Displaying 20 results from an estimated 10000 matches similar to: "arima {ts}"
2004 May 24
0
Seasonal ARIMA question - stat package (formerly ts)
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
2003 Apr 07
1
filtering ts with arima
Hi,
I have the following code from Splus that I'd like to migrate to R. So far,
the only problem is the arima.filt function. This function allows me to
filter an existing time-series through a previously estimated arima model,
and obtain the residuals for further use. Here's the Splus code:
# x is the estimation time series, new.infl is a timeseries that contains
new information
# a.mle
2011 Feb 12
2
Time unit in ts() and arima() functions
This question is surely trivial, sorry. I'm afraid I'm misunterpreting
the information I got with the documentation, and I'm a little bit
confused. I'm just an engineer with some little skills in statistics.
Well, I have a time series - 600 days long - with some weekly
periodicity inside. So far, so good.
Well, if I define the time series with, say :
a <- ts(b,
2004 Jul 01
2
[gently off topic] arima seasonal question
Hello R People:
When using the arima function with the seasonal option, are the seasonal
options only good for monthly and quarterly data, please?
Also, I believe that weekly and daily data are not appropriate for seasonal
parm estimation via arima.
Is that correct, please?
Thanks,
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
download!
2005 Aug 27
1
ARIMA (seasonal) backcasting & interpolation
Thanks for everyone's help with zoo -- I think I've got my data set
ready. (The data consists of surface weather temperatures, from 2002
to 2005, one observation per hour. Some values are missing... i.e. NA)
I have three goals:
GOAL #1:Get the data in proper time series form, preserving frequency
information:
> w4.ts <- as.ts( w3.zoo, frequency=(1/3600) )
I hope that 1/3600
2017 Jun 20
1
How to write an estimated seasonal ARIMA model from R output?
I'm trying to use the following command.
arima (x, order = c(p,d,q), seasonal =list(order=c(P,D,Q), period=s)
How can I write an estimated seasonal ARIMA model from the outputs. To be specifically, which sign to use? I know R uses a different signs from S plus.
Is it correct that the model is:
(1-ar1*B-ar2*B^2-...)(1-sar1*B^s-sar2*B^2s-....)(1-B)^d(1-B^s)^D
2005 Oct 13
1
arima: warning when fixing MA parameters.
I am puzzled by the warning message in the output below. It appears
whether or not I fit the seasonal term (but the precise point of doing
this was to fit what is effectively a second seasonal term). Is there
some deep reason why AR parameters
("Warning message: some AR parameters were fixed: ...")
should somehow intrude into the fitting of a model that has only MA
terms?
>
2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
Thanks a lot to everybody that helped me out with this.
Conclusions:
(1)
In order to edit arima in R:
>fix(arima)
or alternatively:
>arima<-edit(arima)
(2)
This is not contained in the "Introduction to R" manual.
(3)
A "productive" fix of arima is attached (arma coefficients printed out and
error catched so that it doesn't halt parent loops to search for
2002 Nov 18
1
Prediction from arima() object (library ts) (PR#2305)
Full_Name: Allan McRae
Version: 1.6.0
OS: Win 2000 P
Submission from: (NULL) (129.215.190.229)
When using predict.Arima in library ts(), it appears differencing is only
accounted for in the first step of prediction and so any trend is not apparent
in the predictions. The example shows the difference between the predictions of
an arima(1,1,1) model and the backtransformed predictions of an
2011 Apr 05
0
lorena
Dear
I would like to know how to use the Croston method in R, consaltarte if I
download a package?
personally work the series as a SARIMA
In the present instalment have many values zeros proposed the following
model, but I have many doubts with his predictions.
M3 = arima (d1, order = c (2,1,4), n. ahead = 4, seasonal = list (order = c
(2,1,4), period = 4))
where
D1 = diff (series)
Many
2004 Jan 14
1
seasonal fractional ARIMA models
Hello,
does anyone know about:
a) simulating seasonal ARIMA models? arima out of package ts can fit it,
but it does not look like it can simulates data from seasonal models
b) fitting and simulating fractional seasonal ARIMA models?
Hints will be appreciated,
Henning
--
Henning Rust
Potsdam Institute for Climate Impact Research
Dept. Integrated Systems Analysis
Tel.: #49/331/288-2596
2012 May 18
0
Forecast package, auto.arima() convergence problem, and AIC/BIC extraction
Hi all,
First:
I have a small line of code I'm applying to a variable which will be
placed in a matrix table for latex output of accuracy measures:
acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts,
stepwise=FALSE), h=365)), digits=3).
The time series referred to is univariate (daily counts from 12-10-2010
until 5-8-2010 (so not 2 full periods of data)), and I'm working on
2004 Jun 10
1
X-12-ARIMA
Dear All,
I've used the X-12-ARIMA or its earlier versions from S+ and R under both Unix
and Windows platforms for many years using the klugey approach of calling an
executable using in R the system function. I've found this serviceable for the
following reasons.
1) Paul Gilbert's hunch is correct that many of the subroutines have extensive
IO calls (especially the X-11 engine)
2011 Jul 04
1
forecast: bias in sampling from seasonal Arima model?
Dear all,
I stumbled upon what appears to be a troublesome issue when sampling from an
ARIMA model (from Rob Hyndman's excellent 'forecast' package) that contains
a seasonal AR component.
Here's how to reproduce the issue. (I'm using R 2.9.2 with forecast 2.19;
see sessionInfo() below).
First some data:
> x <- c(
0.132475, 0.143119, 0.108104, 0.247291, 0.029510,
2003 Nov 17
2
Newbie question
I'm trying to find a good open source software to do sales forecasting using Holt Winters and Box Jenkins time series algorithm. Somebody pointed me that R is the best open source available for statistical computing. Are there functions to do Holt Winters and Box Jenkins time series prediction in R? If there is none, can some one point me a good GNU/freeware to do the sales forecasting using
2002 Sep 23
0
arima() in package ts.
I've been trying to get comfy with arima() and associated functions
in the ts() package. I'm thinking seriously about using this
package, and R generally, in a 4th year intro time series course that
I'm teaching this autumn.
I have a couple of questions about arima:
(1) The help file says that residuals component of the value returned
by arima() consists of the
2006 Aug 24
2
Search for best ARIMA model
Hello,
I have a several time series, which I would like to check for their best
fitted Arima model (I am checking for the lowest aic value).
Which lets me raise two questions:
1) is there are more efficient way, than using 6 for-loops?
2) sometimes the system cannot calculate with given parameters - is
there a more efficient solution than I found?
I hope, you can help me to make this
2013 Sep 09
1
Fitting Arima Models and Forecasting Using Daily Historical Data
Hello everyone,
I was trying to fit an arima model to a daily historical data, but, for
some reason, havent been able to.
I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing
the number of transits for a particular vessel.
The following messages are produced by R:
dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=365),
2013 Oct 05
0
How to establish the order of a time series so as to fit ARIMA
I have sales data for years 2011, 2012 and upto september 2013. I have
applied the decompose function to filter the trend , seasonal and random
component. however i would like to apply the predict function to forecast
the sales for the rest of year and into 2014. How can i establish the order
of the time series so as to fit ARIMA.
Charles.
[[alternative HTML version deleted]]
2012 Apr 17
2
Manually reconstructing arima model from coefficients
Colleagues
I am a new to R but already love it.
I have the following problem:
I fitted arima model to my time series like this (please ignore modeling
parameters as they are not important now):
x = scan("C:/data.txt")
x = ts(x, start=1, frequency=1)
x.fit<-arima(x, order = c(1,0,0), seasonal = list(order=c(0,0,1)))
Now I want to use this model for forecasting and backtesting (!).