--- On Mon, 1/17/11, Raymond Wong <[email protected]> wrote:


From: Raymond Wong <[email protected]>
Subject: Re: [R] help in calculating ar on ranked vector
To: "Uwe Ligges" <[email protected]>
Received: Monday, January 17, 2011, 11:56 AM







Thanks Uwe:
 
Here is my code. the first set of print statements work, but not the second.
 
#
z<-as.vector(na.omit(z)) #remove na
nz<-length(z)
rz<-rank(z,ties.method="average")
#
print(ar(z, order.max=1, method="burg"))
print(ar(z, order.max=1, method="ols"))
print(ar(z, order.max=1, method="mle"))
print(ar(z, order.max=1, method="yule-walker"))
#
# **************************************************************
#
print(ar(rz, order.max=1, method="burg"))
print(ar(rz, order.max=1, method="ols"))
print(ar(rz, order.max=1, method="mle"))
print(ar(rz, order.max=1, method="yule-walker"))
#
 
What did I miss?
Thanks a million.
 
Raymond

--- On Fri, 1/14/11, Uwe Ligges <[email protected]> wrote:


From: Uwe Ligges <[email protected]>
Subject: Re: [R] help in calculating ar on ranked vector
To: "Raymond Wong" <[email protected]>
Cc: [email protected]
Received: Friday, January 14, 2011, 12:42 PM


Works for my examples. But you have not specified what you actual call 
to ar() was.

Uwe Ligges




On 12.01.2011 21:17, Raymond Wong wrote:
> I was using ar(stats) to calculate autoregressive coefficient. It works on 
> vector z, but it will not work on vector rz<-rank (z, 
> ties.method="average").  What did I miss?
> Any info will be greatly appreciated.  TIA
>
>
>     [[alternative HTML version deleted]]
>
>
>
>
> ______________________________________________
> [email protected] 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.




        [[alternative HTML version deleted]]

______________________________________________
[email protected] 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.

Reply via email to