Displaying 5 results from an estimated 5 matches for "backcasted".
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backcast
2006 Nov 25
2
predict and arima
Hi all,
Forecasting from an arima model is easy with predict.
But I can't manage to backcast : invent data from the model before the
begining of the sample.
The theory is easy : take your parameters, reverse your data, forecast, and
then reverse the forecast
I've tried to adapt the predict function to do that (i'm not sure that the
statistical procedure is fine (with the residuals),
2005 Aug 27
1
ARIMA (seasonal) backcasting & interpolation
...) values for ARIMA models. But I have not found a
command that suggests reasonable values for the seasonal (p,d,q) values.
GOAL #3 Use the ARIMA analysis to fill in for NA values. (I'm not
sure how to do this yet. For example, I do not know if I will need
to use windowing to smooth my backcasted data.
I would appreciate any pointers, references, or code examples.
Also, the terminology of "backcasting" and "interpolation" is not
perfectly clear to me. I'm certainly looking to do more than linear
interpolation between data points ... that's why I'm hopi...
2011 Aug 30
2
ARMA show different result between eview and R
When I do ARMA(2,2) using one lag of LCPIH data
This is eview result
>
> *Dependent Variable: DLCPIH
> **Method: Least Squares
> **Date: 08/12/11 Time: 12:44
> **Sample (adjusted): 1970Q2 2010Q2
> **Included observations: 161 after adjustments
> **Convergence achieved after 14 iterations
> **MA Backcast: 1969Q4 1970Q1
> **
> **Variable Coefficient Std.
2005 Sep 08
1
Interpolating / smoothing missing time series data
The purpose of this email is to ask for pre-built procedures or
techniques for smoothing and interpolating missing time series data.
I've made some headway on my problem in my spare time. I started
with an irregular time series with lots of missing data. It even had
duplicated data. Thanks to zoo, I've cleaned that up -- now I have a
regular time series with lots of NA's.
2008 Jul 23
1
Time series reliability questions
Hello all,
I have been using R's time series capabilities to perform analysis for quite
some time now and I am having some questions regarding its reliability. In
several cases I have had substantial disagreement between R and other packages
(such as gretl and the commercial EViews package).
I have just encountered another problem and thought I'd post it to the list. In
this case,