I have a database based on hourly data and I need to forecast next 24h of a single variable. I was thinking about applying an ARIMA model with some exogenous variables but I don't succeed to configure the hourly frequency, estimate ARIMA parameters, pdq ( exists some tests to check which parameters are better for the model?) and the structure of the model in its easy form because I would also like to introduce some seasonality form by analyzing some variables I highlighted some daily and weekly behaviours similar. I recognize that it could be quite difficult the problem but if you have also some useful links or some codes that can help me, please send me. [[alternative HTML version deleted]]
Statistics issues are generally off topic here; and we generally prefer posters to show us their own efforts rather than expecting us to solve the problem for them. However, this CRAN time series task view may be useful to you: https://cran.r-project.org/web/views/TimeSeries.html Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Aug 1, 2018 at 8:40 AM, Edoardo Silvestri < silvestri.casali at gmail.com> wrote:> I have a database based on hourly data and I need to forecast next 24h of a > single variable. I was thinking about applying an ARIMA model with some > exogenous variables but I don't succeed to configure the hourly frequency, > estimate ARIMA parameters, pdq ( exists some tests to check which > parameters are better for the model?) and the structure of the model in its > easy form because I would also like to introduce some seasonality form by > analyzing some variables I highlighted some daily and weekly behaviours > similar. > > > > I recognize that it could be quite difficult the problem but if you have > also some useful links or some codes that can help me, please send me. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. >[[alternative HTML version deleted]]
On Wed, 1 Aug 2018 17:40:54 +0200 Edoardo Silvestri <silvestri.casali at gmail.com> wrote:> I have a database based on hourly data and I need to forecast next > 24h of a single variable. I was thinking about applying an ARIMA > model with some exogenous variables but I don't succeed to configure > the hourly frequency, estimate ARIMA parameters, pdq ( exists some > tests to check which parameters are better for the model?) and the > structure of the model in its easy form because I would also like to > introduce some seasonality form by analyzing some variables I > highlighted some daily and weekly behaviours similar. > > > > I recognize that it could be quite difficult the problem but if you > have also some useful links or some codes that can help me, please > send me. >You are talking about analyzing data in a regular time series. R has wide ranging time series analysis packages. I would suggest starting with the basic package that comes with an R download and reading the basic information associated with it. You could also checkout Venables and Ripley, _Modern Applied Statistics with S [which R is a dialect of]. If this is a homework question, hit the books. JWDougherty