Displaying 3 results from an estimated 3 matches for "dec96".
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dec06
2010 May 04
1
How to make predictions with the predict() method on an arimax object using arimax() from TSA library
...then clarify my own issues:
>library(TSA)
>
>data(airmiles)
>air.ml=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
>period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
>I911=1*(seq(airmiles)==69)),
>transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
>Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
Ok,so I've run the above code and an object called air.ml has now been created of class type arimax.According to the documentation this is the same type as arima.So now I make a predict...
2011 Oct 02
0
Arimax First-Order Transfer Function
...how to go
about this?
Best wishes
David
example provided by Chan (2008)(airline example):
air.m1=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
I911=1*(seq(airmiles)==69)),
transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
# Additive outliers are incorporated as dummy variables in xreg.
# Transfer function components are incorporated by the xtransf and transfer
# arguments.
# Here, the transfer function consists of tw...
2010 May 05
0
R-help Digest, Vol 87, Issue 5
...then clarify my own issues:
>library(TSA)
>
>data(airmiles)
>air.ml=arimax(log(airmiles),order=c(0,1,1),seasonal=list(order=c(0,1,1),
>period=12),xtransf=data.frame(I911=1*(seq(airmiles)==69),
>I911=1*(seq(airmiles)==69)),
>transfer=list(c(0,0),c(1,0)),xreg=data.frame(Dec96=1*(seq(airmiles)==12),
>Jan97=1*(seq(airmiles)==13),Dec02=1*(seq(airmiles)==84)),method='ML')
Ok,so I've run the above code and an object called air.ml has now been created of class type arimax.According to the documentation this is the same type as arima.So now I make a predict...