Displaying 20 results from an estimated 200 matches similar to: "lorena"
2009 Jul 21
1
Forecasting - Croston Method Error
Hi,
I tried to use the Croston function from the forecasting package
1.24<http://robjhyndman.com/software/forecasting> with
the code below, but I get in return this message "*Error in
decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time
series has no or less than 2 periods*".
histValues
2010 Oct 29
1
SARIMA simulation using time series history
Hi,
I'm currently working with a SARIMA model from which I want to make
simulations. As I understand, neither sarima.Sim nor the functions in
the gsarima package use historic realizations of the time series to
simulate future values. However, I want to use historic values as
input and simulate future values based on the history. Anyone who know
whether such a function is available
2003 Jan 13
4
Dos To Unix?
If we drag a file from a Windows directory - say autoexec.bat and drop it
onto a samba mapped Unix drive, when we then go to the Unix box and vi the
file all the lines end in the DOS EOL character (^M) is there any
option/configuration in samba to make it convert DOS text files to UNIX
format?
Brendan Flanagan
Leyland Trucks Ltd, Croston Road, Leyland, PR26 6LZ
Phone: 01772 625715
Email:
2013 Apr 15
1
use of simulate.Arima (forecast package)
I would like to simulate some SARIMA models, e.g. a SARIMA (1,0,1)(1,0,1)[4] process.
I installed the package 'forecast', where the function simulate.Arima should do what I am trying to do.
I am not able to understand how it works
Could somebody help me with an example?
thank you
Stefano Sofia
AVVISO IMPORTANTE: Questo messaggio di posta elettronica pu? contenere informazioni
2012 Mar 29
1
how to increase speed for function?/time efficiency of below function
i am using sarima() function as below
___________________________________________________________________________________________
sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){
n=length(data)
constant=1:n
xmean=matrix(1,n,1)
if (d>0 & D>0)
fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q),
period=S),
2007 Jan 23
1
SARIMA with dynlm
Does anyone have an exemple of how to fit a SARIMA model , with a MA part, with the package dynlm?
Best regards.
---------------------------------
[[alternative HTML version deleted]]
2003 Apr 12
1
SARIMA
I'm trying to fit a SARIMA(p,d,q)x(P,D,Q) with seasonal period s to some data. When dealing with these types of models one often looks at the ACF and PACF of the time series at lags that are multiples of s, to identify potential values of P, Q. How would I do this in R given the original time series? Secondly given a time series x acf(x) just gives me the plot of the acf. How would I actually
2007 Jan 16
1
SARIMA problem
Hi,
I have a problem with the ARIMA function, occuring when I set the parameter per (the period of SARIMA model) to a high value (see the exemple bellow). It seems that when per is high it takes a too large amount of memory to calculate the model and I have a memory storage error. But I don't really understand why it takes more memory when per is high, as there is the same number of
2008 Aug 02
0
SARIMA Model confrimation
Hi..
R Program is shown ARIMA output as below then SARIMA equation is be
(1 - 0.991B^{12})z_t + 43.557 = (1+0.37B)(1-0,915B^{12})a_t
But I try to calculate it by manual . It look like it 's big different from R sofeware,
I am not sure this equation is correct or not . PLS supoort me to confirm it
Arima Model ( 0,0,1)(1,0,1)
No Transformation
Constant >> 43.557 , t = 10.09
2006 Jul 26
1
arima() function - issues
Hi,
My query is related to ARIMA function in stats package.
While looking for the time series literature I found following link which
highlights discrepancy in "arima" function while dealing with
differenced time series. Is there a substitute function similar to
"sarima" mentioned in the following website implemened in R? Any pointers would
be of great help.
2011 Sep 09
2
Different results with arima in R 2.12.2 and R 2.11.1
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
2011 Sep 12
1
Difference in function arima estimation between 2.11.1 and R 2.12.2
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
2009 Jul 29
0
Determination of lag value for Box.test
Hi,
I saw that tsdiag function doesn't provide a correct result for Ljung-Box
test. I want to use Box.test function for this, but I don't know how to
determine lag parameter for this function.
For fitdf, as I'm using a SARIMA model (0,1,1)(0,1,1)12, I decided to set it
to 2.
Can you confirm me the value for fitdf and give me a way to determine the
lag value?
Thanks
Myriam
--
View
2012 May 29
1
strucchange Fstats() example
Dear all,
I'm trying to understand how the strucchange package is working and I have been looking at the examples given for the Fstats() function.
The first example (Nile), shows one peak in the F-stats and one breakpoint is estimated, that can be plotted using the following code
## Nile data with one breakpoint: the annual flows drop in 1898
## because the first Ashwan dam was built
2011 Jul 20
0
The C function getQ0 returns a non-positive covariance matrix and causes errors in arima()
Hi,
the function makeARIMA(), designed to construct some state space
representation of an ARIMA model, uses a C function called getQ0,
which can be found at the end of arima.c in R source files (library
stats). getQ0 takes two arguments, phi and theta, and returns the
covariance matrix of the state prediction error at time zero. The
reference for getQ0 (cited by help(arima)) is:
2015 Apr 09
2
DUDA_R code_Modelos
Hola, a lo mejor es una tontería, pero el paquete ha tenido actualizaciones?
No conozco que paquetes usas pero recuerdo un script de text minig con
el paquete tm que me daba error tras unos meses guardado por una
actualización.
un saludo
El día 9 de abril de 2015, 13:26, Marcelino de la Cruz
<marcelino.delacruz en upm.es> escribió:
> puedes comprobar esto:
>
>
2010 Jul 09
0
sarima.Sim function
Does anyone have some a nice simple example of how this function is used?
Thanks,
Jason
2007 May 29
0
SARIMA in R
Hi,
Is R's implementation of Seasonal ARIMA in the arima() function a
multiplicative or an additive model?
e.g., is an ARIMA(0,1,1)(0,1,1)[12] from arima() the same as Box et al's
ARIMA(0,1,1)x(0,1,1)[12] (from Time Series Analysis 1994, p.333).
From another post http://tolstoy.newcastle.edu.au/R/help/04/07/0117.html
I suspect it's additive but I'm not sure.
Thanks,
Gad
--
2014 Nov 06
3
Duda_Observed vs Predicted
Hola Javier,
Si, cuando hablo de valor observado me refiero al valor real en campo y el
predicho al que estiman los modelos. Disculpa, que no lo detallase así
desde el principio.
En mi caso trabajo con dos diferentes: Zero inflated y Binomial Negativo y
me gustaría comprobar que diferencia (distancia) existe entre cada uno de
ellos y la realidad.
Estoy trabajando con los siguientes paquetes:
2014 Jan 12
6
Duda Regresión Multiple
Buenos días,
Me gustaría aplicar una regresión múltiple a los datos con los que trabajo pero
no se como introducir los datos en R. He probado introducir el siguiente
comando:
modeloM<-lm(AVE.~ d1 + as.factor(d1T)*Tariff)
summary(modeloM)
Pero me da el siguiente error:
> summary(modeloM)
Error in if (attr(z$terms, "intercept")) sum((f - mean(f))^2) else sum(f^2)
:
argument is