0363940 0.0706150 0.515 0.607 Residual standard error: 0.008016 on 123 degrees of freedom Multiple R-squared: 0.002155,Adjusted R-squared: -0.005958 F-statistic: 0.2656 on 1 and 123 DF, p-value: 0.6072 / I did several tests for assessing the quality of the estimation (like breusch-pagan, breusch-godfrey, chow-breakpoint, arch lm tests). The model has now clearly a problem with autocorrelation as you can see in de images below: http://r.789695.n4.nabble.com/file/n4631336/resid_resn.png http://r.789695.n4.nabble.com/file/n4631336/pacf_resid_resn.png To take into account the problem of autocorrelation, I did a gls estimation with an AR(1) process and get the following output: /&gt; summary(gls(ror_resn~ror_spi_resn, correlation=corARMA(p=1), method="ML")) Generalized least squares fit by maximum likelihood Model: ror_resn ~ ror_spi_resn Data: NULL AIC BIC logLik -859.0308 -847.7176 433.5154 Correlation Structure: AR(1) Formula: ~1 Parameter estimate(s): Phi -0.3182399 Coefficients: Value Std.Error t-value p-value (Intercept) -0.00034277 0.00052344 -0.6548430 0.5138 ror_spi_resn 0.04337265 0.06741179 0.6433986 0.5212 Correlation: (Intr) ror_spi_resn -0.159 Standardized residuals: Min Q1 Med Q3 Max -3.21202187 -0.38283220 0.03863226 0.50313857 3.24224614 Residual standard error: 0.007953852 Degrees of freedom: 125 total; 123 residual/ I plot acf and pacf again to assess the changes in autocorrelation. But interestingly, there is no change in the plots, they are equal to the images above... Can anyone give advice on how to handle this problem? There is the possibility that I am clearly on the wrong path. I am still a beginner in using R. Furthermore, I did the same procedure with EVIEWS (also implementing AR(1) process) and the model gives different results for the coefficients and error terms. Regards Andi /Output EVIEWS: Dependent Variable: ROR_RESN Method: Least Squares Date: 05/25/12 Time: 17:17 Sample (adjusted): 2 125 Included observations: 124 after adjustments Convergence achieved after 7 iterations VariableCoefficientStd. Errort-StatisticProb. C-0.0004090.000525-0.7790740.4375 ROR_SPI_RESN0.0529960.0677940.7817160.4359 AR(1)-0.3142600.085592-3.6715860.0004 R-squared0.104144 Mean dependent var-0.000365 Adjusted R-squared0.089337 S.D. dependent var0.007945 S.E. of regression0.007581 Akaike info criterion-6.902354 Sum squared resid0.006955 Schwarz criterion-6.834122 Log likelihood430.9460 Hannan-Quinn criter.-6.874637 F-statistic7.033211 Durbin-Watson stat2.070520 Prob(F-statistic)0.001289 Inverted AR Roots -.31 / -- View this message in context: http://r.789695.n4.nabble.com/Problem-with-Autocorrelation-and-GLS-Regression-tp4631336.html Sent from the R help mailing list archive at Nabble.com. </pre> and_mue 2012-05-25T15:42:27 http://comments.gmane.org/gmane.comp.lang.r.general/265016 <pre>Hello, Simple question that I am stuck on and can't seem to find an answer in the help files currently. I have a list which contains repeated ID's. I would like to have R count the number of ID's. For example: ID=c(1,1,1,1,2,2,2,2,3,3,3,3) as.data.frame(ID) Clearly, there are 3 groups. How would I have R give me the summary: ID 3 Many thanks, Charles [[alternative HTML version deleted]] </pre> Charles Determan Jr 2012-05-25T15:38:07 http://comments.gmane.org/gmane.comp.lang.r.general/265015 <pre>hi guys, I am using trivariate VAR model to get 10 step ahead orthogonalized impulse response functions. I want to use rolling sample analysis on the coefficients of the irf but I have no idea how to do that. I looked through the forums but I can't seem to find any solutions. Any suggestions would be helpful. B -- View this message in context: http://r.789695.n4.nabble.com/Rolling-Sample-VAR-tp4631328.html Sent from the R help mailing list archive at Nabble.com. </pre> bantex 2012-05-25T15:22:59 http://comments.gmane.org/gmane.comp.lang.r.general/265010 <pre>Hi all, I created a file to define some functions. When I try to source this file, sometimes it works but sometimes I get the following error: Error in srcfilecopy(filename, lines, file.info(filename)[1, "mtime"]) : unused argument(s) (file.info(filename)[1, "mtime"]) It works when I just started the R session, but after using some libraries when I do the source of the file again, I get this error. I can not really follow what steps aret he ones that bring me to the error, I only know that sometimes it appears. Does someone know the possible cause? Thanks! Marta [[alternative HTML version deleted]] </pre> Marta Tolós 2012-05-25T14:08:55 Search the mailing list at Gmane query http://search.gmane.org/?group=$group=gmane.comp.lang.r.general