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arima(0,1,1)

To: "markleeds" <markleeds@verizon.net>
Subject: arima(0,1,1)
From: "MARK LEEDS" <markleeds@verizon.net>
Date: Wed, 20 Jul 2005 23:28:20 -0700
Cc: <s-news@lists.biostat.wustl.edu>
References: <6.0.3.0.2.20050716181527.01f1d588@mail.interchange.ubc.ca> <42D9C43A.7070204@pdf.com>
I asked this question once before
and someone may have replied but
i got laid off at my job so
i may have missed the email.

I have an arima(0,1,1) model
that I want to estimate but
the ma parameter is fixed ( i
am deciding on that ) and
all I want to do is estimate the residual
variance ( sigma_epsilon ).

someone mentioned using the function
filter() but it's still not clear to me.

                           thanks




----- Original Message ----- From: "Spencer Graves" <spencer.graves@pdf.com>
To: "Sarah Henderson" <sarah.henderson@ubc.ca>
Cc: <s-news@lists.biostat.wustl.edu>
Sent: Saturday, July 16, 2005 7:36 PM
Subject: Re: [S] Importing multiple .xls files?


1. Produce vectors of character strings with the names of the *.xls files and of the target data.frames you want to create. For example, the following will "station60", "station61", ..., "station800":

  DFname <- paste("station", 60:800, sep="")

You can then delete the ones that don't exist. Then convert this to file names as follows:

  Fname <- paste(DFname, ".xls", sep="")

Alternatively, copy the results of a "dir" into Excel, strip away what you don't want, save the names of the files you want to import, and delete the ".xls" with something like the following:

Period <- regexpr("\\.", Fnames)
DFnames <- substring(Fnames, 1, Period-1)

2. Use the GUI File -> "Import Data" -> "From File" dialog process for the first of the files.

3. Window -> History -> Display -> OK. Then copy the "guiImportData" command into a script file in a loop, replacing the FileName argument with Fname[i] and the TargetDataFrame arguments with DFname[i]. Set i <- 1, and try it until you get it to work. Then try i <- 1+i, and try it again. After you think you have all the options like you want them, you can get the rest in a loop.

  spencer graves

Sarah Henderson wrote:


Hello to all and, once again, my apologies for what is probably a very novice question.

I have a folder full of 300 .xls files that I need to import into S-Plus. All files have the same name structure (eg. 'station*.xls' where the * is some number between 60 and 800). Is there any way in which the import.data function can be written for a batch import these files? Or can I write my own function that calls import.data and passes a file name as the parameter? I have been experimenting (quite blindly) with possible alternatives, but nothing has worked out so far. Any suggestions will be greatly appreciated.

Once again, I'm working with S-Plus 6.2 (student edition) in a Windows XP platform.

Many thanks,

Sarah

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Spencer Graves, PhD
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