R version 4.5.0 beta (2025-03-27 r88065 ucrt) -- "How About a Twenty-Six" Copyright (C) 2025 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > require(glarma) Loading required package: glarma > ### Boat Race: > data(OxBoatRace) > > y1 <- OxBoatRace$Camwin > n1 <- rep(1, length(OxBoatRace$Year)) > Y <- cbind(y1, n1 - y1) > X <- cbind(OxBoatRace$Intercept, OxBoatRace$Diff) > colnames(X) <- c("Intercept", "Weight Diff") > > oxcamglm <- glm(Y ~ Diff + I(Diff^2), + data = OxBoatRace, + family = binomial(link = "logit"), x = TRUE) > > X <- oxcamglm$x > > glarmamod <- glarma(Y, X, thetaLags = c(1, 2), type = "Bin", method = "NR", + residuals = "Pearson", maxit = 100, grad = 1e-6) > > summary(glarmamod) Call: glarma(y = Y, X = X, type = "Bin", method = "NR", residuals = "Pearson", thetaLags = c(1, 2), maxit = 100, grad = 1e-06) Pearson Residuals: Min 1Q Median 3Q Max -1.8865 -0.7968 0.4395 0.8436 2.9658 GLARMA Coefficients: Estimate Std.Error z-ratio Pr(>|z|) theta_1 0.3396 0.1709 1.987 0.046975 * theta_2 0.5552 0.1459 3.804 0.000142 *** Linear Model Coefficients: Estimate Std.Error z-ratio Pr(>|z|) (Intercept) 0.349954 0.267249 1.309 0.19038 Diff 0.114755 0.038238 3.001 0.00269 ** I(Diff^2) -0.011333 0.004916 -2.305 0.02114 * Null deviance: 216.16 on 155 degrees of freedom Residual deviance: 148.53 on 151 degrees of freedom AIC: 193.0553 Number of Newton Raphson iterations: 5 LRT and Wald Test: Alternative hypothesis: model is a GLARMA process Null hypothesis: model is a GLM with the same regression structure Statistic p-value LR Test 15.56 0.000417 *** Wald Test 17.51 0.000158 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > par(mfrow=c(3,2)) > plot(glarmamod) > ### model adequate - test using randomized PIT? > rt <- normRandPIT(glarmamod)$rt > par(mfrow = c(2,2)) > hist(rt, main = "Histogram of Randomized Residuals", + xlab = expression(r[t])) > qqnorm(rt, main = "Q-Q Plot of Randomized Residuals" ) > abline(0, 1, lty = 2) > acf(rt, main = "ACF of Randomized Residuals") > pacf(rt, main = "PACF of Randomized Residuals") > > proc.time() user system elapsed 0.56 0.03 0.57