Hi Paul,
There are different packages in R to fit an ARIMA model. I would use the
forecast package.
In your case, perhaps you would want to explore SARIMA models to include
seasonal components?
Anyhow, the first port of call could be the auto.arima() function to select the
best fitting representation according to AIC, AICc or BIC -but explore other
representations as well.
To fit the models use the function Arima (note the capital "A"). The
documentation in the package is very clear and comprehensive; the authors (Rob J
Hyndman and George Athanasopoulos) published a free on-line book which will also
help you: http://otexts.com/fpp/.
Hope this helps,
Jos?
Prof. Jos? Iparraguirre
Chief Economist
Age UK
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Paul Bernal
Sent: 10 September 2013 22:54
To: r-help at r-project.org
Subject: [R] Fitting Arima Model to Daily Time Series
Hello everyone,
Hope everyone is doing great. I would like to know how to use the arima function
in R to fit arima or arma models to daily data, that is, with period = 365, this
taking into account the fact that I have 5 years worth of daily data (so 365 * 5
= my number of observations).
All I want is a very general line of code of I I would do to fit the arima
model.
Any help will be greatly appreciated,
Have a wonderful day,
Paul
[[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.
The Wireless from Age UK | Radio for grown-ups.
www.ageuk.org.uk/thewireless
If you?re looking for a radio station that offers real variety, tune in to The
Wireless from Age UK.
Whether you choose to listen through the website at
www.ageuk.org.uk/thewireless, on digital radio (currently available in London
and Yorkshire) or through our TuneIn Radio app, you can look forward to an
inspiring mix of music, conversation and useful information 24 hours a day.
-------------------------------
Age UK is a registered charity and company limited by guarantee, (registered
charity number 1128267, registered company number 6825798).
Registered office: Tavis House, 1-6 Tavistock Square, London WC1H 9NA.
For the purposes of promoting Age UK Insurance, Age UK is an Appointed
Representative of Age UK Enterprises Limited, Age UK is an Introducer
Appointed Representative of JLT Benefit Solutions Limited and Simplyhealth
Access for the purposes of introducing potential annuity and health
cash plans customers respectively. Age UK Enterprises Limited, JLT Benefit
Solutions Limited and Simplyhealth Access are all authorised and
regulated by the Financial Services Authority.
------------------------------
This email and any files transmitted with it are confidential and intended
solely for the use of the individual or entity to whom they are
addressed. If you receive a message in error, please advise the sender and
delete immediately.
Except where this email is sent in the usual course of our business, any
opinions expressed in this email are those of the author and do not
necessarily reflect the opinions of Age UK or its subsidiaries and associated
companies. Age UK monitors all e-mail transmissions passing
through its network and may block or modify mails which are deemed to be
unsuitable.
Age Concern England (charity number 261794) and Help the Aged (charity number
272786) and their trading and other associated companies merged
on 1st April 2009. Together they have formed the Age UK Group, dedicated to
improving the lives of people in later life. The three national
Age Concerns in Scotland, Northern Ireland and Wales have also merged with Help
the Aged in these nations to form three registered charities:
Age Scotland, Age NI, Age Cymru.