Thank you very much, Peter. I played a bit and found a solution. > rollingarmaols<-rollapply(data,width=36,function(data) > ar(data,order.max=1,method="ols")) > coefar<-apply(rollingarmaols, 1, getElement, "ar") > head(coefar,50) [1] 0.9430692 0.9140253 0.9236898 0.9426744 0.9465110 0.9318470 0.9033054 0.9206048 0.9243736 0.9129082 [11] 0.9181811 0.9350779 0.9464205 0.9410245 0.9335568 0.9201928 0.8869414 0.8320984 0.8185671 0.7989182 [21] 0.7454876 0.6388364 0.6797046 0.6704642 0.7077033 0.8895698 0.8755445 0.8965050 0.8969068 0.8891385 [31] 0.9284835 0.9628297 0.9674624 0.9524462 0.9423693 0.9629843 0.9996613 1.0000295 0.9845222 0.9877242 [41] 0.9582863 0.9596756 0.9415847 0.9471677 0.9447052 0.9324048 0.9171082 0.8928825 0.9133751 0.9203662
I am trying to export the data to Excel using WriteXLS: > WriteXLS(coefar, ExcelFileName = "R.xls", SheetNames = test) Unfortunately, it doesn't work. How can I export the data to Excel? -----Original Message----- From: peter dalgaard [mailto:pda...@gmail.com] Sent: 16 June 2016 18:49 To: William Dunlap Cc: T.Riedle; R-help@r-project.org Subject: Re: [R] extracting coefficients from ar() output > On 16 Jun 2016, at 17:07 , William Dunlap via R-help <r-help@r-project.org> > wrote: > > help(ar) should tell you how to get the coefficients. If, like me, > you don't read help files, you can use str() to look at the structure > of ar's output. Also notice that the output of rollapply is not an ar object. More likely a list of them, so try rollingarma[[i]]$ar or maybe lapply(rollingarma, function(x)x$ar) or sapply(rollingarma, "[[", "ar") or... > >> str(a <- ar(sin(1:30), aic=TRUE)) > List of 14 > $ order : int 2 > $ ar : num [1:2] 1.011 -0.918 > $ var.pred : num 0.0654 > $ x.mean : num 0.00934 > $ aic : Named num [1:15] 61.215 53.442 0 0.985 2.917 ... > ..- attr(*, "names")= chr [1:15] "0" "1" "2" "3" ... > $ n.used : int 30 > $ order.max : num 14 > $ partialacf : num [1:14, 1, 1] 0.5273 -0.9179 -0.1824 -0.0477 -0.0393 ... > $ resid : num [1:30] NA NA -0.0145 -0.0734 -0.0725 ... > $ method : chr "Yule-Walker" > $ series : chr "sin(1:30)" > $ frequency : num 1 > $ call : language ar(x = sin(1:30), aic = TRUE) > $ asy.var.coef: num [1:2, 1:2] 0.00583 -0.00308 -0.00308 0.00583 > - attr(*, "class")= chr "ar" >> a$ar > [1] 1.0112512 -0.9178554 > > > > > Bill Dunlap > TIBCO Software > wdunlap tibco.com > > On Thu, Jun 16, 2016 at 4:34 AM, T.Riedle <tr...@kent.ac.uk> wrote: > >> Hi everybody, >> >> I am trying to run an AR1 model using the ar() function as shown below. >> >>> rollingarma<-rollapply(data,width=36,function(data) >>> ar(data,aic=TRUE)) >>> head(rollingarma,50) >> order ar var.pred x.mean aic n.used order.max >> partialacf resid method series >> [1,] 1 0.7433347 1.382908 49.99861 Numeric,16 36 15 >> Numeric,15 Numeric,36 "Yule-Walker" "data" >> [2,] 1 0.7410181 1.565755 49.94778 Numeric,16 36 15 >> Numeric,15 Numeric,36 "Yule-Walker" "data" >> [3,] 1 0.7636966 1.660581 49.86861 Numeric,16 36 15 >> Numeric,15 Numeric,36 "Yule-Walker" "data" >> >> >> I get the table as shown above if I use head(). >> >> How can I extract the ar coefficients from this table? I have already >> tried coef() and rollingarma$ar but both do not work. >> What can I do? >> >> Thanks for your help. >> >> >> [[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. >> > > [[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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ 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.
