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5 results for “from:Nathan Bryant”

get.hist.quote() and Yahoo
Nathan Bryant · Sep 4, 2007 · r-sig-finance

jefe goode wrote: > Hi > > I am using get.hist.quote() to download data from > Yahoo. But there are problems. > > 1) Many tickers eg III.L download cleanly with 100% of > the timeseries OK. > > 2) But for others eg HMSO.L...

ARIMA(0,1,0)+c results estimate incorrect drift
Nathan Bryant · Aug 24, 2007 · r-sig-finance

Hi, I seem to have found a problem. Integrated ARIMA with drift uses a linear regression on xreg and the results don't look numerically stable. Forecasts are inconsistent with an equivalent arima(0,0,0) on differenced data and...

ARIMA question
Nathan Bryant · Nov 7, 2007 · r-sig-finance

There is a method called "fitted()" that applies to most model classes including Arima, which does the same thing. Jeff Ryan wrote: > I think it is as simple as backing out from the residuals: > > # an MA2 model > x <- arima.sim...

ARIMA model with seasonality
Nathan Bryant · Nov 1, 2007 · r-sig-finance

Before you start, it's best to understand seasonal random walk, seasonal random trend, and seasonal adjustment (for example, with dummy variables.) From my bookmarks-- (this guy rnau is a gold mine) http://www.duke.edu/~rnau/411outbd.htm http...

ARIMA question
Nathan Bryant · Nov 8, 2007 · r-sig-finance

Ok, fitted.Arima is in library(forecast) Jeff Ryan wrote: > Do you have a particular version? Mine does not have a method like that... > > >> x.model >> > > Call: > arima(x = x, order = c(0, 0, 2)) > > Coefficients: > ma1 ma2 intercept > 0...

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