[R] arima, xreg, and the armax model

Hello all, I'm having fun again with the arima function. This time I read in: http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm <> (by R.H. Shumway & D.S. Stoffer) This is quite surprising... Does anybody know anything about it? Marc Vinyes (AleaSoft)

Re: [R] modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)

Thanks a lot to everybody that helped me out with this. Conclusions: (1) In order to edit arima in R: >fix(arima) or alternatively: >arima<-edit(arima) (2) This is not contained in the "Introduction to R" manual. (3) A "productive" fix of arima is attached (arma coefficients printed out and er

Re: [R] modifying a built in function from the stats package (fixing arima)

>Just a quick note on your original question: >if you use edit(arima), you have to remember that it returns the >modified function, which then must be stored. >I.e, use >arima<-edit(arima) >instead of just >edit(arima) >,and changes should be stored. THIS IS IT. IMHO, this should be written in

Re: [R] modifying a built in function from the stats package (fixing arima)

>If you ***look at the code*** for arima you will see that ``%+%'' is >defined >in terms of a call to ``.Call()'' which calls ``R_TSconv''. So >apparently >R_TSconv is a C or Fortran function or subroutine in a ``shared >object library'' >or dll upon which arima depends. Hence to do anything with

Re: [R] modifying a built in function from the stats package (fixing arima)

all-td21836156.html Any other hints or maybe help with the error that I'm getting? -Mensaje original- De: Carlos J. Gil Bellosta [mailto:c...@datanalytics.com] Enviado el: 03 March 2009 21:30 Para: Marc Vinyes CC: r-help@r-project.org Asunto: Re: [R] modifying a built in function from

Re: [R] scatter plot question

plot(x,rho,pch=id) -Mensaje original- De: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]en nombre de Dipankar Basu Enviado el: 03 March 2009 20:11 Para: r-help@r-project.org Asunto: [R] scatter plot question Hi R Users, I have a dataframe like this: id x rho A 1

[R] modifying a built in function from the stats package (fixing arima)

Dear members of the list, I'm a beginner in R and I'm having some trouble with: "Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [8]" when running "arima". I've seen that some people have come accross the same p