Hi
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Jonas Ulbrich
> Sent: Sunday, June 01, 2014 1:51 PM
> To: R-help at r-project.org
> Subject: [R] Loop Autoregression
>
> Hello everybody, I have to confess that I am relatively new to R.
>
> My problem is the following one:
>
> I have a data set of 500 values. For each value I wanna make prediction
> of four steps ahead via autogregression. Because I have to repeat this
> procedure on three other data sets I wanna make a loop. (Manual
> calculation would take ages.) My idea which does not work looks is as
> follows:
>
> x<-NULL
> for (i in 1:500){
>
>
x[i]<-predict(ar(y[i],order.max=1,method="yule-walker",intercept=TRUE,
> n.used=500, n.ahead=4))
> }
We have no idea what is y and y[i]. I presume that y is vector and y[i] is one
item from this vector, hence the error as n.used is actually 1 and order.max is
also 1.
> ar((lh)[1])
Error in ar.yw.default(x, aic = aic, order.max = order.max, na.action =
na.action, :
'order.max' must be >= 1>
you can find how to use ar in its help page.
?ar
Also your parentheses are mismatched. Most probably you want
predict(ar(y,order.max=1,method="yule-walker",intercept=TRUE,n.used=500),
n.ahead=4)
Regards
Petr
>
> Doing this I only get an error request that the value of
"order.maX"
> needs to be smaller than "n.used". But this is the case.
Isn't it?
>
> Best Regards
>
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