similar to: How to find seasonal effect and trend from raw data (newbie ...)

Hi, This is the time series data collected from 2001 to 2008 by every month.so,there are 96 entries.I have done basic statistics.I need to find a model fitted to forecast this data.This is the mixedpaper collection for recycling in the campus. 13251 13754 19061 12631 17414 21350 25384 23646 20312 20740 14007 17175 13910 17191 17113 20250 35003 11975 19665 20490 20436

Hello All, I cant seem to do a trig regression in R. The equation is as follows : y = a+b*(sin((2*pi*x/360) - c))^2 a, b, c are coefs that I want. y, x are input vectors. The equation I put into R: lm(y ~ sin(2*pi*x/360)^2) This equation is missing the c and I dont get the right answer. Also, I dont know how to plot the lm over the x values instead of the indices. Any help is sincerely

Dear R list As suggested by Prof Brian Ripley, I have tried to read acf literature. The main problem is I am not the statistician and hence have some problem in understanding the concepts immediately. I came across one literature (http://www.stat.nus.edu.sg/~staxyc/REG32.pdf) on auto-correlation giving the methodology. As per that literature, the auto-correlation is arrived at as per following.

Hola a todos Estoy tratando de analizaruna serie temporal con datos diarios de temperaturas (40 años). He creado un objeto zoo (con ayuda de la lista, gracias) sobre el que encuentro la regresión lineal. He probado también a crear un objeto ts a partir del zoo. El problema que encuentro es que nose puede aplicar la función stl para hallar la componente estacional y la tendencia. Rdice que la

Hallo! I lese gro?e Zeitreihen in R ein z.B. mit: > disc<-read.table("F:/R/DATA/discount_rate_usa.txt") disc hat dann folgende Struktur: > disc[1:5] V1 V2 1 01/03/1955 1.5 2 01/04/1955 1.5 3 01/05/1955 1.5 4 01/06/1955 1.5 5 01/07/1955 1.5 ich will das disc als Zeitreihe erkannt wird und will z.B 01/03/1955 in ein Datum verwandeln, aber es wird als

Hi, I just came across this annoncement, which is particularly interesting as it is only 25 min away from my place... :-) Anyway, I guess the core of this is targeted at developers mainly. Cheers, Philipp Free Software/Open Source-Telephony-Summit 2004 http://www.guug.de/veranstaltungen/telephony-summit-2004/ http://www.heise.de/newsticker/data/avr-16.12.03-000/ We are happy to announce

Hi, Could you please help me with EGARCH and GJR? Is it possible to use EGARCH and GJR in R? I have used below mentioned code for GARCH in R, but I never used EGARCH and GJR in R. Thank you in advance! daten<-read.table("H://Daten//Zeitreihen//dax_1.csv", sep=";", header=T) DAX.kurs<-daten DAX.kurs<-ts(DAX.kurs,names="DAX-Kurs")

Hi folks, I have found the following in my logs: Wed Mar 10 15:52:33 2010 [pid 15232] [uploaduser] OK MKDIR: Client "195.200.70.*40*", "/04 LV gelieferte Daten 04_2010/04 LV Seiten/Jungz?chter" Wed Mar 10 15:52:33 2010 [pid 15231] [uploaduser] FAIL MKDIR: Client "195.200.70.*41*", "/04 LV gelieferte Daten 04_2010/04 LV Seiten/Jungz?chter" Wed Mar 10

I have recently moved from Ubuntu 10.04 to Mint 11 Katya and installed Wine 1.2.2 using software manager. I have the original dayplan.exe files and dll files from the Norton Desktop program that was designed to run without an installer from Win 3.1 . For me this program has worked in all versions of Windows including XP and when running Wine in Ubuntu 10.04 it also worked. Now when I double

Hello! FrOSCon The Department of Computer Science[1] of the University of Applied Sciences Bonn-Rhein-Sieg[2] is organising a conference about Free Software and Open Source in 2006 with help of Fachschaft of Computer Science[3], LUUSA[4] and FrOSCon e.V. About FrOSCon FrOSCon is a two day conference on Free Software and Open Source, taking place on June, 24/25 2006 at the Fachhochschule

We have kernel support for IPv6 in Centos, but not stateful firewall support. That requires at least the 2.6.20 kernel, which means Fedora Core 6 or some other Linux distro. None of the various free Linux firewalls have IPv6 support. Supposedly FWBuilder can manage Netfilters for a Linux Kernel, but that seems to be the extent of it. More sad facts as I uncover them.....

Hi there, I am a graduate student using "R" for time series modeling. I have a weeks data with 96 data per day. I am trying to use a seasonal model with period of 96 (the size of the total data is 480) to fit the data after deriving the order information from ACF and PACF plots. But, I am getting the following error message "Error in optim(init[mask] ...) : non-finite

Hi all, I would like to adjust the monthplot() of an stl() so that for a time-series with freq=12 (months): a) the curve on the panel for the k-th month graphs the seasonal values minus their monthly mean values b) add to the fig. the values of the k-th month of the seasonal + remainder, also minus their monthly mean values which corresponds to the 'seasonal diagnostic plot as described by

Hello, I am new to usin R - which is a great tool - and would like to know if R has a seasonal adjustment program for time series and/if it incorporates the Census Bureau's ARIMA x-12 seasonal adjustment program in any way? Thanks so much! Tony [[alternative HTML version deleted]]

Hi there, I am using the "ts" class of the "R" package. I have a data file containing a time series of 1152 entries. It is actually 4 days data cascaded together where the time interval of data collected is 5 minutes. Thus, I have 288 values per day. When I am trying to fit this data using a period of 288 with a seasonal model, using the arima(...) function, I am

Is there an R package that can model time series with multiple seasonal cycles, e.g., 7 wkdy x 24 hr , I have tried searching the Help, but have been unable to find anything. Any help would be appreciated. thank you, Spencer [[alternative HTML version deleted]]

To whom it may concern: I am trying to better understand the functionality of 'R' when making arima predictions to avoid any "Black Box" disadvantages. I'm fitting a seasonal arima model using the following command (having already loaded 'stat' package). arimaSeason <- arima(Data,order=c(1,0,1),seasonal=list(order=c(1,0,1),period=12)) I can then generate

Guys: Is it possible to simulate a seasonal ARIMA model in R? Which package can do this job? saji from Shanghai

Hi R-help, I'd like to extract the seasonal component of a short timeseries, and was hoping to use stats::decompose. I don't want to decompose the 'trend' component so I thought I should call decompose(x,filter=0). I think I've either misunderstood the filter argument or come upon a bug/feature in decompose. # EXAMPLE

Hi all, I just couldn't find a R function which can fit multiple seasonal patters... i.e. in the following code: *arima(x = data, order = c(p, d, q), seasonal = list(order = c(P, D, Q), period = S), ... *** * there can be only one "period", am I right? What if the data seem to have three different seasonality cycles, 5, 12, 21? Thanks a lot! * [[alternative HTML version