Good morning everyone, I have attached an Excel file that contains a macro from which I call and use R's auto.arima function to generate forecasts. The program runs perfectly and it gets me the results; however, those results are pretty unusual. I also tried using the auto.arima function directly in the R console and still get weird results. The results are shown in columns AB, AC and AD respectively and the historical data upon which I based my forecasts is in column E. If you look at the results, the values generated by the auto.arima function are quite low compared to the past data used to generate the forecasts and, in several cases, the forecasted values come out negative. What could be causing those forecasted values to be negative? Could this be a bug of the auto.arima function? Is there any other function (apart from auto.arima) that I could use for automatic model fitting to forecast? http://r.789695.n4.nabble.com/file/n4638683/TestAutoArimaFunction.xlsm TestAutoArimaFunction.xlsm Any help will be greatly appreciated, Regards, Paul -- View this message in context: http://r.789695.n4.nabble.com/Odd-Results-when-using-R-s-auto-arima-function-tp4638683.html Sent from the R help mailing list archive at Nabble.com.
R. Michael Weylandt
2012-Aug-01 23:56 UTC
[R] Odd Results when using R's auto.arima function
Can you make an R-only example using dput()? See this page for more details: http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example Best, Michael On Wed, Aug 1, 2012 at 8:51 AM, PaulJr <paulbernal07 at gmail.com> wrote:> Good morning everyone, > > I have attached an Excel file that contains a macro from which I call and > use R's auto.arima function to generate forecasts. The program runs > perfectly and it gets me the results; however, those results are pretty > unusual. I also tried using the auto.arima function directly in the R > console and still get weird results. > > The results are shown in columns AB, AC and AD respectively and the > historical data upon which I based my forecasts is in column E. If you look > at the results, the values generated by the auto.arima function are quite > low compared to the past data used to generate the forecasts and, in several > cases, the forecasted values come out negative. > > What could be causing those forecasted values to be negative? Could this be > a bug of the auto.arima function? Is there any other function (apart from > auto.arima) that I could use for automatic model fitting to forecast? > > http://r.789695.n4.nabble.com/file/n4638683/TestAutoArimaFunction.xlsm > TestAutoArimaFunction.xlsm > > Any help will be greatly appreciated, > > Regards, > > Paul > > > > -- > View this message in context: http://r.789695.n4.nabble.com/Odd-Results-when-using-R-s-auto-arima-function-tp4638683.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at 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.