在尝试利用这些方法找到最佳的AR(p)模式时,我取得了非常不同的结果。
ar {stats}: http://stat.ethz.ch/R-manual/R-patched/library/stats/html/ar.html
auto.arima {forecast}: http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=forecast:auto.arima
# x is some time series
ar(x)
auto.arima(x, d=0, max.q=0)
I cannot put data set here as it is very large but for the same data set, ar gives 44 whereas auto.arima gives 5. They both use AIC minimization. Does someone know why they yield so different results and which one is better?
By default, ar() uses Yule-Walker estimation, not MLE.
By default, auto.arima() limits the model size to five parameters.
There are other differences, but those two alone will explain most of the differences between the fitted models.
更好,这要求你们作出决定。 它取决于该模型的应用和目的。
This is a really really simple question to which I seem to be entirely unable to get a solution. I would like to do a scatter plot of an observed time series in R, and over this I want to plot the ...
since the latest Ubuntu release (karmic koala), I noticed that the internal R package advertises on start-up the REvolution package. It seems to be a library collection for high-performance matrix ...
I am trying to run an analysis by invoking R through the command line as follows: R --no-save < SampleProgram.R > SampleProgram.opt For example, consider the simple R program below: mydata =...
I m trying to generate GOFrame objects to generate a gene ontology mapping in R for unsupported organisms (see http://www.bioconductor.org/packages/release/bioc/vignettes/GOstats/inst/doc/...
I have a dataframe df.all and I m plotting it in a bar plot with ggplot2 using the code below. I d like to make it so that the order of the dodged bars is flipped. That is, so that the bars labeled "...
I m getting a weird error when training a glmnet regression. invalid class "dgCMatrix" object: length(Dimnames[[2]]) must match Dim[2] It only happens occasionally, and perhaps only under larger ...
Sorry for the non-descriptive title but I don t know whether there s a word for what I m trying to achieve. Let s assume that I have a list of names of different classes like c( 1 , 2 , 3 , 4 ) ...
I m plotting a group of curves, using facet in ggplot2. I d like to have a smoother applied to plots where there are enough points to smooth, but not on plots with very few points. In particular I d ...