Hi, This is regarding the ARIMA model. I am having time series data of stock of 2000 values. Using the ARIMA model in R, I want the forcasted values for next 36 time points. However when I run this model in R, I am getting same value for all 36 time points. I have tried to fit the data with ARIMA model by changing the parameters p,d,q after looking at the errors and other criteria for selecting the p,d,q value. So could you please help me in this regard, and if require I can send the data file too. With rgds, Sandeep [[alternative HTML version deleted]]
Hi, Sandeep, what is your specification of p, d, q? it is not surprising to have all forecasted with same value. On 12/24/07, Sandeep Nikam <spndeep at googlemail.com> wrote:> Hi, > > This is regarding the ARIMA model. > > I am having time series data of stock of 2000 values. Using the ARIMA model > in R, I want the forcasted values for next 36 time points. > > However when I run this model in R, I am getting same value for all 36 time > points. > I have tried to fit the data with ARIMA model by changing the parameters > p,d,q after looking at the errors and other criteria for selecting the p,d,q > value. > > So could you please help me in this regard, and if require I can send the > data file too. > > With rgds, > > Sandeep > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. >-- ==============================WenSui Liu Statistical Project Manager ChoicePoint Precision Marketing (http://spaces.msn.com/statcompute/blog)
I agree with Wensui, if you have a low order ARIMA model it is possible to get forecasts with the same values. Wensui Liu expressed precisely :> Hi, Sandeep, > what is your specification of p, d, q? it is not surprising to have > all forecasted with same value. > > > On 12/24/07, Sandeep Nikam <spndeep at googlemail.com> wrote: >> Hi, >> >> This is regarding the ARIMA model. >> >> I am having time series data of stock of 2000 values. Using the ARIMA model >> in R, I want the forcasted values for next 36 time points. >> >> However when I run this model in R, I am getting same value for all 36 time >> points. >> I have tried to fit the data with ARIMA model by changing the parameters >> p,d,q after looking at the errors and other criteria for selecting the p,d,q >> value. >> >> So could you please help me in this regard, and if require I can send the >> data file too. >> >> With rgds, >> >> Sandeep >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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.