I don't understand where is my problem. I tried the problem
suggested by Prof. Brian Ripley
data(USAccDeaths, package="ts")
and it worked. So this is not a machine or configuration
problem. This is my series (dataset1.ts)
Jan Feb Mar Apr May Jun
Jul Aug
1998 20957656 22280838 28048581 32286754 36456729 35575315
34127179 34363108
1999 20597673 22495503 32313913 34403642 39324570 38507480
36640790 36217094
2000 24841914 28977013 34243366 38180015 49119602 43809914
41778152 45625301
2001 30366925 28705775 33911934 38647902 48854117 41389555
43607174 41367514
2002 29111032 28055234 32778200 43894044 48513923 42018619
38626430 38595853
2003 25680114
27112446
Sep Oct Nov Dec
1998 34255786 33152873 29587196 25815553
1999 38141741 36711756 36950693 26657417
2000 46213806 45460357 39832263 31634397
2001 38920451 41416886 36272139 26559226
2002 42068682 41827283 33738721 31053206
I made
dataset1.arima<-arima(x = dataset1.ts, order = c(2, 1, 0),
seasonal = list(order = c(1, 1, 0)))
> predict(dataset1.arima,n.ahead=10)
$pred
Mar Apr May
Jun Jul
2003 0.0007636733 -0.1296421510 -0.2341768144 -0.1240727672 -
0.1625043897
Aug Sep Oct
Nov Dec
2003 -0.1726880234 -0.1537146941 -0.1628472385 -0.3301221034 -
0.2691800319
Where is my problem?
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On Tue, 11 Mar 2003, Luis Silva wrote:> I don't understand where is my problem. I tried the problem > suggested by Prof. Brian Ripley > > data(USAccDeaths, package="ts") > > and it worked. So this is not a machine or configuration > problem. This is my series (dataset1.ts)And I get> predict(dataset1.arima,n.ahead=10)$pred Mar Apr May Jun Jul Aug 2003 32986447 39173626 47310648 40640324 39324741 38512562 Sep Oct Nov Dec 2003 39260897 40137559 33531143 27533809 $se Mar Apr May Jun Jul Aug Sep 2003 2595395 2727065 2852947 3292592 3470692 3640270 3881904 Oct Nov Dec 2003 4056851 4224638 4407507 so I have no idea, except it *is* `a machine or configuration problem'. [...] -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595