Grokbase Groups R r-help June 2016
FAQ
Hi everybody,


I am trying to run an AR1 model using the ar() function as shown below.

rollingarma<-rollapply(data,width6,function(data) ar(data,aic=TRUE))
head(rollingarma,50)
       order ar var.pred x.mean aic n.used order.max partialacf resid method series
  [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]]

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  • William Dunlap at Jun 16, 2016 at 3:07 pm
    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,width6,function(data) ar(data,aic=TRUE))
    head(rollingarma,50)
    order ar var.pred x.mean aic n.used order.max
    partialacf resid method series
    [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 at 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]]
  • Peter dalgaard at Jun 16, 2016 at 5:49 pm

    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,width6,function(data) ar(data,aic=TRUE))
    head(rollingarma,50)
    order ar var.pred x.mean aic n.used order.max
    partialacf resid method series
    [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 at 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 at 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.mes at cbs.dk Priv: PDalgd at gmail.com
  • T.Riedle at Jun 17, 2016 at 6:23 pm
    Thank you very much, Peter. I played a bit and found a solution.
    rollingarmaols<-rollapply(data,width6,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 1.0000295 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:pdalgd at gmail.com]
    Sent: 16 June 2016 18:49
    To: William Dunlap
    Cc: T.Riedle; R-help at r-project.org
    Subject: Re: [R] extracting coefficients from ar() output



    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,width6,function(data)
    ar(data,aic=TRUE))
    head(rollingarma,50)
    order ar var.pred x.mean aic n.used order.max
    partialacf resid method series
    [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 at 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 at 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.mes at cbs.dk Priv: PDalgd at gmail.com
  • David Winsemius at Jun 17, 2016 at 6:27 pm

    On Jun 17, 2016, at 11:23 AM, T.Riedle wrote:

    Thank you very much, Peter. I played a bit and found a solution.
    rollingarmaols<-rollapply(data,width6,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 1.0000295 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:pdalgd at gmail.com]
    Sent: 16 June 2016 18:49
    To: William Dunlap
    Cc: T.Riedle; R-help at r-project.org
    Subject: Re: [R] extracting coefficients from ar() output

    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,width6,function(data)
    ar(data,aic=TRUE))
    head(rollingarma,50)
    order ar var.pred x.mean aic n.used order.max
    partialacf resid method series
    [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 at 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 at 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.mes at cbs.dk Priv: PDalgd at gmail.com

    ______________________________________________
    R-help at 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.

    David Winsemius
    Alameda, CA, USA
  • T.Riedle at Jun 17, 2016 at 6:34 pm
    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:dwinsemius at comcast.net]
    Sent: 17 June 2016 19:27
    To: T.Riedle
    Cc: peter dalgaard; R-help at r-project.org
    Subject: Re: [R] extracting coefficients from ar() output



    On Jun 17, 2016, at 11:23 AM, T.Riedle wrote:

    Thank you very much, Peter. I played a bit and found a solution.
    rollingarmaols<-rollapply(data,width6,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 1.0000295
    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:pdalgd at gmail.com]
    Sent: 16 June 2016 18:49
    To: William Dunlap
    Cc: T.Riedle; R-help at r-project.org
    Subject: Re: [R] extracting coefficients from ar() output

    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,width6,function(data)
    ar(data,aic=TRUE))
    head(rollingarma,50)
    order ar var.pred x.mean aic n.used order.max
    partialacf resid method series
    [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 at 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 at 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.mes at cbs.dk Priv: PDalgd at gmail.com

    ______________________________________________
    R-help at 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.

    David Winsemius
    Alameda, CA, USA
  • David Winsemius at Jun 17, 2016 at 8:19 pm

    On Jun 17, 2016, at 11:34 AM, T.Riedle 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:dwinsemius at comcast.net]
    Sent: 17 June 2016 19:27
    To: T.Riedle
    Cc: peter dalgaard; R-help at r-project.org
    Subject: Re: [R] extracting coefficients from ar() output

    On Jun 17, 2016, at 11:23 AM, T.Riedle wrote:

    Thank you very much, Peter. I played a bit and found a solution.
    rollingarmaols<-rollapply(data,width6,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 1.0000295
    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:pdalgd at gmail.com]
    Sent: 16 June 2016 18:49
    To: William Dunlap
    Cc: T.Riedle; R-help at r-project.org
    Subject: Re: [R] extracting coefficients from ar() output

    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,width6,function(data)
    ar(data,aic=TRUE))
    head(rollingarma,50)
    order ar var.pred x.mean aic n.used order.max
    partialacf resid method series
    [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 at 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 at 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.mes at cbs.dk Priv: PDalgd at gmail.com

    ______________________________________________
    R-help at 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.
    David Winsemius
    Alameda, CA, USA

    David Winsemius
    Alameda, CA, USA

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