Paul Bernal
2013-Sep-16 19:55 UTC
[R] Is R able to fit and forecast arima models using daily time series?
Hello everyone, I have been struggling quite a bit with R whenever I try to fit ARMA or ARIMA models and produce forecasts for datasets containing daily observations. Can somebody tell me whether R can handle daily time series or not? I have the impresion that R cannot fit nor produce forecasts for datasets with daily historical observations but I need to make sure that this is actually the case. Any help and/or guidance will be greatly appreciated, Best regards, Paul [[alternative HTML version deleted]]
Pascal Oettli
2013-Sep-17 03:05 UTC
[R] Is R able to fit and forecast arima models using daily time series?
Hello, R is able to handle daily time series. A problem arises when you have to deal with leap years. "zoo" is able to manage 365 or 366 days a year, while "ts" is not able to do that, . But as far as I read, most of ARMA, ARIMA or SARIMA works with "ts", not with "zoo". Maybe some else might provide you more help. Regards, Pascal 2013/9/17 Paul Bernal <paulbernal07@gmail.com>> Hello everyone, > > I have been struggling quite a bit with R whenever I try to fit ARMA or > ARIMA models and produce forecasts for datasets containing daily > observations. > > Can somebody tell me whether R can handle daily time series or not? I have > the impresion that R cannot fit nor produce forecasts for datasets with > daily historical observations but I need to make sure that this is actually > the case. > > Any help and/or guidance will be greatly appreciated, > > Best regards, > > Paul > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Pascal Oettli Project Scientist JAMSTEC Yokohama, Japan [[alternative HTML version deleted]]