Displaying 20 results from an estimated 28 matches for "airpassengers".
2007 Nov 16
1
monthplot () - axis change color
Hi,
When I run this code a part of my x-axis and y-axis changes color. Can
somebody tell me what is wrong? Also, is there a way to control the color of
the average lines?
monthplot(AirPassengers+500, ylim=c(min(AirPassengers),
max(AirPassengers+500)), ylab="")
par(new=T)
monthplot(AirPassengers, col="blue", ylim=c(min(AirPassengers),
max(AirPassengers+500)), ylab="")
Greetings from Norfolk,
Nuno Prista
____________________________________________...
2012 Jan 21
2
How to identify data structure?
data(AirPassengers) brings AirPassengers into the workspace. How can I idenfity what the structure of AirPassengers is? Is it a data.frame, a table etc. etc.
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2011 Jul 28
3
construct a data set
Hi,
i want to construct a data set similar to "AirPassengers".
Its attributes are following.
> attributes(AirPassengers)
$tsp
[1] 1949.000 1960.917 12.000
$class
[1] "ts"
How Can I construct a data set similar to it having same class and attributes.
Thanks
--
Amar Kumar Nandan
?:nandan.amar at gmail.com
http://aknandan.co.nr
2015 Jun 12
2
Serie temporal interrumpida del tipo AirPassengers
Hola usuarios,
Necesito detectar si existe o no un cambio de tendencia y si dicho cambio es significativo, para una serie temporal del tipo AirPassengers, en la que
a partir de un determinado momento se ha hecho una campaña (supongamos que una promoción de vuelos).
Para ello he pensado varios métodos:
Usar la descomposición espectral de la muestra [decompose(AirPassengers)] y luego una Regresión Joinpoint para la serie de tendencia,
pero desconozco...
2004 Jul 18
2
stl,package=stats
Greetings:
I'm using the time series decomposition routine "stl" from the package "stats".
But how do I get the results into a vector to work with them?
example:
data(AirPassengers)
m<-stl(AirPassengers,"per")
print(m)
This lists the output but can't figure out how to extract the individual series like seasonal, trend, irregular.
Thanks,
Bob
---------------------------------
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2012 Jan 29
2
Data Structure to Code
Given:
data(AirPassengers)
I get a ts data structure AirPassengers in the workspace.
How can I generate the code that can create that structure? That is, given an example of a data structure, is there a way to generate the code that can greate that structure?
Alternatively, is there a reference that provides a list of d...
2010 Nov 22
2
Help: Standard errors arima
Hello,
I'm an R newbie. I've tried to search, but my search skills don't seem
up to finding what I need. (Maybe I don't know the correct terms?)
I need the standard errors and not the confidence intervals from an
ARIMA fit.
I can get fits:
> coef(test)
ar1 ma1
intercept time(TempVector) - 1900
2011 Dec 13
2
Problem with ploting fitted values
Hello!
I have such a problem...
Estimated a model based on common data (you can find it in R library), and I
wanted to plot the orginal values with the estimated one. Unfortunately I
can only see the original values.
Below is the code with data library:
/
library(forecast)
data(AirPassengers)
AP <- AirPassengers
class(AP)
start(AP)
end(AP)
frequency(AP)
lgAP <- log(AP)
t<-2:length(AP)
APsL<-log(ts(lgAP, start=1949, frequency=12))
final<-(ts.intersect(lgAP,lgAPlag=lag(lgAP,-1), t=t,
sin12 = sin(2*pi*t/12), cos12 = cos(2*pi*t/12),dframe=TRUE))
summary(AIRlm <- lm(...
2004 Aug 10
0
Check failed after compilation (PR#7159)
...> ## Example from Brockwell & Davis (1991, p.92)
> ## answer (1 + 3*n)*2^(-n)
> n <- 1:10; (1 + 3*n)*2^(-n)
[1] 2.00000000 1.75000000 1.25000000 0.81250000 0.50000000 0.29687500
[7] 0.17187500 0.09765625 0.05468750 0.03027344
>
>
>
> cleanEx(); ..nameEx <- "AirPassengers"
>
> ### * AirPassengers
>
> flush(stderr()); flush(stdout())
>
> ### Name: AirPassengers
> ### Title: Monthly Airline Passenger Numbers 1949-1960
> ### Aliases: AirPassengers
> ### Keywords: datasets
>
> ### ** Examples
>
> ## Not run: ## These are...
2011 Mar 08
3
This is supposed to predict a time series?!
Hello,
I just ran the predict.StructTS function using the AirPassengers data
and got a ridiculous result. Here's what I ended up with:
http://24.210.155.111/PredictWhat!.pdf
Who wrote this? Am I seriously supposed to think this function would
accurately predict a time series?
-AnalogKid
2010 Sep 10
0
How to call to R_KalmanLike from outside StructTS
...y, mod$Z, mod$a, mod$P, mod$T,
??????????? mod$V, mod$h, mod$Pn, as.integer(nit), FALSE, fast = TRUE)
??????? 0.5 * sum(x)/length(y)
??? }
#...
#... above and remaining code is the same as the original code in StructTS
#...
}
Running this version gives the following error:
R> StructTS.v1(log(AirPassengers), type = "BSM")
Error in KalmanLike2(y, Z, -1) : object 'R_KalmanLike' not found
In the second version I modify the internal function 'KalmanLike2'
using the function 'KalmanLike' instead of calling 'R_KalmanLike'.
StructTS.v2 <- function (x, type = c(...
2010 Mar 19
1
Arima forecasting
...ma [1] and SVR on time series data.
I'm using an out-of-sample one-step-ahead prediction from Arima using
the "fitted" method [2].
Do someone know how to have a two-steps-ahead forecast timeseries from Arima?
Thanks,
Matteo Bertini
[1] http://robjhyndman.com/software/forecast
[2] AirPassengers example on page 5
2012 Feb 20
3
Confused: Inconsistent result?
...apply(ls(),class))));
+ dim(xyz)<-c(length(xyz)/2,2);
+ return(xyz)
+ }
> xyz
[,1] [,2]
[1,] "a" "character"
[2,] "aa" "character"
[3,] "abc" "character"
[4,] "AirPassengers" "character"
[5,] "allobj" "character"
[6,] "allObjects" "character"
[7,] "allObjects2" "character"
[8,] "arrayFromAPL" "character"
[9,] "classes" "chara...
2017 Apr 30
1
Byte compilation with window<- in R3.4.0
.... It will lead to an error when it is called inside a loop, probably
the result of the byte compiler now enabled by default.
When I turn it off, it works again, as in older versions of R. I tested on Win,
Linux and Mac, and the problem occurs everywhere.
Here is a reproducible example:
z <- AirPassengers
# this works
window(z, start = c(1955, 1), end = c(1955, 1)) <- NA
# but this does not
for (i in 1) {
window(z, start = c(1955, 1), end = c(1955, 1)) <- NA
}
# Error in stats::window(x = `*tmp*`, start = c(1955, 1), end = c(1955, :
# object '*tmp*' not found
# turning off...
2011 Feb 22
0
Problem with forward prediction using StructTS output
I am having problems with forward prediction using the output of the
Basic Structural Model from StructTS. The following snippet
illustrates the problem:
t_end <- 139
nahead <- 20
data(AirPassengers)
ap <- log10(AirPassengers)-2
fit <- StructTS(ts(ap[1:t_end], freq=12), type="BSM")
p <- stats:::predict.StructTS(fit, n.ahead=nahead)
plot(1:t_end, ap[1:t_end], xlim=c(0,t_end+nahead), type="l", ylim=c(0,1.2))
points((t_end+1):(t_end+nahead), p$pred[1:nahead], type=&qu...
2011 Apr 14
0
StructTS fitting problem - can anyone help?
I have seen a couple of posts about this, but no solutions. The problem is fitting the Basic Structural Model (BSM) to the AirPassengers time series using StructTS. ?For this particular time series, if the length is reduced below 140 months, the BSM fits are bad.?
The following illustrates the problem
ap0 <- log10(AirPassengers) - 2ap<-ts(ap0[1:139], freq=12) ?# bad fits for length < 140(fit <- StructTS(ap, type= "B...
2011 Jun 15
1
Query regarding auto arima
I am using AUTO ARIMA for forecasting. But it is not detecting 'seasonality
term' of its own for any data.
Is there any other method by which we can detect seasonality and its
frequency for any data?
Is there any method through which seasonality and its frequency can be
automatically detected from ACF plot?
--
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and
2012 Jun 25
0
x12 ARIMA Moving Seasonality F Test Issue
...Squares Freedom Square F-value
Between Years 236.0512 11 21.459200 2.681*
Error 968.4973 121 8.004110
Here's me doing it manually with some sample data:
library(x12)
library(TSA) ### for cycle function
data(AirPassengers)
x12path <- "C:/WinX12/x12a/x12a.exe"
x12out <- x12(AirPassengers,x12path=x12path,
period=12,automdl=TRUE,transform="auto",outlier=c("AO","LS"),forecast_years=
0)
si <- as.vector(x12out$d8) ### SI ratios -- i.e., final detrended series
mo <-...
2012 Feb 09
0
Help with TimeSeries
...s)
library(zoo)
plot(zoo(AP.ts), ylim = c(0, 20))
AP.ts #is(AP.ts) #start(AP.ts);frequency(AP.ts);end(AP.ts)
dput(AP.ts)
AP.hw <- HoltWinters(AP.ts,seasonal="mult")
plot(AP.hw)
AP.predict <- predict(AP.hw,n.ahead=10)
AP.predict
ts.plot(AP.ts,AP.predict, lty=1:4)
### TESTE
data(AirPassengers)
aa <- AirPassengers
aa
is(aa)
start(aa);frequency(aa);end(aa)
Thank you guys!!!!!
--
Vinicius Macedo Magalhães
(21) 9584-1533
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2009 Sep 09
1
Forecast - How to create variables with summary() results parameters
Hi,
I would like to create variables in R containing parameters of
summary(*Forecast
Results*).
Using the following code:
library(forecast)
data <- AirPassengers
xets <- ets(data, model="ZZZ", damped=NULL)
xfor <- forecast(xets,h=12, level=c(80,95))
summary(xfor)
the output is:
Forecast method: ETS(M,A,M)
Model Information:
ETS(M,A,M)
Call:
ets(y = data, model = "ZZZ", damped = NULL)
Smoothing parameters:
alpha = 0.5901...