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Hi, I seem to recall coming across a function that allowed one to mouse-click on an xy-plot and obtain x and y coordinates. Can anyone remind me its name? Thanks, Nuno

Dear colleagues, ?arima? returns directly the 1-step ahead errors but I am interested in obtaining other h-step ahead errors for several ARIMA models I have fitted. Is there any way I can obtain this with R? Any help...

Hi, I have been having trouble finding references that compare the classical decomposition methods [decompose()] with the STL method of Cleveland et al. (1990) [stl()]. Can anybody indicate some references that make comparisons between the two methods and the advantage...

Dear all, I can't seem to run what seems (to me!) like a common SQL statement in RODBC: data <- sqlQuery(a, 'SELECT TO_CHAR (DB1.DATE, 'yyyy') "year" FROM DB1') In contrast, data <- sqlQuery(a, 'SELECT TO_CHAR(DB1...

Dear R colleagues, Is there any code I can use that allows an R 64bits to automatically run code on an adjoining 32bits version? Specifically, I am using the "RODBC" package on a 64 bits version and have a separate...

Hi, I have been having trouble finding references that compare the classical decomposition methods [function decompose()] with the STL method of Cleveland et al. (1990) [function stl()]. The decompose() help page refers to the method as a ?much more sophisticated...

Hi, I have recently downloaded RSQLite with intention of using it to access googlecalendar data stored in Thunderbird "cache.sqlite" and "local.sqlite". Thunderbird exports the data just fine as a .ics file but when I access it directly from...

Dear R colleagues, This seems pretty straight forward but I have been banging my head on this for some time and can't seem to find a solution suppose I have something like a1<-1; a2<-2; a3<-3; a4...

I have looked at the predict.Arima and its a fact that it returns the s.e. for several steps ahead. What I was wondering was if there was a way to access to the h-step ahead fitted innovations...

Hi, I am far from experienced in both R and time series hence the question. The code for spec.pgram() seems to involve circularity of the kernel (see below) yielding new power estimates to all frequencies computed by FFT. " if...

Hi, I am far from experienced in both R and time series hence the question. The code for spec.pgram() seems to involve a circularity of the kernel (see below) yielding new power estimates to all frequencies computed by FFT...