[R] simulate AR1 process with uniform distribution and different y0 values

Hello I need to plot an ar1 graph for process yk=0.75y (k-1) + ek, for y0=1 and another graph for y0=10. assume ek is uniformly distributed on interval [-0.5,0.5]. i have the following code but i am not sure how to control y0. #--#Start#-# rm(list=ls()) library(tseries)

[R] Bootstrap using ARIMA model

Hi, I want to implement a bootstrap method for time series. I am taking the adj close values from yahoo for NFLX and now I need to bootstrap these values using ARIMA model. here is my code so far: rm(list = ls()) library(boot) library(tseries) library(TTR) library(quantmod) library(scales)

Re: [R] Bootstrap using ARIMA model

Gunter > > "The trouble with having an open mind is that people keep coming along > and sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > On Thu, Dec 1, 2016 at 7:45 AM, Ashwini Patil <ash369s...@gma

[R] R for skip to the next row if condition met and then another condition to check

I have a dataset with many rows and columns. Below is a sample: V7 V8 V90 1 0-1 1 -1-1 1 -1-1 0 -1-1 0 -1-1 0 -1-1 0 -1-1 1 -10 1 -10 1 -1-1 0 00 0 00 0 00 0 00 0 00 -1 00 -1 -10 0 00 1 00 0 0 This data is saved in a matrix