r - auto.arima with allowmean = T is the same as allowmean = F -


im runing auto.arima forecast package allowmean = t , allowmean = f , exact same results - , both of them include intercept.

does has idea doing wrong , how resolve issue?

following repreducable example: 

library(forecast) set.seed(1) z=arima.sim(n = 101, list(ar = c(0.8))) ts.plot(z)

runing auto.arima allowmean = f produces:

> auto.arima(z,d = 0,max.p = 7,max.q=0,stepwise= f ,allowmean = f) series: z  arima(1,0,0) non-zero mean   coefficients:          ar1  intercept       0.7275     0.4241 s.e.  0.0688     0.3012  sigma^2 estimated 0.7118:  log likelihood=-126.52 aic=259.05   aicc=259.29   bic=266.89

which same allowmean = t:

> auto.arima(z,d = 0,max.p = 7,max.q=0,stepwise= f ,allowmean = t) series: z  arima(1,0,0) non-zero mean   coefficients:          ar1  intercept       0.7275     0.4241 s.e.  0.0688     0.3012  sigma^2 estimated 0.7118:  log likelihood=-126.52 aic=259.05   aicc=259.29   bic=266.89

i'll thankful ideas.

this appears bona fide bug. (note allowmean pretty recent addition - it's available in forecast 6.1, not in 5.1.) suggest contact package maintainer, rob hyndman, , point him question.


Comments

Post a Comment

Popular posts from this blog

toolbar - How to add link to user registration inside toobar in admin joomla 3 custom component -

im trying write component admin side , need add user creation. dont want duplicate existing codes add link. know how add task not simple link toolbar. thx help. if wanting button opens new user screen can try in component: $bar = jtoolbar::getinstance('toolbar'); $bar->appendbutton('link', 'users', 'new user','index.php?option=com_users&task=user.add'); you need add view.html.php file wherever you're creating toolbar. is need?
Read more

linux - disk space limitation when creating war file -

i have 1 gb disk space limitation hosting app , have used 700mb of it. however want create war file directory big (around 600mb) using command : jar -cvf root.war folderpath that's why encounter quota limitation , can't following. i'm looking way delete folder content when it's applying archive conserve disk space take note can't install zip tool in ssh shell ~ the code works on test directories, test first anyway, deletes files. it's not efficient. assumptions: 300mb free space, in destructively compress 600mb folderpath directory. none of files big -- if file in folderpath 300mb or larger, fail. notes: if ' $out ' file exists, nothing. first find pipes file list while , if ' $out ' doesn't exist in loop, create it, don't update -- if does exist, update it. each pass adds 1 more file, deletes unless file directory. after loop finishes delete empty directories too. unset u ; in=folderpath ; out=roo...
Read more

How to provide Authorization & Authentication using Asp.net, C#? -

Image
i have asp.net application in c#. i have provide page authorization specific user/usergroup. i have created 2 tables in database: 1) pagename 2)permissions[insert, update, view, delete] but i'm unable match tables , permissions assigning... can 1 please me, how created tables in database , how coding. please me. you can below explanation. configure access specific file , folder, set forms-based authentication. request page in application redirected logon.aspx automatically. in web.config file, type or paste following code. this code grants users access default1.aspx page , subdir1 folder . <configuration> <system.web> <authentication mode="forms" > <forms loginurl="login.aspx" name=".aspnetauth" protection="none" path="/" timeout="20" > </forms> </authentication> <!-- section denies access files in...
Read more