R help - Sep 2013 - Fitting Arima Models and Forecasting Using Daily Historical Data

Hello everyone,

I was trying to fit an arima model to a daily historical data, but, for
some reason, havent been able to.

I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing
the number of transits for a particular vessel.

The following messages are produced by R:

dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal list(order =
c(0,  :
  too few non-missing observations
> dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  maximum supported lag is 350

Then I tried the auto.arima function but the following happened:

fit<-auto.arima(dailytrans$transits)

Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik
-
length(x) *  :

  the condition has length > 1 and only the first element will be used

If anyone could give me some guidance I will really truly appreciate it,


Best regards,


Paul

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On 09/09/2013 20:36, Paul Bernal wrote:
> Hello everyone,
>
> I was trying to fit an arima model to a daily historical data, but, for
> some reason, havent been able to.
>
> I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing
Those dates are not in a standard format: ISO 8601 is preferred.
> the number of transits for a particular vessel.
Which seems to be less than a year and you are trying to fit a 
seasonally differenced model with period 365.  So I guess there are no 
pairs of observations a year apart.

This is not really an R issue: you need to get basic advice on 
time-series modelling.
> The following messages are produced by R:
>
> dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
> seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
> Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal >
list(order = c(0,  :
>    too few non-missing observations
>> dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
> seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
> Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
>    maximum supported lag is 350
>
> Then I tried the auto.arima function but the following happened:
Which is not part of R.
> fit<-auto.arima(dailytrans$transits)
>
> Warning in if (class(fit) != "try-error") offset <- -2 *
fit$loglik -
> length(x) *  :
>
>    the condition has length > 1 and only the first element will be used
>
> If anyone could give me some guidance I will really truly appreciate it,
>
>
> Best regards,
>
>
> Paul


-- 
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)
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