

--- On Mon, 1/17/11, Raymond Wong <raywong365@yahoo.ca> wrote:


From: Raymond Wong <raywong365@yahoo.ca>
Subject: Re: [R] help in calculating ar on ranked vector
To: "Uwe Ligges" <ligges@statistik.tu-dortmund.de>
Received: Monday, January 17, 2011, 11:56 AM







Thanks Uwe:
 
Here is my code. the first set of print statements work, but not the second.
 
#
z<-as.vector(na.omit(z)) #remove na
nz<-length(z)
rz<-rank(z,ties.method="average")
#
print(ar(z, order.max=1, method="burg"))
print(ar(z, order.max=1, method="ols"))
print(ar(z, order.max=1, method="mle"))
print(ar(z, order.max=1, method="yule-walker"))
#
# **************************************************************
#
print(ar(rz, order.max=1, method="burg"))
print(ar(rz, order.max=1, method="ols"))
print(ar(rz, order.max=1, method="mle"))
print(ar(rz, order.max=1, method="yule-walker"))
#
 
What did I miss?
Thanks a million.
 
Raymond

--- On Fri, 1/14/11, Uwe Ligges <ligges@statistik.tu-dortmund.de> wrote:


From: Uwe Ligges <ligges@statistik.tu-dortmund.de>
Subject: Re: [R] help in calculating ar on ranked vector
To: "Raymond Wong" <raywong365@yahoo.ca>
Cc: R-help@r-project.org
Received: Friday, January 14, 2011, 12:42 PM


Works for my examples. But you have not specified what you actual call 
to ar() was.

Uwe Ligges




On 12.01.2011 21:17, Raymond Wong wrote:
> I was using ar(stats) to calculate autoregressive coefficient. It works on vector z, but it will not work on vector rz<-rank (z, ties.method="average").  What did I miss?
> Any info will be greatly appreciated.  TIA
>
>
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