From: Marco Geraci <marcodoc75_at_yahoo.com>

Date: Sat 27 May 2006 - 04:27:17 EST

..- attr(*, "names")= chr [1:17] "0" "1" "2" "3" ...

$ asy.var.coef: num [1:3, 1:3] 0.02156 -0.01518 0.00482 -0.01518 0.03117 ...

> credo nella ragione umana,

*> e nella liberta' e nella giustizia che dalla ragione
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*> scaturiscono. (sciascia)
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*>
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R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat May 27 04:40:14 2006

Date: Sat 27 May 2006 - 04:27:17 EST

Ciao,

you didn't provide lots of details so I'll try to
answer your questions with examples you can find
typing ?PP.test and ?ar. In general, when you run a
command in R you get an output. You just need to
understand what kind of object you get. For the
PP.test

*> x <- rnorm(1000)
**> pp <- PP.test(x)
*

The command 'str' is very useful

*> str(pp)
*

List of 5

$ statistic: Named num -33.2

..- attr(*, "names")= chr "Dickey-Fuller"
$ parameter: Named num 7

..- attr(*, "names")= chr "Truncation lag parameter"

$ p.value : num 0.01 $ method : chr "Phillips-Perron Unit Root Test" $ data.name: chr "x"

- attr(*, "class")= chr "htest"

It's a list. So you can select the element you need, e.g.

*> pp$statistic
*

Dickey-Fuller

-33.22576

or

*> as.numeric(pp$statistic)
*

[1] -33.22576

so you get rid of the attributes.

Now, same thing for 'ar'.

*> fit.ar <- ar(lh)
**> str(fit.ar)
*

List of 14

$ order : int 3 $ ar : num [1:3] 0.6534 -0.0636 -0.2269 $ var.pred : num 0.196 $ x.mean : num 2.4 $ aic : Named num [1:17] 18.307 0.996 0.5380.000 1.490 ...

..- attr(*, "names")= chr [1:17] "0" "1" "2" "3" ...

$ n.used : int 48 $ order.max : num 16 $ partialacf : num [1:16, 1, 1] 0.576 -0.223 -0.227 0.103 -0.076 ... $ resid : Time-Series [1:48] from 1 to 48: NA NA NA -0.200 -0.169 ... $ method : chr "Yule-Walker" $ series : chr "lh" $ frequency : num 1 $ call : language ar(x = lh)

$ asy.var.coef: num [1:3, 1:3] 0.02156 -0.01518 0.00482 -0.01518 0.03117 ...

- attr(*, "class")= chr "ar"

*>*

This is for what concerns your questions. I'd like to
give you a hint for a simpler programming code. You
use the first row of your matrix as header

> omega<-array(0, dim=c(N+1,7))

*>
*

omega[1,]<-("series","mean","std","max","min","ar(1)coeff","stdar(1)")

you can simply type

> omega<-array(0, dim=c(N,7))

*> colnames(omega) <-
*

c("series","mean","std","max","min","ar(1)coeff","stdar(1)")
so your matrix has Nx7 empty cells and avoid an
headache trying to adjust the index 'i' in the loop
'for (i in (2:N+1))'.

Also, if you really need to specify the 'id' of the
record

*> omega[i,1]<-i-1
*

you just type before the loop

> omega[,1] <- 1:N

or

*> rownames(omega) <- 1:N
*

In summary,

> omega<-array(0, dim=c(N,7))

*> colnames(omega) <-
*

c("series","mean","std","max","min","ar(1)coeff","stdar(1)")

*> omega[,1] <- 1:N
**> for (i in 1:N){
**> omega[i,2]<-mean(y[i,])
**> (...)
**> omega[i,6]<- (???????) # see before
**> omega[i,7]<- (???????)} # see before
*

Finally, if 'y' is a prespecified matrix I suggest you to take a look at ?rowMeans, ?rowSums, and ?apply in order to execute 'mean' or 'sd' or any other function applied to 'y[i,]' at once instead of N times

Hope this helps,

Marco Geraci

- Lorenzo Bencivelli <lorenzo.bencivelli@unito.it> wrote:

> ok, i'll try to be more precise.

*> both functions i need (ar() and PP.test()) are in
**> the package stats.
**> what i would like to do:
**>
**> omega<-array(0, dim=c(N+1,7))
**>
*

omega[1,]<-("series","mean","std","max","min","ar(1)coeff","stdar(1)")

> for (i in (2:N+1)){

*> omega[i,1]<-i-1
**> omega[i,2]<-mean(y[(i-1),])
**> (...)
**> omega[i,6]<- (???????)
**> omega[i,7]<- (???????)}
**>
**> for the PP.test, i would like to do something
**> similar. N is the number
**> of the series for which i would like to compute the
**> AR(1) model and the
**> unitary root test. thanks in advance. L
**>
**> --
**>
**>
**>
*

> credo nella ragione umana,

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat May 27 04:40:14 2006

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