[R] AR, Plot
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Nov 12 11:48:16 CET 1999
> Date: Thu, 11 Nov 1999 11:30:33 -0500 (EST)
> From: Giovanni Eduardo Romero <gromero at chass.utoronto.ca>
>
>
> I need help with three (apparently) basic things in R:
>
> 1. How to plot two series agains a third one?? (e.g. a Basic "Excel" graph
> with two variables)
I don't understand that: do matplot or plot + lines do what you want?
> 2. When trying to run AR without constant I get the following (R.0.65.1
> Windows):
> > data(lynx)
> > ar.s1_ar(lynx,order.max=1,demean=FALSE)
> Error: Object "nser" not found
>
> It only appears when demean=FALSE, for any data set, order or max)
There are several problems with demean=FALSE in 0.65.1 that will be
fixed in 0.90.0. However, this example is silly: it does need a mean!
I suspect that you also wanted aic=F.
> 3. AR function provides a summary such as lm (standard error, t, p-value,
> etc)??
No, but (approximate) standard errors are in the fit object. You can
write one.
The ts package is still preliminary: the functionality that is similar
to that in S-PLUS works quite well, but the extras (like demean=T)
were not much tested. Thanks to Adrian Trapletti, many of them have
now been.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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