jqveenstra / arfima Goto Github PK
View Code? Open in Web Editor NEWNow updated prior to the version on CRAN.
License: Other
Now updated prior to the version on CRAN.
License: Other
Hi,
Is it possible to select estimation method of Haslett-Raftery when we call arfima() ?
Thanks,
Kay
If you have an xreg
argument passed to arfima
then the labels of the coefficients in coefs(.)
and arfima.print
are different. See example below.
set.seed(1) data=arfima.sim(100,model=list(phi=0.5,dfrac=0.4)) fit=arfima(data,xreg=matrix(seq(1850,by=1,len=100),ncol=1)) coef(fit) fit
Note that in coef(fit)
the X1 is -41.9... and in fit
that is the value of the intercept.
Based on my simulations I believe that fit
is correct and it is just coef(fit)
that needs to be changed.
Hi,
Great package. I tried updating from the cran version, but get the following error:
install_github("JQVeenstra/arfima")
Downloading GitHub repo JQVeenstra/arfima@master
from URL https://api.github.com/repos/JQVeenstra/arfima/zipball/master
Installing arfima
"C:/PROGRA1/R/R-341.1/bin/x64/R" --no-site-file --no-environ --no-save
--no-restore --quiet CMD INSTALL
"C:/Users/xen/AppData/Local/Temp/RtmpaWWscB/devtools10907baf774b/JQVeenstra-arfima-acd130b"
--library="C:/Users/xen/Documents/R/win-library/3.4" --install-tests
Malformed maintainer field.
See section 'The DESCRIPTION file' in the 'Writing R Extensions'
manual.
ERROR: installing package DESCRIPTION failed for package 'arfima'
Gavin.
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