Hi there, Does anyone know how to predict ARMA? It doesn?t have either predict or forecast methods. I found couple of packages called fbasic and fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has ?arma.predict? in it, but it doesn?t seem to be working. Any help in this regard would be appreciated. Thanks in advance. Regards Skanda Kallur "Prediction is very difficult, especially if it's about the future." --Niels Bohr
On Sat, 17 May 2003, Skanda Kallur; MEngg wrote:> Hi there, > > Does anyone know how to predict ARMA? It doesn???t have either predict > or forecast methods. I found couple of packages called fbasic and > fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has > ???arma.predict??? in it, but it doesn???t seem to be working. Any help > in this regard would be appreciated. Thanks in advance.Well, R comes with arima and arima0 functions, and both have predict methods. What is ARMA and where did you get it from? -- 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
Professor, thanks for the reply, I am using Auto Regression Moving Average arma()(sorry it wasnt ARMA) which comes under tseries package to fit my data and I am intending to predict with arma fitted data but couldnt find a method to do it. Interestingly, I found two packages at http://www.itp.phys.ethz.ch/econophysics/R/ which has packages called fbasic and fseries. fseries has arma.predict() but it threw some error, I wasnt able to install it. I would appreciate if you could have a look at it. Regards Skanda -----Original Message----- From: Prof Brian Ripley <ripley at stats.ox.ac.uk> To: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au> Date: Fri, 16 May 2003 19:29:37 +0100 (BST) Subject: Re: [R] ARMA.predict? On Sat, 17 May 2003, Skanda Kallur; MEngg wrote:> Hi there, > > Does anyone know how to predict ARMA? It doesn???t have either predict > or forecast methods. I found couple of packages called fbasic and > fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has > ???arma.predict??? in it, but it doesn???t seem to be working. Any help > in this regard would be appreciated. Thanks in advance.Well, R comes with arima and arima0 functions, and both have predict methods. What is ARMA and where did you get it from? -- 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 Skanda Kallur "Prediction is very difficult, especially if it's about the future." --Niels Bohr
> Subject: Re: Re: [R] arma.predict? > Date: Sat, 17 May 2003 05:24:29 +1000 > From: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au> > To: ripley at stats.ox.ac.uk > CC: r-help at stat.math.ethz.ch > > Professor, thanks for the reply, I am using Auto Regression Moving Average arma()(sorry it wasnt ARMA) which comes under tseries package to fit my data and I am intending to predict with arma fitted data but couldnt find a method to do it.Pls use arima from ts. arma from tseries is preliminary and will soonly be removed in the current form.> Interestingly, I found two packages at http://www.itp.phys.ethz.ch/econophysics/R/ which has packages called fbasic and fseries. fseries has arma.predict() but it threw some error, I wasnt able to install it. I would appreciate if you could have a look at it.As far as I know, those packages are still preliminary. So if you want to use them, maybe you contact the author Diethelm W?rtz wuertz at itp.phys.ethz.ch best Adrian> > Regards > > Skanda > > -----Original Message----- > From: Prof Brian Ripley <ripley at stats.ox.ac.uk> > To: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au> > Date: Fri, 16 May 2003 19:29:37 +0100 (BST) > Subject: Re: [R] ARMA.predict? > > On Sat, 17 May 2003, Skanda Kallur; MEngg wrote: > > > Hi there, > > > > Does anyone know how to predict ARMA? It doesn??????t have either predict > > or forecast methods. I found couple of packages called fbasic and > > fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has > > ??????arma.predict?????? in it, but it doesn??????t seem to be working. Any help > > in this regard would be appreciated. Thanks in advance. > > Well, R comes with arima and arima0 functions, and both have predict > methods. What is ARMA and where did you get it from? > > -- > 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 > > Skanda Kallur > > "Prediction is very difficult, especially if it's about the future." > --Niels Bohr-- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com