Re: [R] extracting coefficients from ar() output

[David Winsemius]

> On Jun 17, 2016, at 11:34 AM, T.Riedle <tr...@kent.ac.uk> wrote:
> 
> Thank you very much.
> Here is the error message.
> 
>> WriteXLS(coefar,ExcelFileName = "R.xls",SheetNames="test")
> Error in WriteXLS(coefar, ExcelFileName = "R.xls", SheetNames = "test") : 
>  'x' must be the name of a data frame, the name of a list of data frames, a 
> data frame object, a list object of data frames.

sos::findFn("writeXLS")

So after tracking down the package that has writeXLS (also named writeXLS), I 
see that the example in the help page quotes the names of dataframe objects and 
the help page says the x values should be _character_ (rather than R 
symbol/names). You didn't provide a character vector as the first argument 
which, since it was unnamed, was therefore matched to the 'x' parameter.

-- 
David.
> 
> -Original Message-
> From: David Winsemius [mailto:dwinsem...@comcast.net] 
> Sent: 17 June 2016 19:27
> To: T.Riedle
> Cc: peter dalgaard; R-help@r-project.org
> Subject: Re: [R] extracting coefficients from ar() output
> 
> 
>> On Jun 17, 2016, at 11:23 AM, T.Riedle <tr...@kent.ac.uk> wrote:
>> 
>> 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 1.295 
>> 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)
> 
> Just a guess (since you didn't include the error message) but do you have a 
> length-1 character vector named `test`. I thought not. So try using 
> SheetNames = 'test'
> 
> --
> David.
>> 
>> 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() fu

Re: [R] extracting coefficients from ar() output

[T.Riedle]

Thank you very much.
Here is the error message.

> WriteXLS(coefar,ExcelFileName = "R.xls",SheetNames="test")
Error in WriteXLS(coefar, ExcelFileName = "R.xls", SheetNames = "test") : 
  'x' must be the name of a data frame, the name of a list of data frames, a 
data frame object, a list object of data frames.

-Original Message-
From: David Winsemius [mailto:dwinsem...@comcast.net] 
Sent: 17 June 2016 19:27
To: T.Riedle
Cc: peter dalgaard; R-help@r-project.org
Subject: Re: [R] extracting coefficients from ar() output


> On Jun 17, 2016, at 11:23 AM, T.Riedle <tr...@kent.ac.uk> wrote:
> 
> 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 1.295 
> 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)

Just a guess (since you didn't include the error message) but do you have a 
length-1 character vector named `test`. I thought not. So try using SheetNames 
= 'test'

--
David.
> 
> 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 arvar.pred x.mean   aicn.used order.max
>>> partialacf resid  methodseries
>>> [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 

Re: [R] extracting coefficients from ar() output

[David Winsemius]

> On Jun 17, 2016, at 11:23 AM, T.Riedle <tr...@kent.ac.uk> wrote:
> 
> 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 
> 1.295 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)

Just a guess (since you didn't include the error message) but do you have a 
length-1 character vector named `test`. I thought not. So try using SheetNames 
= 'test'

-- 
David.
> 
> 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$ar
>> [1]  1.0112512 -0.9178554
>> 
>> 
>> 
>> 
>> Bill Dunlap
>> TIBCO Software
>> wdunlap tibco.com
>> 
>> On Thu, Jun 16, 2016 at 4:34 AM, T.Riedle <tr...@kent.ac.uk> wrote:
>> 
>>> Hi everybody,
>>> 
>>> I am trying to run an AR1 model using the ar() function as shown below.
>>> 
>>>> rollingarma<-rollapply(data,width=36,function(data) 
>>>> ar(data,aic=TRUE))
>>>> head(rollingarma,50)
>>> order arvar.pred x.mean   aicn.used order.max
>>> partialacf resid  methodseries
>>> [1,] 1 0.7433347 1.382908 49.99861 Numeric,16 36 15
>>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>>> [2,] 1 0.7410181 1.565755 49.94778 Numeric,16 36 15
>>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>>> [3,] 1 0.7636966 1.660581 49.86861 Numeric,16 36 15
>>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>>> 
>>> 
>>> I get the table as shown above if I use head().
>>> 
>>> How can I extract the ar coefficients from this table? I have already 
>>> tried coef() and rollingarma$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-g

Re: [R] extracting coefficients from ar() output

[T.Riedle]

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 
1.295 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$ar
> [1]  1.0112512 -0.9178554
> 
> 
> 
> 
> Bill Dunlap
> TIBCO Software
> wdunlap tibco.com
> 
> On Thu, Jun 16, 2016 at 4:34 AM, T.Riedle <tr...@kent.ac.uk> wrote:
> 
>> Hi everybody,
>> 
>> I am trying to run an AR1 model using the ar() function as shown below.
>> 
>>> rollingarma<-rollapply(data,width=36,function(data) 
>>> ar(data,aic=TRUE))
>>> head(rollingarma,50)
>>  order arvar.pred x.mean   aicn.used order.max
>> partialacf resid  methodseries
>> [1,] 1 0.7433347 1.382908 49.99861 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> [2,] 1 0.7410181 1.565755 49.94778 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> [3,] 1 0.7636966 1.660581 49.86861 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> 
>> 
>> I get the table as shown above if I use head().
>> 
>> How can I extract the ar coefficients from this table? I have already 
>> tried coef() and rollingarma$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.

Re: [R] extracting coefficients from ar() output

[peter dalgaard]

> On 16 Jun 2016, at 17:07 , William Dunlap via R-help  
> 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$ar
> [1]  1.0112512 -0.9178554
> 
> 
> 
> 
> Bill Dunlap
> TIBCO Software
> wdunlap tibco.com
> 
> On Thu, Jun 16, 2016 at 4:34 AM, T.Riedle  wrote:
> 
>> Hi everybody,
>> 
>> I am trying to run an AR1 model using the ar() function as shown below.
>> 
>>> rollingarma<-rollapply(data,width=36,function(data) ar(data,aic=TRUE))
>>> head(rollingarma,50)
>>  order arvar.pred x.mean   aicn.used order.max
>> partialacf resid  methodseries
>> [1,] 1 0.7433347 1.382908 49.99861 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> [2,] 1 0.7410181 1.565755 49.94778 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> [3,] 1 0.7636966 1.660581 49.86861 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> 
>> 
>> I get the table as shown above if I use head().
>> 
>> How can I extract the ar coefficients from this table? I have already
>> tried coef() and rollingarma$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

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Re: [R] extracting coefficients from ar() output

[William Dunlap via R-help]

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.

> 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  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 arvar.pred x.mean   aicn.used order.max
> partialacf resid  methodseries
>  [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
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> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

[[alternative HTML version deleted]]

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[R] extracting coefficients from ar() output

[T.Riedle]

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 arvar.pred x.mean   aicn.used order.max partialacf 
resid  methodseries
 [1,] 1 0.7433347 1.382908 49.99861 Numeric,16 36 15Numeric,15 
Numeric,36 "Yule-Walker" "data"
 [2,] 1 0.7410181 1.565755 49.94778 Numeric,16 36 15Numeric,15 
Numeric,36 "Yule-Walker" "data"
 [3,] 1 0.7636966 1.660581 49.86861 Numeric,16 36 15Numeric,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]]

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